topic Re: Quarterly return from monthly return. in SAS Data Management https://communities.sas.com/t5/SAS-Data-Management/Quarterly-return-from-monthly-return/m-p/402035#M12230 <P>Once you've made the changes suggested via&nbsp;<a href="https://communities.sas.com/t5/user/viewprofilepage/user-id/12447">@Patrick</a>&nbsp;you can look into PROC EXPAND and/or TIMESERIES to do the conversion.</P> Sat, 07 Oct 2017 03:49:16 GMT Reeza 2017-10-07T03:49:16Z Quarterly return from monthly return. https://communities.sas.com/t5/SAS-Data-Management/Quarterly-return-from-monthly-return/m-p/402023#M12228 <TABLE><TBODY><TR><TD>fyear</TD><TD>gvkey</TD><TD>month</TD><TD>trt1m</TD></TR><TR><TD>2010</TD><TD>1004</TD><TD>1</TD><TD>0.826806</TD></TR><TR><TD>2010</TD><TD>1004</TD><TD>2</TD><TD>-2.1148</TD></TR><TR><TD>2010</TD><TD>1004</TD><TD>3</TD><TD>9.43563</TD></TR><TR><TD>2010</TD><TD>1004</TD><TD>4</TD><TD>-1.77276</TD></TR><TR><TD>2010</TD><TD>1004</TD><TD>5</TD><TD>-19.1961</TD></TR><TR><TD>2010</TD><TD>1004</TD><TD>6</TD><TD>-15.0254</TD></TR><TR><TD>2010</TD><TD>1004</TD><TD>7</TD><TD>0.358423</TD></TR><TR><TD>2010</TD><TD>1004</TD><TD>8</TD><TD>-8.57143</TD></TR><TR><TD>2010</TD><TD>1004</TD><TD>9</TD><TD>21.4844</TD></TR><TR><TD>2010</TD><TD>1004</TD><TD>10</TD><TD>18.1136</TD></TR><TR><TD>2010</TD><TD>1004</TD><TD>11</TD><TD>11.4338</TD></TR><TR><TD>2010</TD><TD>1004</TD><TD>12</TD><TD>11.8485</TD></TR><TR><TD>2011</TD><TD>1004</TD><TD>1</TD><TD>-2.47543</TD></TR><TR><TD>2011</TD><TD>1004</TD><TD>2</TD><TD>1.86637</TD></TR><TR><TD>2011</TD><TD>1004</TD><TD>3</TD><TD>1.57567</TD></TR><TR><TD>2011</TD><TD>1004</TD><TD>4</TD><TD>-5.79004</TD></TR><TR><TD>2011</TD><TD>1004</TD><TD>5</TD><TD>1.34409</TD></TR><TR><TD>2011</TD><TD>1004</TD><TD>6</TD><TD>2.65252</TD></TR><TR><TD>2011</TD><TD>1004</TD><TD>7</TD><TD>8.5825</TD></TR><TR><TD>2011</TD><TD>1004</TD><TD>8</TD><TD>-19.5978</TD></TR><TR><TD>2011</TD><TD>1004</TD><TD>9</TD><TD>-29.3345</TD></TR><TR><TD>2011</TD><TD>1004</TD><TD>10</TD><TD>20.006</TD></TR><TR><TD>2011</TD><TD>1004</TD><TD>11</TD><TD>-8.37933</TD></TR><TR><TD>2011</TD><TD>1004</TD><TD>12</TD><TD>4.98357</TD></TR><TR><TD>2012</TD><TD>1004</TD><TD>1</TD><TD>10.9285</TD></TR><TR><TD>2012</TD><TD>1004</TD><TD>2</TD><TD>4.05852</TD></TR><TR><TD>2012</TD><TD>1004</TD><TD>3</TD><TD>-17.2336</TD></TR><TR><TD>2012</TD><TD>1004</TD><TD>4</TD><TD>-14.9315</TD></TR><TR><TD>2012</TD><TD>1004</TD><TD>5</TD><TD>-22.0065</TD></TR><TR><TD>2012</TD><TD>1004