Hello! Could you help me with the following?
I have time series data with 255 variables.
I have to convert all 255 companies' rate of return daily data to monthly data from 2004 to 2016. I have done it with one variable using proc expand
proc expand data=work.risk
from=day to=month
out=avmonthly;
id Date;
Convert Rf/
observed =average;
run;
But how can I use this to matrix data with 255 variables. The data looks like this. There are only 3 companies shown. I have to use the program to 255 companies.
Date | SamsungElec | KEPCO | HyundaiMtr |
2004-06-17 | 1.38 | 1.09 | 4.50 |
2004-06-18 | -1.47 | -1.08 | -2.63 |
2004-06-19 | -1.47 | -1.08 | -2.63 |
2004-06-20 | -1.47 | -1.08 | -2.63 |
2004-06-21 | 2.41 | 2.45 | 0.49 |
Thank you!
Thank you for your responses. I tried the other way and it worked:
proc expand data=work.risk
from=day to=month
out=avmonthly;
id Date;
Convert SamsungElec--Hyundai Mtr/
observed =average;/
run;
If you transpose your data so that its long instead of wide you can add a BY statement to your PROC EXPAND.
You can do this via PROC TRANSPOSE.
This will probably be useful later on as well.
Hello -
You may want to consider using PROC TIMESERIES instead.
For example:
proc timeseries data=work.risk out=work.want;
id date interval=month accumulate=mean;
var _numeric_;
run;
Thanks,
Udo
Thank you for your responses. I tried the other way and it worked:
proc expand data=work.risk
from=day to=month
out=avmonthly;
id Date;
Convert SamsungElec--Hyundai Mtr/
observed =average;/
run;
I didn't know you could list variables like that. Cool!
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