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SAS_Volatility_Each Minute

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SAS_Volatility_Each Minute

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.

 

 


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Solution
‎06-29-2017 07:43 AM
Super User
Super User
Posts: 7,392

Re: SAS_Volatility_Each Minute

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;

 

 

 

 

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All Replies
Solution
‎06-29-2017 07:43 AM
Super User
Super User
Posts: 7,392

Re: SAS_Volatility_Each Minute

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;

 

 

 

 

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