</TD><TD>6</TD><TD>11.8672</TD></TR><TR><TD>2012</TD><TD>1004</TD><TD>7</TD><TD>5.97181</TD></TR><TR><TD>2012</TD><TD>1004</TD><TD>8</TD><TD>4.71499</TD></TR><TR><TD>2012</TD><TD>1004</TD><TD>9</TD><TD>10.3495</TD></TR><TR><TD>2012</TD><TD>1004</TD><TD>10</TD><TD>-7.64312</TD></TR><TR><TD>2012</TD><TD>1004</TD><TD>11</TD><TD>1.78926</TD></TR><TR><TD>2012</TD><TD>1004</TD><TD>12</TD><TD>21.6146</TD></TR><TR><TD>2013</TD><TD>1004</TD><TD>1</TD><TD>1.31156</TD></TR><TR><TD>2013</TD><TD>1004</TD><TD>2</TD><TD>-6.79045</TD></TR><TR><TD>2013</TD><TD>1004</TD><TD>3</TD><TD>4.66705</TD></TR><TR><TD>2013</TD><TD>1004</TD><TD>4</TD><TD>-2.47417</TD></TR><TR><TD>2013</TD><TD>1004</TD><TD>5</TD><TD>12.318</TD></TR><TR><TD>2013</TD><TD>1004</TD><TD>6</TD><TD>9.57129</TD></TR><TR><TD>2013</TD><TD>1004</TD><TD>7</TD><TD>10.6233</TD></TR><TR><TD>2013</TD><TD>1004</TD><TD>8</TD><TD>3.5066</TD></TR><TR><TD>2013</TD><TD>1004</TD><TD>9</TD><TD>8.92786</TD></TR><TR><TD>2013</TD><TD>1004</TD><TD>10</TD><TD>7.40944</TD></TR><TR><TD>2013</TD><TD>1004</TD><TD>11</TD><TD>6.62568</TD></TR><TR><TD>2013</TD><TD>1004</TD><TD>12</TD><TD>-10.2819</TD></TR><TR><TD>2014</TD><TD>1004</TD><TD>1</TD><TD>-4.58765</TD></TR><TR><TD>2014</TD><TD>1004</TD><TD>2</TD><TD>8.44278</TD></TR><TR><TD>2014</TD><TD>1004</TD><TD>3</TD><TD>-10.2076</TD></TR><TR><TD>2014</TD><TD>1004</TD><TD>4</TD><TD>0.096339</TD></TR><TR><TD>2014</TD><TD>1004</TD><TD>5</TD><TD>-6.17761</TD></TR><TR><TD>2014</TD><TD>1004</TD><TD>6</TD><TD>13.4156</TD></TR><TR><TD>2014</TD><TD>1004</TD><TD>7</TD><TD>-2.12264</TD></TR><TR><TD>2014</TD><TD>1004</TD><TD>8</TD><TD>2.97398</TD></TR><TR><TD>2014</TD><TD>1004</TD><TD>9</TD><TD>-12.8159</TD></TR><TR><TD>2014</TD><TD>1004</TD><TD>10</TD><TD>10.0414</TD></TR><TR><TD>2014</TD><TD>1004</TD><TD>11</TD><TD>-3.28302</TD></TR><TR><TD>2014</TD><TD>1004</TD><TD>12</TD><TD>8.38861</TD></TR><TR><TD>2015</TD><TD>1004</TD><TD>1</TD><TD>3.43772</TD></TR><TR><TD>2015</TD><TD>1004</TD><TD>2</TD><TD>2.582</TD></TR><TR><TD>2015</TD><TD>1004</TD><TD>3</TD><TD>4.42177</TD></TR><TR><TD>2015</TD><TD>1004</TD><TD>4</TD><TD>-1.25407</TD></TR><TR><TD>2015</TD><TD>1004</TD><TD>5</TD><TD>-2.31481</TD></TR><TR><TD>2015</TD><TD>1004</TD><TD>6</TD><TD>7.88761</TD></TR><TR><TD>2015</TD><TD>1004</TD><TD>7</TD><TD>-15.2024</TD></TR><TR><TD>2015</TD><TD>1004</TD><TD>8</TD><TD>-9.72171</TD></TR><TR><TD>2015</TD><TD>1004</TD><TD>9</TD><TD>-22.0304</TD></TR><TR><TD>2015</TD><TD>1004</TD><TD>10</TD><TD>20.