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Sorting panel data and decile creation

Posted: Tue Apr 09, 2013 12:05 pm
by desmondvdkruk
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?

Re: Sorting panel data and decile creation

Posted: Tue Apr 09, 2013 2:28 pm
by EViews Gareth
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...

Re: Sorting panel data and decile creation

Posted: Wed Apr 10, 2013 4:00 am
by desmondvdkruk
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.

Re: Sorting panel data and decile creation

Posted: Wed Apr 10, 2013 7:51 am
by EViews Gareth
There's nothing built into to do it. You'd have to write a program that did the sorting for you.