I am working on a research project that uses stock info and has millions of cases. Each case represents trade information for a single firm for a single day and the dataset includes thousands of firms. I need to create a variable that shows changes in trading volume from the previous day to the current day. the dataset has date information as an existing variable.
Conceptually I know I need to group by firm name in doing the calculation of the volume differential.
For each Firm
<tab>For each Day at Time T
<tab><tab>Calculate Volume(T) - Volume (T-1)
I am afraid my experience in SPSS is fairly low and I don't know how to execute the grouping (looping).
Any help would be appreciated.
thanks so much.