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How do I run correlation analysis on historical closing prices with SAS university edition?

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New Contributor
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How do I run correlation analysis on historical closing prices with SAS university edition?

Hello,

 

I need to run correlation analysis on a five year historical data set on closing prices for various stock indices. The aim of this analysis is to see how pairs of indices have moved together over time - in order to identify if the Brexit process has triggered any financial contagion.

I would like to know 1) how to import my data to SAS University edition - I am attaching it so that you can see it better; and 2) how to program SAS to run the analysis.

 

Thank you so much.

Super User
Posts: 17,905

Re: How do I run correlation analysis on historical closing prices with SAS university edition?

Support.sas.com/training/tutorials

 

Look at Analytics U forum for specific examples on importing your data. 

Re correlation, it depends a bit but check out PROC CORR/TIMESERIES. 

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