topic average difference between before and after events values in SAS Programming

average difference between before and after events values

amanjot_42 — Thu, 13 Jun 2019 11:52:55 GMT

hi guys,

Can you please help me, I am trying to find an average difference between before and after the events - dividend amounts.

Firm dividend events Year

A 10 0 2000

A 12 0 2001

A 13 0 2002

A 10 1 2003

A 21 0 2004

B 22 0 1999

B 23 0 2000

B 34 0 2001

B 12 1 2002

B 33 0 2003

B 22 0 2004

B 9 0 2005

C 3 0 2009

C 4 1 2010

C 2 0 2011

C 4 0 2012

so, I want average of three years before the events (dummy=1), and average of three years after the events, and then the difference of these averages. This is to be done for all the firms.

Cheers

Amanjot

Re: average difference between before and after events values

PeterClemmensen — Thu, 13 Jun 2019 10:07:05 GMT

How do we know what data is within three years of the event? Are the data to be considered yearly?

Re: average difference between before and after events values

Kurt_Bremser — Thu, 13 Jun 2019 11:39:30 GMT

There is nothing in your data that depicts years, so how are they determined?