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Agent1592
‎04-24-2020
  • 122 Posts
  • 69 Likes Given
  • 1 Solutions
  • 3 Likes Received

Macro for moving (rolling) regression

by Pyrite | Level 9 in SAS Programming
‎01-04-2019 12:03 AM
‎01-04-2019 12:03 AM
Dear SAS Community, I have a random sample of  unbalance panel data (firm_id and year) for which I would like a pooled regression. The period is from 1964 to 2017. I would like to compute the coefficients from a regression and append all of them together. So if it is year 1964 my data will have only one year, if it is 1965 my regression will have years 1964 and 1965 and so on...So if it is 1989 the regression will have the data from 1964 (start year) to 1989. Basically the moving window is  increasing every year  by 1 year, the start is 1964 and the end 2017. I would like to include in the final output all the estimated coefficients from 1964 to 2017, Could you please help. I read the fastest method is with an array statement but I am not sure how to implement it.     proc panel data = have outest=EST; id firm_id year; model Y= X/ POOLED ; run;       data have; infile datalines dsd truncover; input FIRM_ID:$6. YEAR:F6. Y:32. X:32.; format YEAR F6.; datalines4; 001000,1964,0.1532485876,-0.125706215 001000,1965,0.1551261406,-0.260869565 001000,1966,0.1919831224,-0.107172996 001000,1967,0.1993450675,-0.236185018 001000,1968,0.0293626164,0.0534733827 001000,1969,0.4813189352,-0.375353699 001000,1970,0.3578391944,-0.297416428 001000,1971,0.3211850908,-0.316788786 001000,1972,0.1669070008,-0.10378374 001000,1973,0.2751091703,-0.185709487 001000,1974,0.3804762809,-0.314876922 001000,1975,0.3506045254,-0.258401792 001001,1983,-0.129190341,0.2098011364 001001,1984,-0.176821432,0.2518206083 001002,1968,0.5591404286,-0.505087992 001002,1969,0.583965501,-0.578173691 001002,1970,0.5714087198,-0.537571652 001002,1971,0.4915457535,-0.429947766 001002,1972,0.6430447138,-0.578438073 001003,1982,0.6930241855,-0.531427557 001003,1983,0.7015041311,-0.553209519 001003,1984,0.6999709218,-0.677877162 001003,1986,0.62674972,-0.5712486 001003,1987,0.6736972705,-0.707979626 001003,1988,-0.355052286,-0.129942454 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Re: Compare the records across two datasets

by Pyrite | Level 9 in SAS Programming
‎12-30-2018 01:34 AM
‎12-30-2018 01:34 AM
Thank you sir. ... View more

