Transpose/Reshape stock data from wide to long

nicolelai — Wed, 08 Aug 2012 06:39:22 GMT

Hello there,

I am trying to reshape my data from wide to long format. However, I face some difficulties (that I suspect it is due to the variable names/companies ). If I need to rename the variables (900 companies), I wonder what is the best way to solve this and get my data reshaped.

The data format that I am having is shown as follow:

Date SAPU_MK_EQUITY NYL_MK_EQUITY KEYA_MK_EQUITY

1/2/2000 0.013 N/A 0.024

1/3/2000 0.013 N/A 0.024

1/4/2000 0.013 N/A 0.024

I would like to reshape the data to this format:

Date Company EPS

1/2/2000 SAPU_MK_EQUITY 0.013

1/2/2000 NYL_MK_EQUITY N/A

1/2/2000 KEYA_MK_EQUITY 0.024

1/3/2000 SAPU_MK_EQUITY 0.013

1/3/2000 NYL_MK_EQUITY N/A

1/3/2000 KEYA_MK_EQUITY 0.024

1/4/2000 SAPU_MK_EQUITY 0.013

1/4/2000 NYL_MK_EQUITY N/A

1/4/2000 KEYA_MK_EQUITY 0.024

Thank you.

Sincerely,

Nicole

Re: Transpose/Reshape stock data from wide to long

Haikuo — Wed, 08 Aug 2012 12:07:37 GMT

proc transpose can do the trick:

proc transpose data=eps2 out=want(rename=(_name_=company col1=eps));

by date;

var SAPU_MK_EQUITY--NAT_MK_EQUITY;

run;

Haikuo

topic Transpose/Reshape stock data from wide to long in SAS Programming

Transpose/Reshape stock data from wide to long

Re: Transpose/Reshape stock data from wide to long