topic How to compute rolling window correlations in sas? in SAS Programming https://communities.sas.com/t5/SAS-Programming/How-to-compute-rolling-window-correlations-in-sas/m-p/644736#M192624 <P>Hi, I have three variables: date, stock returns and market returns. I want to compute correlations such as I only use return information from the past 5 years, hence if I am in February 2019 I´d like to compute the correlation between stock returns and market returns beginning February 2014. SAS Procedures such as proc expands are not available for SAS University as far as I know.&nbsp;</P> Sat, 02 May 2020 16:03:37 GMT avecesar97 2020-05-02T16:03:37Z How to compute rolling window correlations in sas? https://communities.sas.com/t5/SAS-Programming/How-to-compute-rolling-window-correlations-in-sas/m-p/644736#M192624 <P>Hi, I have three variables: date, stock returns and market returns. I want to compute correlations such as I only use return information from the past 5 years, hence if I am in February 2019 I´d like to compute the correlation between stock returns and market returns beginning February 2014. SAS Procedures such as proc expands are not available for SAS University as far as I know.&nbsp;</P> Sat, 02 May 2020 16:03:37 GMT https://communities.sas.com/t5/SAS-Programming/How-to-compute-rolling-window-correlations-in-sas/m-p/644736#M192624 avecesar97 2020-05-02T16:03:37Z Re: How to compute rolling window correlations in sas? https://communities.sas.com/t5/SAS-Programming/How-to-compute-rolling-window-correlations-in-sas/m-p/644740#M192626 <P>If you search the internet for "rolling window regressions", there are several pieces of SAS code presented, that could be adapted to produce correlations. In particular, there is one code that works without macros that would apply with only minor modifications to correlations. I also recall a thread here in the SAS communities on the subject of rolling window correlations that I participated in, and I leave it to you to search for it.</P> Sat, 02 May 2020 16:37:19 GMT https://communities.sas.com/t5/SAS-Programming/How-to-compute-rolling-window-correlations-in-sas/m-p/644740#M192626 PaigeMiller 2020-05-02T16:37:19Z Re: How to compute rolling window correlations in sas? https://communities.sas.com/t5/SAS-Programming/How-to-compute-rolling-window-correlations-in-sas/m-p/644741#M192627 Very helpful Sat, 02 May 2020 16:51:46 GMT https://communities.sas.com/t5/SAS-Programming/How-to-compute-rolling-window-correlations-in-sas/m-p/644741#M192627 avecesar97 2020-05-02T16:51:46Z