Even Vectors - Panel Data

Hi guys,
I am writing my thesis on an extensive panel data set. However, my data source doesn't allow me to pull data on specific dates and instead just supplies me with changes in my data. This implies that i have to manually correct the length of the vectors of 70.000 rows.
I am no genious at VBA, but i am guessing there is a smarter way to do this. I provided a sample workbook as an attachment.

I basically need to add rows so all of the observations are at a length of 32, and if there is no observation in that given period, simply link the price (Kiid Ongoing Charge) to the previous period. I hope one of you can help.

Best regards

Patrick

Hello, for the first stock the following code could help:

Code:

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Sub T_1()
Dim Stock(31, 5)
r = 3 Charge = 0
For i = 0 To 31   
    Stock(i, 0) = Cells(r, 1)   
    Stock(i, 1) = Cells(r, 2)         
    Qu = CDate(Format(CDate(DateAdd("q", i, #1/1/2011#)), "q-YYYY"))   
    Ch_Date = CDate(Format(Cells(r, 4), "q-YYYY"))         
    If Ch_Date > Qu Then       
        Stock(i, 3) = Qu       
        Stock(i, 4) = Charge       
        Stock(i, 5) = "Q" & Format(Qu, "q-YYYY")   
    Else       
        Stock(i, 3) = Cells(r, 4)       
        Stock(i, 4) = Cells(r, 5)       
        Stock(i, 5) = Cells(r, 6)       
        Charge = Stock(i, 4)       
        r = r + 1   
    End If
Next
i Cells(3, "O").Resize(32, 6) = Stock
End Sub

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Can you add the loop for all stocks? regards

Code:

---

Sub T_1()
Dim Stock(31, 5)
r = 3
Charge = 0
For i = 0 To 31
    Stock(i, 0) = Cells(r, 1)
    Stock(i, 1) = Cells(r, 2)
   
    Qu = CDate(Format(CDate(DateAdd("q", i, #1/1/2011#)), "q-YYYY"))
    Ch_Date = CDate(Format(Cells(r, 4), "q-YYYY"))
   
    If Ch_Date > Qu Then
        Stock(i, 3) = Qu
        Stock(i, 4) = Charge
        Stock(i, 5) = "Q" & Format(Qu, "q-YYYY")
    Else
        Stock(i, 3) = Cells(r, 4)
        Stock(i, 4) = Cells(r, 5)
        Stock(i, 5) = Cells(r, 6)
        Charge = Stock(i, 4)
        r = r + 1
    End If
Next i
Cells(3, "O").Resize(32, 6) = Stock
End Sub

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Quote:

---

Originally Posted by Fennek

Code:

---

Sub T_1()
Dim Stock(31, 5)
r = 3
Charge = 0
For i = 0 To 31
    Stock(i, 0) = Cells(r, 1)
    Stock(i, 1) = Cells(r, 2)
   
    Qu = CDate(Format(CDate(DateAdd("q", i, #1/1/2011#)), "q-YYYY"))
    Ch_Date = CDate(Format(Cells(r, 4), "q-YYYY"))
   
    If Ch_Date > Qu Then
        Stock(i, 3) = Qu
        Stock(i, 4) = Charge
        Stock(i, 5) = "Q" & Format(Qu, "q-YYYY")
    Else
        Stock(i, 3) = Cells(r, 4)
        Stock(i, 4) = Cells(r, 5)
        Stock(i, 5) = Cells(r, 6)
        Charge = Stock(i, 4)
        r = r + 1
    End If
Next i
Cells(3, "O").Resize(32, 6) = Stock
End Sub

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Hi Fennek,
Thank you for the help on this! It seems like it's working well, and the reframing is perfect. I am however having some problems with the loop. Would i have to add an identifier for each unique stock?

Best regards

Patrick

Hello,

the idea of my code is to generate the 32 Quarters:

Code:

---

For i = 0 To 31
   
    Qu = CDate(Format(CDate(DateAdd("q", i, #1/1/2011#)), "q-YYYY"))
   
Next i

---

It seem from your picture, that you modified this.

regards

Quote:

---

Originally Posted by Fennek

Hello,

the idea of my code is to generate the 32 Quarters:

Code:

---

For i = 0 To 31
   
    Qu = CDate(Format(CDate(DateAdd("q", i, #1/1/2011#)), "q-YYYY"))
   
Next i

---

It seem from your picture, that you modified this.

regards

---

Hi Fennek,
I didn't change anything from the code that you posted, and it works like a charm. But how would i go around looping it? I have a ton of stocks in a sheet with the same setup as in my initial sheet.

