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;
Are you ready for the spotlight? We're accepting content ideas for SAS Innovate 2025 to be held May 6-9 in Orlando, FL. The call is open until September 25. Read more here about why you should contribute and what is in it for you!
Learn how use the CAT functions in SAS to join values from multiple variables into a single value.
Find more tutorials on the SAS Users YouTube channel.