Compare the records across two datasets

by Pyrite | Level 9 in SAS Programming
‎12-30-2018 12:10 AM
‎12-30-2018 12:10 AM
Dear SAS community. I have two datasets -dataset1 and dataset2 and each one of them has the following columns- ticker, companyid, comname and score. I would like to compare how similar are the two datasets. I would like to compare the ticker-companyid-score combination in both tables. I would like to create a new table that has ticker, companyid, score, and a fourth column. The fourth column is based on the following condition. If ticker-companyid-score combination is the same for both datasets, then we can call it "same, if it is only in dataset1 we can call it "dataset1" and if it is only in dataset2 we can call it "dataset2". What is the easiest way to do this?     data dataset1; infile datalines dsd truncover; input TICKER:$6. companyid:32. COMNAME:$32. SCORE:32.; datalines4; 0000,14471,TALMER BANCORP INC,0 0001,14392,E P ENERGY CORP,0 0004,14418,AMERICAN CAPITAL SR FLOATING LT,0 000R,14378,CARE COM INC,0 000V,14423,EIGER BIOPHARMACEUTICALS INC,0 000Y,14436,ULTRAGENYX PHARMACEUTICALS INC,0 000Z,14449,BIOCEPT INC,0 0011,14416,C H C GROUP LTD,0 0017,14448,AUSPEX PHARMACEUTICALS INC,0 0018,14455,EGALET CORP,0 001A,14452,ELEVEN BIOTHERAPEUTICS INC,0 001C,14447,ARGOS THERAPEUTICS INC,0 001J,14487,KNOWLES CORP,0 001K,14479,INSTALLED BUILDING PRODUCTS INC,0 001L,14451,CONCERT PHARMACEUTICALS INC,0 001M,14459,INOGEN INC,0 001N,14504,QUOTIENT TECHNOLOGY INC,0 001R,12962,C S R PLC,0 001X,14550,RECRO PHARMA INC,0 001Z,14524,KING DIGITAL ENTERTAINMENT PLC,0 002G,14502,CASTLIGHT HEALTH INC,0 002J,14547,PAYLOCITY HOLDING CORP,0 002L,14499,AMBER ROAD INC,0 002P,14495,A10 NETWORKS INC,0 002S,14574,MOELIS & CO,0 002T,14503,OUTFRONT MEDIA INC,0 002U,14616,WEIBO CORP,0 002Y,14527,NORD ANGLIA EDUCATION INC,0 0031,14594,CORIUM INTERNATIONAL INC,0 0033,14578,OPOWER INC,0 0039,14573,LA QUINTA HOLDINGS INC,0 003A,14589,ADAMAS PHARMACEUTICALS INC,0 003D,14500,BLUEROCK RESIDENTIAL GR REIT IN,0 003E,14566,FARMLAND PARTNERS INC,0 003F,14612,TRIVASCULAR TECHNOLOGIES INC,0 003G,14615,VITAL THERAPIES INC,0 003H,14579,PAYCOM SOFTWARE INC,0 003J,14559,CITY OFFICE REIT INC,0 003K,14603,PHIBRO ANIMAL HEALTH CORP,0 0040,14595,LOMBARD MEDICAL INC,0 0041,14608,SABRE CORP,0 0042,14642,DORIAN L P G LTD,0 0044,14669,SUNEDISON SEMICONDUCTOR LIMITED,0 0045,14634,PARSLEY ENERGY INC,0 004F,14617,ARES MANAGEMENT LP,0 004M,14618,CHEETAH MOBILE INC,0 004V,14676,TUNIU CORP,0 004W,14714,ARISTA NETWORKS INC,0 0051,14641,ZENDESK INC,0 0055,14677,TRUECAR INC,0 005H,14625,HERITAGE INSURANCE HOLDINGS INC,0 005I,14645,AGILE THERAPEUTICS INC,0 006J,14697,MOBILEIRON INC,0 006K,14687,ATLANTICA YIELD PLC,0 006M,14715,ASPEN AEROGELS INC,0 006Q,14756,NORDIC AMERICAN OFFSHORE LTD,0 006V,14706,PARNELL PHARMACEUTICALS HLDG LT,0 006W,14716,CENTURY COMMUNITIES INC,0 006X,14694,GOPRO INC,0 0070,14707,RADIUS HEALTH INC,0 0073,14754,T C P INTERNATIONAL HOLDINGS LT,0 0074,14713,ADEPTUS HEALTH INC,0 0075,14688,AMPHASTAR PHARMACEUTICALS INC,0 0076,14705,MATERIALISE NV,0 0077,14710,XUNLEI LTD,0 0079,14734,NEXTERA