0053</TD></TR><TR><TD>2015</TD><TD>1004</TD><TD>11</TD><TD>8.24152</TD></TR><TR><TD>2015</TD><TD>1004</TD><TD>12</TD><TD>7.04397</TD></TR><TR><TD>2016</TD><TD>1004</TD><TD>1</TD><TD>-19.7984</TD></TR><TR><TD>2016</TD><TD>1004</TD><TD>2</TD><TD>1.3327</TD></TR><TR><TD>2016</TD><TD>1004</TD><TD>3</TD><TD>9.30014</TD></TR><TR><TD>2016</TD><TD>1004</TD><TD>4</TD><TD>3.63128</TD></TR><TR><TD>2016</TD><TD>1004</TD><TD>5</TD><TD>1.5391</TD></TR><TR><TD>2016</TD><TD>1004</TD><TD>6</TD><TD>-4.38345</TD></TR><TR><TD>2016</TD><TD>1004</TD><TD>7</TD><TD>3.83462</TD></TR><TR><TD>2016</TD><TD>1004</TD><TD>8</TD><TD>1.86258</TD></TR><TR><TD>2016</TD><TD>1004</TD><TD>9</TD><TD>27.2653</TD></TR><TR><TD>2016</TD><TD>1004</TD><TD>10</TD><TD>2.95338</TD></TR><TR><TD>2016</TD><TD>1004</TD><TD>11</TD><TD>14.6721</TD></TR><TR><TD>2016</TD><TD>1004</TD><TD>12</TD><TD>-10.4093</TD></TR><TR><TD>2010</TD><TD>1013</TD><TD>1</TD><TD>-14.4928</TD></TR><TR><TD>2010</TD><TD>1013</TD><TD>2</TD><TD>19.3974</TD></TR><TR><TD>2010</TD><TD>1013</TD><TD>3</TD><TD>15.2997</TD></TR><TR><TD>2010</TD><TD>1013</TD><TD>4</TD><TD>9.43912</TD></TR><TR><TD>2010</TD><TD>1013</TD><TD>5</TD><TD>3.25</TD></TR><TR><TD>2010</TD><TD>1013</TD><TD>6</TD><TD>-10.2906</TD></TR><TR><TD>2010</TD><TD>1013</TD><TD>7</TD><TD>71.7949</TD></TR><TR><TD>2010</TD><TD>1013</TD><TD>8</TD><TD>-0.39277</TD></TR><TR><TD>2010</TD><TD>1013</TD><TD>9</TD><TD>-0.07886</TD></TR><TR><TD>2010</TD><TD>1013</TD><TD>10</TD><TD>0.157853</TD></TR><TR><TD>2010</TD><TD>1013</TD><TD>11</TD><TD>0.236407</TD></TR><TR><TD>2010</TD><TD>1013</TD><TD>12</TD><TD>0.235849</TD></TR><TR><TD>2010</TD><TD>1045</TD><TD>1</TD><TD>-10.4787</TD></TR><TR><TD>2010</TD><TD>1045</TD><TD>2</TD><TD>32.8035</TD></TR><TR><TD>2010</TD><TD>1045</TD><TD>3</TD><TD>-0.87051</TD></TR><TR><TD>2010</TD><TD>1045</TD><TD>4</TD><TD>-18.9901</TD></TR><TR><TD>2010</TD><TD>1045</TD><TD>5</TD><TD>3.92954</TD></TR><TR><TD>2010</TD><TD>1045</TD><TD>6</TD><TD>-11.6037</TD></TR><TR><TD>2010</TD><TD>1045</TD><TD>7</TD><TD>4.42478</TD></TR><TR><TD>2010</TD><TD>1045</TD><TD>8</TD><TD>-13.5593</TD></TR><TR><TD>2010</TD><TD>1045</TD><TD>9</TD><TD>2.45098</TD></TR><TR><TD>2010</TD><TD>1045</TD><TD>10</TD><TD>25.8373</TD></TR><TR><TD>2010</TD><TD>1045</TD><TD>11</TD><TD>8.49176</TD></TR><TR><TD>2010</TD><TD>1045</TD><TD>12</TD><TD>-8.99533</TD></TR></TBODY></TABLE><P>&nbsp;</P><P>I want to calculate cumulative quarterly return from this monthly return data. Please let me know which sas code I should use. For example, I want calculate 4 quarter return for a year.