About hdg

hdg · ‎07-10-2013

Dear all, I am revisiting this request In the above example I only have to copy over the info column which is missing, but what if I have many other columns which I want to copy over for example price below. date code info price 4/2/2012 ann 0.450078295 0.2 4/3/2012 ann 0.582292885 0.3 4/4/2012 ann 0.72081712 0.3 4/5/2012 ann 0.146093011 0.23 4/9/2012 ann 0.079612504 0.4 4/10/2012 ann 0.022709629 0.45 Output date code info price 4/2/2012 ann 0.450078295 0.2 4/3/2012 ann 0.582292885 0.3 4/4/2012 ann 0.72081712 0.3 4/5/2012 ann 0.146093011 0.23 4/6/2012 ann 0.146093 0.23 and so on Thanks again!

hdg · ‎02-14-2013

Hi, I have a dataset called security dates security index 04/04/2012 A 1.12 04/05/2012 A 1.13 04/06/2012 A 1.14 04/09/2012 A 1.15 04/05/2012 B 1 04/09/2012 B 1.04 Hello, I am looking to fill in the missing data for the above table for example, for each security I would look at what the min and the max date is and fill it with all bus dates in the middle and if there is any missing date I would fill it with the previous available data so for example the above set would look like dates security index 04/04/2012 A 1.12 04/05/2012 A 1.13 04/06/2012 A 1.14 04/09/2012 A 1.15 04/05/2012 B 1 04/06/2012 B 1 04/09/2012 B 1.04 I would not add the 04/04/2012 for B. I am not really sure what syntax I should be using for this any help is appreciated thanks!

hdg · ‎02-13-2013

I have a correlation matrix Corrout = X Z X 1 0.2 Z 0.4 1 I would like to compute the mean of this correlation matrix excluding the diagonal terms so for example in this simple case it is = 0.3 The column/rownames X and Z are not fixed you can have any number of columns and any number of rows and they can be called anything. I am not sure how to do this in SAs Thanks for your help!

hdg · ‎05-03-2012

I am not sure what I am doing wrong here, its a very simple example just for me to understand why its giving me an error %let nc = 1; data _null_; do nc = 1 to 10; proc datasets lib=work kill memtype=data; end; run; This gives me the following error end; --- 180 ERROR 180-322: Statement is not valid or it is used out of proper order Thank you for your help!

hdg · ‎04-18-2012

Sorry Haikuo and thanks for all your help! Maybe a worked example will make it more clear %let mydate = "25Nov2011"d -- this is last friday of november Output dataset alldates date 25Nov2011 24Feb2012 Another example ie previous one %let mydate = "25Mar2011"d Output dataset alldates date 25 Mar 2011 24 Jun 2011 30 Dec 2011 30 Mar 2012 %let mydate =

hdg · ‎04-18-2012

Sorry for not being more clear in my example, the quarter should depend on your starting date. I have been getting confused with the qrtr/intnx command. Since it should not just be calendar year quarters. So say Feb 2012 would be May 2012 etc

hdg · ‎04-18-2012

Hi, I am looking to populate a dataset with the next quarters upto todays date, the quarter date populated should be the last Friday of that quarter %let mydate = "25Mar2011"d Output date 25 Mar 2011 24 Jun 2011 30 Dec 2011 30 Mar 2012 Thanks for all your help.

hdg · ‎04-13-2012

Hello I have a date issue, Given I have a macro variable %let startdate = "30apr2012"d; I want to find the last friday before that start date so example it should be a macrovariable called myfriday= "27apr2012"d Thanks for your help

hdg · ‎04-13-2012

Hi here is my code snippet not sure why its bugging out. Seems not to like the in command %macro mylist(dataset,code); data &dataset; set &dataset; %if &code= "ted" and date>="03May1993"d %then D=1; %if &code in ("ann", "joe", "fred") and date>="01Jan1988"d %then D=1; run; %mend; Thanks for your help

hdg · ‎04-12-2012

yep i know i messed up the actual numbers are it is var date week ret ann 3/9/2012 14.75% joe 4/13/2012 46.87% joe 4/20/2012 61.05% Thanks for all your help!!

hdg · ‎04-12-2012

Thanks everyone for all your help. I have another query I have the following data var date and flag. THere is a flag on certain dates for certain var in a month. I want to create a column called agg flag which puts a 1 in all dates before and including the date that has the flag from the beginning of the month to the date which has a flag, grouped by var Thanks for your help! var date flag ann 3/6/2012 ann 3/7/2012 ann 3/8/2012 ann 3/9/2012 1 joe 4/9/2012 joe 4/10/2012 joe 4/11/2012 joe 4/12/2012 joe 4/13/2012 joe 4/16/2012 joe 4/17/2012 joe 4/18/2012 joe 4/19/2012 joe 4/20/2012 joe 5/1/2012 joe 5/2/2012 1 joe 5/3/2012 For example sector_code date flag Agg flag ann 3/6/2012 1 ann 3/7/2012 1 ann 3/8/2012 1 ann 3/9/2012 1 1 joe 4/9/2012 joe 4/10/2012 joe 4/11/2012 joe 4/12/2012 joe 4/13/2012 joe 4/16/2012 joe 4/17/2012 joe 4/18/2012 joe 4/19/2012 joe 4/20/2012 joe 5/1/2012 1 joe 5/2/2012 1 1 joe 5/3/2012

hdg · ‎04-12-2012

Sorry guys I messed up it is var date week ret ann 3/9/2012 14.75% joe 4/13/2012 46.87% joe 4/20/2012 61.05% Thanks for all your help!!

hdg · ‎04-11-2012

Dear all, This is a little complicated I would like to compute the cumulative returns by week for each variable. Each week is considered from Monday to Friday. So say I have a dataset and I want to compute the weekly return for each var f Each Friday I want the weekly Cumulative return computed In the above example ann has only 4 days, but I would like to compute the return for that Friday using 4 day data. My Input var date data ann 3/6/2012 2% ann 3/7/2012 3% ann 3/8/2012 4% ann 3/9/2012 5% joe 4/9/2012 6% joe 4/10/2012 7% joe 4/11/2012 8% joe 4/12/2012 9% joe 4/13/2012 10% joe 4/16/2012 10% joe 4/17/2012 10% joe 4/18/2012 10% joe 4/19/2012 10% joe 4/20/2012 10% Output looks like var date week ret ann 3/9/2012 14.75% joe 4/13/2012 26.20% joe 4/20/2012 14.73% Thanks!

hdg · ‎04-10-2012

This is a really simple question. I have a dataset and am looking for the previously available date and the next available date in the dataset for example This has to be grouped by var Input var date ann 12/29/2000 ann 1/1/2001 ann 1/4/2001 joe 9/10/2001 joe 9/21/2001 joe 9/24/2001 Output should be var date last available date next available date ann 12/29/2000 12/29/2000 ann 1/1/2001 12/9/2000 1/4/2001 ann 1/4/2001 1/1/2001 . joe 9/10/2001 9/21/2001 joe 9/21/2001 9/10/2001 9/24/2001 joe 9/24/2001 9/21/2001 Thanks for your help!

hdg · ‎04-10-2012

Many Thanks everyone!! Really appreciated

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