I am a new SAS user and need to complete the task asap. I would appreciate any help.
So, I have a transaction level data with time and price. I need to do the followings:
1. I should compute the return for different intervals (for example, 5-second return, 10-second return)?
1. Given that I have return for each transaction, I should compute the standard deviation of returns for different time intervals (for example, 5 seconds, 10 seconds)?
I would really appreciate it if you could help me with this.
Please show us a portion of the data and the desired output.
Please provide the data according to these instructions: https://blogs.sas.com/content/sastraining/2016/03/11/jedi-sas-tricks-data-to-data-step-macro/ and not as an attachment or screen capture.
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