Home > Data Analysis > Changing Datastream data & Stata

Changing Datastream data & Stata

A wonderful post from Research Financial again, this time giving a thorough worked example of using Stata to reshape Datastream data. Stata and Datastream are available at The University of Manchester Library in the Finance Zone.

researchfinancial

The past few weeks I have been learning about and working with Stata. This program can handle a lot of data and uses commands to edit data or analyse it. A sequence of commands can be saved in .do files and then rerun as a script. There are many commands available and one of them is very handy when it comes to changing data from columns to rows. It is similar to the transpose option that Microsoft Excel offers for quick changes. It is the reshape command.

In this blog post I will use the reshape command to change Datastream data as an example. Similar work can be done for other downloads from databases like Amadeus or Bankscope.
For downloads it can take a bit of work to change the data and rework it before Stata can be used to merge it with other data. In the case of…

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