Regression problems, different stocks & variables same date

Jaap

New Member
#1
Hi all,

Thank you for clicking on this thread and perhaps taking the time to answer my problem. Greatly appreciated!

Here is my problem. In my research I investigate relations between two variables in the world of finance. I use 50 companies and 5 years of data. I have pasted all the 50 companies below each other. So in colum A you will see 1-1-2005 50 times, 1-2-2005 50 times etc.

In colum B you find variable 1, colum C variable 2.

In colum D i have given every company a numeric code from 1 - 50.

Now what I need is to determine the relation between Variable 1 & 2 across all companies. How can I make SPSS do this? Do I need to make sure SPSS distinguishes between companies? I do not care about the influence of a firm here, I just need to make sure SPSS accurately tells me what I am looking for.

Hope its clear, if not let me know. Kind regards