Product details

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.