topic Re: Estimate Trading Turnover based on daily turnover in past 6 month in SAS Programming

Estimate Trading Turnover based on daily turnover in past 6 month

MAC1430 — Fri, 21 Oct 2016 05:05:47 GMT

Hi everyone,

At the beginning of each month t, I want to estimate trading turnover
for each stock based on daily trading turnover in past six months (t-6 to t-1).
I will really appreciate if someone can help me with it.

Best,

Cheema

Re: Estimate Trading Turnover based on daily turnover in past 6 month

Reeza — Fri, 21 Oct 2016 06:44:28 GMT

Please post sample data and expected output.

Re: Estimate Trading Turnover based on daily turnover in past 6 month

MAC1430 — Sat, 22 Oct 2016 08:12:48 GMT

Dear Reeza,

I have posted a new question with SAS dataset. Please have a look.

Best,

Cheema

Re: Estimate Trading Turnover based on daily turnover in past 6 month

ballardw — Fri, 21 Oct 2016 14:58:44 GMT

Many users here don't want to download Excel files because of virus potential, others have such things blocked by security software. Also if you give us Excel we have to create a SAS data set and due to the non-existent constraints on Excel data cells the result we end up with may not have variables of the same type (numeric or character) and even values.

Use instructions from here: https://communities.sas.com/t5/SAS-Communities-Library/How-to-create-a-data-step-version-of-your-data-AKA-generate/ta-p/258712 to create data step code to recreate your data set (or a portion at least) that can be posted here or attached as a text file.