Sorting panel data and decile creation
Posted: 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?
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?