creating a table of highly correlated values

[Abdulla1]

Hello

I have a datasets that contains over 220 variables (include dummies that represents nominal). however, I would like to create a table that highlights highly correlated data (with |correlation| >60%) only.

as an example, if I ran the following code:

data have;input v1-v7;cards;1 4 5 33 6 1 09 11 32 5 4 1 00 4 5 4 77 0 01 2 9 9 5 1 1;run;proc corr data = have OUTP= corr;var v1-v7;run;

if I ran the code above I'll get

what I'm trying to generate is the following table:

VARIABLE1	VARIABLE2	CORR
V1	V2	0.95
V1	V3	0.99
V2	V3	0.92
V5	V6	-0.99

[Abdulla1]

SORRY i DON'T KNOW WHY THE SAS CODE switched to this form:

here it is again:

data have;
input v1-v7;
cards;
1 4 5 33 6 1 0
9 11 32 5 4 1 0
0 4 5 4 77 0 0
1 2 9 9 5 1 1
;
run;
proc corr data = have OUTP= corr;
var v1-v7;
run;

[PaigeMiller · Accepted solution]

Create a list, which only has abs(correlations) above a certain cutoff.

EXAMPLE

proc corr data=sashelp.class noprob nosimple;
    var age height weight;
    ods output pearsoncorr=corrs;
run;

data want;
    set corrs;
    length variable2 $ 32;
    array r _numeric_;
    do j=_n_+1 to dim(r);
        corr=r(j);
        variable2=vname(r(j));
        if abs(corr)>0.6 then output;
    end;
    keep variable corr variable2;
run;

[Abdulla1]

There are many function that I have never used before here. Thank you very much. I learned a lot from your code

[Ksharp]

https://blogs.sas.com/content/iml/2017/08/16/pairwise-correlations-bar-chart.html

[Abdulla1]

that is a great way of visualizing the output. I really appreciate your input. 

thanks