Hi there,
I have weekly return data for each company, I would like to write a SAS code that can take the mean of the weekly returns for each company in the dataset.
My data looks like:
DATE COMPANY RETURN
5/2/2014 A 0.01
12/2/2014 A -0.05
19/2/2014 A 0.02
.......
5/2/2014 B 0.02
12/2/2014 B 0.01
19/2/2014 B -0.01
.........
After deducing the mean, I would also like to deduce standard deviation of returns for each company and seeing if any of the returns for each company are < 3.09 standard deviations in which case I would like insert a CRASH dummy variable of "1" for that company during that year, otherwise "0" .
Any help or ideas will be greatly appreciated.
Thanks.
What's a week to you?
proc means data=have nway mean std stackods;
class stock date;
format date weeku.;
var return;
ods output summary=want;
run;
proc print data=want;
run;
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