&nbsp;</P><P>q1ret= (1+<SPAN>trt1m1)*(1+trt1m2)*(1+trt1m3)</SPAN></P><P>Thank you.</P> Sat, 07 Oct 2017 01:12:23 GMT https://communities.sas.com/t5/SAS-Data-Management/Quarterly-return-from-monthly-return/m-p/402023#M12228 nzrdufiu 2017-10-07T01:12:23Z Re: Quarterly return from monthly return. https://communities.sas.com/t5/SAS-Data-Management/Quarterly-return-from-monthly-return/m-p/402029#M12229 <P><a href="https://communities.sas.com/t5/user/viewprofilepage/user-id/63042">@nzrdufiu</a></P> <P>Please provide sample data via a SAS data step so we don't have to do this work for you.&nbsp;</P> <P>Members in this forum really like to help but you're expected to also demonstrate some own work. This doesn't need to be fully working code. Just show us what you've tried so far (may be some not yet working code) so we can better understand where you are at and take you from there.</P> <P>I believe this is now already your 4th consecutive post where you've just posted data, stated the problem and then expect people to serve you. Please change this approach.</P> <P>&nbsp;</P> <P>To give you a hint for your current question:</P> <P>1. Use the mdy() function using your year and month variable and create a SAS date value</P> <P>2. Use this SAS date value for grouping (i.e. by applying format YYQ.)</P> <P>&nbsp;</P> Sat, 07 Oct 2017 02:32:55 GMT https://communities.sas.com/t5/SAS-Data-Management/Quarterly-return-from-monthly-return/m-p/402029#M12229 Patrick 2017-10-07T02:32:55Z Re: Quarterly return from monthly return. https://communities.sas.com/t5/SAS-Data-Management/Quarterly-return-from-monthly-return/m-p/402035#M12230 <P>Once you've made the changes suggested via&nbsp;<a href="https://communities.sas.com/t5/user/viewprofilepage/user-id/12447">@Patrick</a>&nbsp;you can look into PROC EXPAND and/or TIMESERIES to do the conversion.</P> Sat, 07 Oct 2017 03:49:16 GMT https://communities.sas.com/t5/SAS-Data-Management/Quarterly-return-from-monthly-return/m-p/402035#M12230 Reeza 2017-10-07T03:49:16Z Re: Quarterly return from monthly return. https://communities.sas.com/t5/SAS-Data-Management/Quarterly-return-from-monthly-return/m-p/402598#M12240 <P>Do you want rolling quarterly returns, or calendar quarters?</P> Tue, 10 Oct 2017 04:39:26 GMT https://communities.sas.com/t5/SAS-Data-Management/Quarterly-return-from-monthly-return/m-p/402598#M12240 mkeintz 2017-10-10T04:39:26Z