count percentage of zero return day by permno and year CRSP DATA

[Nieves]

Hi SAS experts,

I would like to calculate a variable percentage of zero return, that is defined as, for each permno and year, number of trading days with zero return for each firm in a year/total number of trading days in a year. The data is CRSP daily data. 

Currently, I only manage to count the number of trading days with zero return for each firm in the whole sample period, but not by year.

Looking forward to your help.

Thanks!

[RW9]

Please post test data in the form of a datastep in the code window - its the {i} above post area:

https://communities.sas.com/t5/SAS-Communities-Library/How-to-create-a-data-step-version-of-your-dat...

you also have not presented your code that you say you have working to a certain degree, so I will not re-write it, but only suggest that you create a year variable, and then use that in the by statement of your chosen procedure.

[Kurt_Bremser]

You already have a year variable, so use that in the select and group by.

Please post the code you tried.