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Sun, 19 May 2024 02:30:52 GMT
20240519T02:30:52Z

Re: Find the second lowest value over the past of 36 months
https://communities.sas.com/t5/StatisticalProcedures/Findthesecondlowestvalueoverthepastof36months/mp/889555#M44089
Use the common way. Assign the average rank of the tied values<BR />
Wed, 16 Aug 2023 20:17:41 GMT
https://communities.sas.com/t5/StatisticalProcedures/Findthesecondlowestvalueoverthepastof36months/mp/889555#M44089
sfan6
20230816T20:17:41Z

Find the second lowest value over the past of 36 months
https://communities.sas.com/t5/StatisticalProcedures/Findthesecondlowestvalueoverthepastof36months/mp/889551#M44087
<P>I have around 1000 firms' monthly stock prices, and I need to find each firm's second lowest value over the past 36 months. The data looks like this:</P><P> </P><P>PERMNO DATE PRICE</P><P>10001 2011131 9.875</P><P>10001 2011228 9.7 </P><P>...</P><P>10001 20221231 10.2</P><P>10002 2011131 20.61 </P><P>...</P><P>10002 20221231 15.65</P><P> </P><P>Starting from 2011131, the second lowest stock price in the 36 months would be 2014's value. </P>
Wed, 16 Aug 2023 20:04:51 GMT
https://communities.sas.com/t5/StatisticalProcedures/Findthesecondlowestvalueoverthepastof36months/mp/889551#M44087
sfan6
20230816T20:04:51Z

how to retrieve the estimated coefficient of each observation for further analysis
https://communities.sas.com/t5/SASForecastingandEconometrics/howtoretrievetheestimatedcoefficientofeachobservation/mp/668039#M3894
<P>Hello everyone, I build a multivariate regression with timeseries format,</P><P><span class="liainlineimagedisplaywrapper liaimagealigninline" imagealt="Screen Shot 20200708 at 2.27.34 PM.png" style="width: 344px;"><img src="https://communities.sas.com/t5/image/serverpage/imageid/47017iDBF0F2B91F88B480/imagedimensions/344x44?v=v2" width="344" height="44" role="button" title="Screen Shot 20200708 at 2.27.34 PM.png" alt="Screen Shot 20200708 at 2.27.34 PM.png" /></span></P><P>I need <SPAN>a</SPAN><SPAN>1 <FONT size="3">of each observation</FONT> <FONT face="arial,helvetica,sansserif" size="3">for further analysis</FONT>. </SPAN></P><P> </P><P>How to extract the <SPAN>a</SPAN><SPAN>1 of each observation (not the average value in sample)</SPAN>, like residuals?</P><P> </P><P>Thank you so much!</P>
Thu, 09 Jul 2020 13:50:23 GMT
https://communities.sas.com/t5/SASForecastingandEconometrics/howtoretrievetheestimatedcoefficientofeachobservation/mp/668039#M3894
sfan6
20200709T13:50:23Z

Re: how to get estimated coefficient of each observation?
https://communities.sas.com/t5/SASProgramming/howtogetestimatedcoefficientofeachobservation/mp/668038#M200166
<P><SPAN>Yes. I want the predicted value of a1 of each observation. I </SPAN>will post this question in forecasting forum.</P>
Thu, 09 Jul 2020 13:46:38 GMT
https://communities.sas.com/t5/SASProgramming/howtogetestimatedcoefficientofeachobservation/mp/668038#M200166
sfan6
20200709T13:46:38Z

how to get estimated coefficient of each observation?
https://communities.sas.com/t5/SASProgramming/howtogetestimatedcoefficientofeachobservation/mp/667814#M200062
<P>Hello everyone, I build a multivariate regression with timeseries format,</P><P><span class="liainlineimagedisplaywrapper liaimagealigninline" imagealt="Screen Shot 20200708 at 2.27.34 PM.png" style="width: 344px;"><img src="https://communities.sas.com/t5/image/serverpage/imageid/47017iDBF0F2B91F88B480/imagedimensions/344x44?v=v2" width="344" height="44" role="button" title="Screen Shot 20200708 at 2.27.34 PM.png" alt="Screen Shot 20200708 at 2.27.34 PM.png" /></span></P><P>I need <SPAN>a</SPAN><SPAN>1 <FONT size="3">of each observation</FONT> <FONT face="arial,helvetica,sansserif" size="3">for further analysis</FONT>. </SPAN></P><P> </P><P>How to extract the <SPAN>a</SPAN><SPAN>1</SPAN>, like residuals?</P><P> </P><P>Thank you so much!</P>
Wed, 08 Jul 2020 18:34:01 GMT
https://communities.sas.com/t5/SASProgramming/howtogetestimatedcoefficientofeachobservation/mp/667814#M200062
sfan6
20200708T18:34:01Z

Re: how to construct lag variable
https://communities.sas.com/t5/StatisticalProcedures/howtoconstructlagvariable/mp/605834#M29425
<P>Thank you so much! it works!</P>
Wed, 20 Nov 2019 16:31:39 GMT
https://communities.sas.com/t5/StatisticalProcedures/howtoconstructlagvariable/mp/605834#M29425
sfan6
20191120T16:31:39Z

