I have this problem, i downloaded a dataset from yahoo finance,..you can find it here
So I have downloaded the data for the period 2013 to 2018,..and i want to analyse the data in panels as follows:
Panel A: January 2013 - December 2013
Panel B: January 2014 - December 2014
Panel F: January 2018 - December 2018
I can divide the data in excel and load the Panels differently, but that will mean lots of work since i have to run this analysis on 6 Different stock indexes. Furthermore, the actual time frame for my analysis is pretty large [1996 -2016]. What i need help with is to run descriptive analysis on the data showing the statistics for each panel,...then combine the datasets and run regression analysis say 'linear regression" on the data but be able to observe the summary output indexed according to the Panels as outlined above.
Any help will really be appreciated,...or any reference manual or book I can read