Convert table of Daily Stock data into Monthly data
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Fabian Niederreiter
le 12 Mar 2021
Modifié(e) : Cris LaPierre
le 20 Mar 2021
I have a 13000x3000 table with colums representing the dates and rows representing the stocks with values of daily stock returns in it.
Now I'd like to get the monthly sum of returns for each stock (each line).
Would appreciate any kind of help.
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Cris LaPierre
le 12 Mar 2021
Use the date info as your groupvar.
6 commentaires
Cris LaPierre
le 15 Mar 2021
Modifié(e) : Cris LaPierre
le 20 Mar 2021
It would appear that your grouping variable, dates, is not valid with the syntax you are using.
When you use the table form, your grouping variable needs to be a variable in the table. Try adding dates as a new column in your table rather than as the rownames.
G_CRSP.dates = dates;
Then your groupsummary statement should work.
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