How to construct a dummy variable that is related to previous years
https://communities.sas.com/t5/StatisticalProcedures/Howtoconstructadummyvariablethatisrelatedtoprevious/mp/605580#M29418
<P>Hello everyone, I have the following data set,</P><P> </P><P>Ticker Year Net income Net income is negative in the past two years? (yes=1, no=0)</P><P>A 2000 2</P><P>A 2001 1<BR />A 2002 1 0<BR />A 2003 1 0<BR />A 2004 3 1<BR />A 2005 2 1<BR />B 2001 3 </P><P>B 2002 4</P><P>B 2003 1 0</P><P>B 2004 2 1</P><P> </P><P>My question is how to construct "Net income is negative in the past two years", the last column?</P>
Wed, 20 Nov 2019 00:20:21 GMT
https://communities.sas.com/t5/StatisticalProcedures/Howtoconstructadummyvariablethatisrelatedtoprevious/mp/605580#M29418
sfan6
20191120T00:20:21Z

how to construct lag variable
https://communities.sas.com/t5/StatisticalProcedures/howtoconstructlagvariable/mp/605556#M29415
<P>I have the following data set,</P><P> </P><P>Ticker Year Net Income Net Income in year t1</P><P> A 2011 100</P><P> A 2012 110 100</P><P> A 2013 105 100</P><P> A 2014 108 105</P><P> B 2013 150</P><P> B 2014 170 150</P><P> B 2015 160 170</P><P> </P><P>How to construct the variable, Net Income in year t1? </P>
Tue, 19 Nov 2019 22:22:58 GMT
https://communities.sas.com/t5/StatisticalProcedures/howtoconstructlagvariable/mp/605556#M29415
sfan6
20191119T22:22:58Z

how to indicate dummy variable within a group?
https://communities.sas.com/t5/StatisticalProcedures/howtoindicatedummyvariablewithinagroup/mp/590733#M28895
<P>Hello everyone, I am writing research project and I have the data set，</P><P> </P><P>Year company_ID Board_Director_ID Financial_Expert Independent_Board </P><P>2007 001 AAA Yes No</P><P>2007 001 BBB No Yes</P><P>2007 001 CCC No No</P><P>2007 001 DDD No No</P><P>2008 002 EEE No No </P><P>2008 002 FFF Yes No </P><P>2008 002 GGG No No </P><P>2009 001 AAA Yes No</P><P>2009 001 BBB No Yes</P><P>2009 001 CCC No No</P><P>2009 001 DDD No No</P><P> </P><P>I need to transform into firmyear obs, and the expected result would be</P><P>Year company_ID Financial_Expert Independent_Board </P><P>2007 001 1(Yes) 1 (Yes)</P><P>2008 002 1 0</P><P>2009 001 1 1</P><P> </P><P>I very appreciate your help!</P>
Sun, 22 Sep 2019 14:42:21 GMT
https://communities.sas.com/t5/StatisticalProcedures/howtoindicatedummyvariablewithinagroup/mp/590733#M28895
sfan6
20190922T14:42:21Z

Re: how to create an opposite set in SAS?
https://communities.sas.com/t5/StatisticalProcedures/howtocreateanoppositesetinSAS/mp/589222#M28829
<P>Thank you so much! It works!</P>
Mon, 16 Sep 2019 23:56:03 GMT
https://communities.sas.com/t5/StatisticalProcedures/howtocreateanoppositesetinSAS/mp/589222#M28829
sfan6
20190916T23:56:03Z

how to create an opposite set in SAS?
https://communities.sas.com/t5/StatisticalProcedures/howtocreateanoppositesetinSAS/mp/588881#M28826
<P>Hello everyone, I have data set A that contains the following obs. The whole data set contain variables from 2013 to 2018. I need to create a new data set B that is the opposite data set of A. For company 0, I need to find the years that didn't send earnings announcements (year 2013, 2017). For company 1, the obs in data set B is year 2013, 2014, 2018. How could I use SAS to find the opposite data set? I very appreciate your help. </P><P> </P><P>company ID earnings'annoucement announcement date </P><P>0 2.4 4/10/2014</P><P>0 3.7 5/2/2015</P><P>0 4.3 3/8/2016</P><P>0 1.0 2/5/2018</P><P>1 9.2 3/5/2015</P><P>1 8.3 6/2/2016</P><P>1 7.3 7/4/2017</P><P>2 4.2 3/6/2014 </P><P>2 3.7 2/14/2018</P><P> </P><P> </P>
Sun, 15 Sep 2019 20:59:23 GMT
https://communities.sas.com/t5/StatisticalProcedures/howtocreateanoppositesetinSAS/mp/588881#M28826
sfan6
20190915T20:59:23Z

Re: how to transform from month observations into firm year observations in SAS
https://communities.sas.com/t5/StatisticalProcedures/howtotransformfrommonthobservationsintofirmyear/mp/588842#M28821
<P>Thank you so much! it works!</P>
Sun, 15 Sep 2019 15:53:56 GMT
https://communities.sas.com/t5/StatisticalProcedures/howtotransformfrommonthobservationsintofirmyear/mp/588842#M28821
sfan6
20190915T15:53:56Z

how to transform from month observations into firm year observations in SAS
https://communities.sas.com/t5/StatisticalProcedures/howtotransformfrommonthobservationsintofirmyear/mp/588793#M28815
<P>1hello everyone, I am doing research paper and I need to select firm year observations rather than month year observation</P><P> </P><P> No. company ID announcement date</P><P> 1 0 5/2/2014</P><P> 2 0 7/9/2014</P><P> 3 0 1/4/2015</P><P> 4 1 2/4/2013</P><P> 5 1 4/8/2013</P><P> 6 1 4/24/2013</P><P> 7 2 2/6/2015</P><P> 8 2 2/8/2016</P><P> </P><P>as long as firms send announcements in a given year, the observation is included in the new sample. So I need to select No. 2, 3, 6, 7,8. How could I do it? I very appreciate your help. </P>
Sun, 15 Sep 2019 03:37:37 GMT
https://communities.sas.com/t5/StatisticalProcedures/howtotransformfrommonthobservationsintofirmyear/mp/588793#M28815
sfan6
20190915T03:37:37Z