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Authors:
Renaud Beaupain (IESEG School of Management); Nicolas Eugster (IESEG School of Management)
Published in:
2019
Version:
5-Jun-2019
Revision date:
18-Jun-2019
Length:
3 pages
Data source:
Published sources

Abstract

This case suggests a method to automate the conversion of time series data from Thomson Reuters Datastream to a vertical dataset using Excel functions or VBA. Indeed, Thomson Reuters Datastream presents time series data vertically for the time, but horizontally, company-per-company, for the other variables. Presented in this way, it is not possible to directly export and use the dataset in statistical software. The dataset must be first vertically converted to be utilized, that is, each identical variable must be in a single column. The case uses the example of a panel regression of the return on equity on two explanatory variables for the period 2008-2018.

Teaching and learning

This item is suitable for undergraduate, postgraduate and executive education courses.

Topics

Spreadsheet preparation; Data preparation; Panel data; Excel; Visual basic for applications (vba); Financial data services

Setting

Geographical setting

Region:
World/global
Country:
United States

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