03-10-2017 11:46 AM
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.
03-10-2017 12:14 PM
Look at Analytics U forum for specific examples on importing your data.
Re correlation, it depends a bit but check out PROC CORR/TIMESERIES.