First time asking for help with SAS (not much experience using it). I pulled cumulative returns on the industries within the Consumer Discretionary Sector and not wish to make a long/short portfolio going long in the best performing industry while going short in the worst performing industry. The code I made is
data SLPort;
merge Textile3(in=a rename=_freq_=L_N) Automobile3(in=b rename=_freq_=S_N) class.ff_factors(in=c);
by date;
if a and b and c;
S_L = gind252030_ewret - gind251020_ewret;
format gind252030_ewret gind251020_ewret S_L percentn8.2;
run;
proc reg data=SLPort;
model S_L=mktrf smb hml umd;
run;
however when I try to run the code, I receive and error saying that, The variable _NAME_ or _TYPE_ exists in a data set that is not TYPE=CORR, COV, SSCP, etc
Any help would be terrific! Also apologies if I posted this in the wrong location with the wrong subject
That's not an error that seems to align with the code you've posted. Can you please post your full log and code. Use the { i } to post your code to ensure it's formatted and not garbled in the web page.
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