Can you help me to program this step:
For each month t from July of year y-1 to June of year y, we rank the stocks based their return between t-12 and t-2
suppose that I have the historical monthly return of each secrutities such that
GVKEY date mret
1 20050630 0.12
1
...
1 20071130 0.23
2
2
...
2
I gave only an example of data
this is an example of input. I need your help to do understand
GVKEY | date | mret |
1 | 200506 | 0.012 |
1 | 200507 | 0.0554 |
1 | 200508 | 0.0086 |
1 | 200509 | 0.0235 |
1 | 200510 | 0.0384 |
1 | 200511 | 0.0533 |
1 | 200512 | 0.0682 |
1 | 200601 | 0.0831 |
1 | 200602 | 0.098 |
1 | 200603 | 0.1129 |
1 | 200604 | 0.1278 |
1 | 200605 | 0.1427 |
1 | 200606 | 0.1576 |
1 | 200607 | 0.1725 |
1 | 200608 | 0.1874 |
1 | 200609 | 0.2023 |
2 | 200806 | 0.0856 |
2 | 200807 | 0.0563 |
2 | 200808 | 0.1505 |
2 | 200809 | 0.1545 |
2 | 200810 | 0.1585 |
2 | 200811 | 0.1625 |
2 | 200812 | 0.1665 |
2 | 200901 | 0.1705 |
2 | 200902 | 0.1745 |
2 | 200903 | 0.1785 |
2 | 200904 | 0.1825 |
2 | 200905 | 0.1865 |
2 | 200906 | 0.1905 |
2 | 200907 | 0.1945 |
2 | 200908 | 0.1985 |
2 | 200909 | 0.2025 |
2 | 200910 | 0.2065 |
2 | 200911 | 0.2105 |
2 | 200912 | 0.2145 |
I did not understand this sentence to be able to design my output.
For each month t from July of year y-1 to June of year y, we rank the stocks based their return between t-12 and t-2
Registration is open! SAS is returning to Vegas for an AI and analytics experience like no other! Whether you're an executive, manager, end user or SAS partner, SAS Innovate is designed for everyone on your team. Register for just $495 by 12/31/2023.
If you are interested in speaking, there is still time to submit a session idea. More details are posted on the website.
Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.
Find more tutorials on the SAS Users YouTube channel.