Br
Patrick

Hi,

you are right, try this code, just starting "Outer_Loop":

Code:

---

Sub Outer_Loop()
For i = 3 To Cells(Rows.Count, 1).End(xlUp).Row
    If Cells(i, 1) <> Cells(i - 1, 1) Then Clean_Stock_2 (i)
Next i
End Sub


Sub Clean_Stock_2(ByVal r As Long)

Dim Stock(31, 5)
Dim Quarter(31)
Dim Bo As Boolean

Charge = 0

'Frame
For i = 0 To 31
    Stock(i, 0) = Cells(r, 1)
    Stock(i, 1) = Cells(r, 2)
    Stock(i, 2) = Cells(r, 3)
    Stock(i, 5) = "Q" & Format(DateAdd("q", i, #1/1/2011#), "q-YYYY")
    Quarter(i) = Stock(i, 5)
Next i

'Data
Do While Cells(r, 1) = Stock(0, 0)
    Qu = "Q" & Format(Cells(r, 4), "q-YYYY")
    rr = Application.Match(Qu, Quarter, 0)
    If Not IsError(rr) Then
        Stock(rr, 3) = Cells(r, 4)
        Stock(rr, 4) = Cells(r, 5)
        If Not Bo Then Charge = Stock(rr, 4): Bo = True
    End If
    r = r + 1
Loop

'fill
For i = 0 To 31
    If Stock(i, 4) = 0 Then
        Stock(i, 4) = Charge
    Else
        Charge = Stock(i, 4)
    End If
Next i
'Output
lr = Cells(Rows.Count, "O").End(xlUp).Row + 1
lr = IIf(lr < 3, 3, lr)
Cells(lr, "O").Resize(32, 6) = Stock
End Sub

---

regards

Hi Fennek,
That seems to have worked - It loops the stocks exactly as i need it to. Excel gives me a "Subscript out of Range" error however, after running the first 4 stocks. What could be the reason behind this?

Br

Patrick

Hi,

this code is a bit "slimmer"

Code:

---

'von Q1-2011 - Q4-2018

Dim Quarter(31) As String

Sub Outer_Loop()
SetQu
For i = 3 To Cells(Rows.Count, 1).End(xlUp).Row
    If Cells(i, 1) <> Cells(i - 1, 1) Then Clean_Stock_2 (i)
Next i
End Sub


Sub Clean_Stock_2(ByVal r As Long)

Dim Stock(31, 5)
Dim Bo As Boolean

r1 = r
ID = Cells(r, 1)
ISIN = Cells(r, 2)
LegName = Cells(r, 3)
Charge = 0

'Data
Do While Cells(r, 1) = ID And Year(Cells(r, 4)) < 2019
    Qu = "Q" & Format(Cells(r, 4), "q-YYYY")
    rr = Application.Match(Qu, Quarter, 0) - 1
    If Not IsError(rr) Then
        Stock(rr, 3) = Cells(r, 4)
        Stock(rr, 4) = Cells(r, 5)
        If Not Bo Then Charge = Stock(rr, 4): Bo = True
    End If
    r = r + 1
Loop

'fill
For i = 0 To 31
    Stock(i, 0) = ID
    Stock(i, 1) = ISIN
    Stock(i, 2) = LegName
    Stock(i, 5) = Quarter(i)
   
    If Stock(i, 4) = 0 Then
        Stock(i, 4) = Charge
    Else
        Charge = Stock(i, 4)
    End If
Next i

'Output
lr = Cells(Rows.Count, "O").End(xlUp).Row + 1
lr = IIf(lr < 3, 3, lr)
Cells(lr, "O").Resize(32, 6) = Stock
End Sub

Sub SetQu()

For i = 0 To 31
   
    Quarter(i) = "Q" & Format(DateAdd("q", i, #1/1/2011#), "q-YYYY")
   
Next i

End Sub

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Now you have to find your way for your own.

regards

Hi Fennek,
Thank you for the help on this, it seems to be working now.

Best

Patrick