How do I run correlation analysis on historical closing prices with SAS university edition?

anacorral — Fri, 10 Mar 2017 16:46:34 GMT

Hello,

I need to run correlation analysis on a five year historical data set on closing prices for various stock indices. The aim of this analysis is to see how pairs of indices have moved together over time - in order to identify if the Brexit process has triggered any financial contagion.

I would like to know 1) how to import my data to SAS University edition - I am attaching it so that you can see it better; and 2) how to program SAS to run the analysis.

Thank you so much.

Re: How do I run correlation analysis on historical closing prices with SAS university edition?

Reeza — Fri, 10 Mar 2017 17:14:45 GMT

Support.sas.com/training/tutorials

Look at Analytics U forum for specific examples on importing your data.

Re correlation, it depends a bit but check out PROC CORR/TIMESERIES.

topic How do I run correlation analysis on historical closing prices with SAS university edition? in SAS Forecasting and Econometrics

How do I run correlation analysis on historical closing prices with SAS university edition?

Re: How do I run correlation analysis on historical closing prices with SAS university edition?