Sorting panel data and decile creation

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

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desmondvdkruk
Posts: 2
Joined: Tue Apr 09, 2013 11:16 am

Sorting panel data and decile creation

Postby desmondvdkruk » Tue Apr 09, 2013 12:05 pm

Hi,

For my master thesis I have collected stock price data of 310 companies between 1996 and 2013. I created the workfile following this guide: http://forums.eviews.com/viewtopic.php?f=7&t=74 and then the second type of formatting. I have named the dates T_1, T_2, ... etc. It also created a group were the companies are the observations on the left and than T_1, T_2, ... etc. as columns on the top. However, in stead of showing them in the order of T_1, T_2, ... etc. it shows them in the order of T_1, T100, T1000, ... etc. How can I change this sorting?

Secondly, I need to sort the observations into different decile portfolios based in their volatility over a specific period (e.g. T_1 to T_260) what is the best way to do this?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Sorting panel data and decile creation

Postby EViews Gareth » Tue Apr 09, 2013 2:28 pm

I don't follow the second question. For the first you'll have to name them appropriately :( Thus rather than having T_1, you'll need to have T_001 and so on...

desmondvdkruk
Posts: 2
Joined: Tue Apr 09, 2013 11:16 am

Re: Sorting panel data and decile creation

Postby desmondvdkruk » Wed Apr 10, 2013 4:00 am

Ow of course:P Thank you.

And to elaborate on the second question. I need to assign each company to one of 10 portfolios (deciles) based on their annual volatility. So how can I create these 10 portfolios and then do something like:
for company i highest 10% of volatility in year 1 in portfolio 1
then >10% and <21% of volatility year 1 in portfolio 2
...
etc.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Sorting panel data and decile creation

Postby EViews Gareth » Wed Apr 10, 2013 7:51 am

There's nothing built into to do it. You'd have to write a program that did the sorting for you.


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