03-30-2012 03:05 PM
Hey guys. I'm very new to SAS and a post few time ago helped me started on SAS. But I'm stuck on one more procedure. I want to create a portfolio and don't know how to do this. It seems like proc rank or cluster should work. But i am having trouble proceeding here. Any help is greatly appreciated. Thanks.
here is what i have
Firm identifier Year Liquidity Liq_Std Size
1 1985 2.3 4.5 5
and...The year goes till 2011 and there are probably 100-200 firms in each year (not balanced in every year). I have to divide the firms into 25 different groups based on their value of liquidity, liq_std, and size (highs in one, med high in another.........low in last ) by year.
So basically, I will have 3 different 25 portfolio's each year for liquidity, liq_std and size based on its value.
Thanks in advance.