SAS_Volatility_Each Minute

Khaladdin — Thu, 29 Jun 2017 10:09:44 GMT

Hi all,

I want to ask a quick question. I think I can explain better by using simple sample.

So, I have the following data:

Time Value

13:45 0.2

13:45 0.4

13:45 0.3

13:46 0.1

13:46 0.2

13:46 0.3

13:46 0.5

13:46 0.4

I want to add one more column. The value in this column should be the standard deviation for each minute. So, I want to get the following data:

Time Value St.D

13:45 0.2 0.1 (it is the standard deviation of 0.2,0.4 and 0.3 - so st.dev for 13:45)

13:45 0.4 0.1

13:45 0.3 0.1

13:46 0.1 0.1528 (it is the standard deviation of 0.1,0.2,0.3,0.5 and 0.6 - so st.dev for 13:46)

13:46 0.2 0.1528

13:46 0.3 0.1528

13:46 0.5 0.1528

13:46 0.6 0.1528

Many thanks in advance for your helps.

Re: SAS_Volatility_Each Minute

RW9 — Thu, 29 Jun 2017 10:44:32 GMT

Just a guess as not guessing what your code structure is nor typing that in:

proc means data=have;
  by time;
  var value;
  ouput out=m stddev=stddev;
run;

data want;
  merge have m;
  by time;
run;