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Estimate Trading Turnover based on daily turnover in past 6 month

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Contributor
Posts: 57
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Estimate Trading Turnover based on daily turnover in past 6 month

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

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‎10-26-2016 02:24 AM
Super User
Posts: 10,483

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

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-dat... 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.

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Super User
Posts: 17,784

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

Please post sample data and expected output. 

 

Contributor
Posts: 57

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

[ Edited ]

Dear Reeza,

 

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

 

Best,

 

Cheema

Solution
‎10-26-2016 02:24 AM
Super User
Posts: 10,483

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

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-dat... 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.

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