Convert table of Daily Stock data into Monthly data
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Fabian Niederreiter
on 12 Mar 2021
Edited: Cris LaPierre
on 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.
Accepted Answer
Cris LaPierre
on 12 Mar 2021
Use the date info as your groupvar.
6 Comments
Cris LaPierre
on 15 Mar 2021
Edited: Cris LaPierre
on 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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