ENERGY PARTNERS LP,0 007W,12961,PINGTAN MARINE ENTERPRISE LTD,0 007X,14750,SERVICEMASTER GLOBAL HOLDINGS I,0 0080,14784,PARAGON OFFSHORE PLC,0 008A,14828,SAGE THERAPEUTICS INC,0 008C,14856,MOBILEYE N V,0 008I,14424,AKARI THERAPEUTICS PLC,0 008J,14778,TOWNSQUARE MEDIA INC,0 008U,14786,ORION ENGINEERED CARBONS SA,0 008Y,13038,BURCON NUTRASCIENCE CORP,0 0090,14851,F C B FINANCIAL HOLDINGS INC,0 0097,14870,GREEN BANCORP INC,0 0098,14759,ADVANCED DRAINAGE SYSTEMS INC,0 009H,14849,C 1 FINANCIAL INC,0 009J,14874,OTONOMY INC,0 00A5,14689,AEMETIS INC,0 00AI,14556,ENERGOUS CORP,0 00AO,14983,WAYFAIR INC,0 00AP,15113,RESTAURANT BRANDS INTL INC,0 00AW,14708,SIGNAL GENETICS INC,0 00B1,14937,TOKAI PHARMACEUTICALS INC,0 00BG,14928,CYBERARK SOFTWARE LTD,0 00BV,14945,A A C HOLDINGS INC,0 00BW,14995,CALITHERA BIOSCIENCES INC,0 00BX,14961,FAIRMOUNT SANTROL HOLDINGS INC,0 00BY,15003,DERMIRA INC,0 00C5,14915,SMART & FINAL STORES INC,0 00C6,14939,KEYSIGHT TECHNOLOGIES INC,0 00C9,15014,DAVE & BUSTERS ENTERTAINMENT IN,0 00CB,14956,DOMINION MIDSTREAM PARTNERS LP,0 00CC,14942,KIMBALL ELECTRONICS INC,0 00CL,15059,COHERUS BIOSCIENCES INC,0 00D3,14960,ENOVA INTERNATIONAL INC,0 00D4,14974,NEW SENIOR INVESTMENT GROUP INC,0 00DA,15008,FIFTH STREET ASSET MANAGEMENT,0 ;;;;     data dataset2; infile datalines dsd truncover; input ticker:$6. companyid:32. comname:$31. score:32.; datalines4; 0000,14471,TALMER BANCORP INC,0 0001,14392,E P ENERGY CORP,0 0004,14418,AMERICAN CAPITAL SR FLOATING LT,0 000R,14378,CARE COM INC,0 000V,14423,EIGER BIOPHARMACEUTICALS INC,0 000Y,14436,ULTRAGENYX PHARMACEUTICALS INC,0 000Z,14449,BIOCEPT INC,0 0011,14416,C H C GROUP LTD,0 0017,14448,AUSPEX PHARMACEUTICALS INC,0 0018,14455,EGALET CORP,0 001A,14452,ELEVEN BIOTHERAPEUTICS INC,0 001C,14447,ARGOS THERAPEUTICS INC,2 001J,14487,KNOWLES CORP,0 001K,14479,INSTALLED BUILDING PRODUCTS INC,0 001L,14451,CONCERT PHARMACEUTICALS INC,0 001M,14459,INOGEN INC,0 001N,14504,QUOTIENT TECHNOLOGY INC,0 001R,12962,C S R PLC,0 001X,14550,RECRO PHARMA INC,0 001Z,14524,KING DIGITAL ENTERTAINMENT PLC,0 002G,14502,CASTLIGHT HEALTH INC,0 002J,14547,PAYLOCITY HOLDING CORP,0 002L,14499,AMBER ROAD INC,0 002P,14495,A10 NETWORKS INC,0 002S,14574,MOELIS & CO,0 002T,14503,OUTFRONT MEDIA INC,0 002U,14616,WEIBO CORP,0 002Y,14527,NORD ANGLIA EDUCATION INC,0 0031,14594,CORIUM INTERNATIONAL INC,0 0033,14578,OPOWER INC,0 0039,14573,LA QUINTA HOLDINGS INC,0 003A,14589,ADAMAS PHARMACEUTICALS INC,0 003D,14500,BLUEROCK RESIDENTIAL GR REIT IN,0 003E,14566,FARMLAND PARTNERS INC,0 003F,14612,TRIVASCULAR TECHNOLOGIES INC,0 003G,14615,VITAL THERAPIES INC,0 003H,14579,PAYCOM SOFTWARE INC,0 003J,14559,CITY OFFICE REIT INC,0 003K,14603,PHIBRO ANIMAL HEALTH CORP,0 0040,14595,LOMBARD MEDICAL INC,0 0041,14608,SABRE CORP,0 0042,14642,DORIAN L P G LTD,0 0044,14669,SUNEDISON SEMICONDUCTOR LIMITED,0 0045,14634,PARSLEY ENERGY INC,0 004F,14617,ARES MANAGEMENT LP,0 004M,14618,CHEETAH MOBILE INC,0 004V,14676,TUNIU CORP,0 004W,14714,ARISTA NETWORKS INC,0 0051,14641,ZENDESK INC,0 0055,14677,TRUECAR INC,0 005H,14625,HERITAGE INSURANCE HOLDINGS INC,0 005I,14645,AGILE THERAPEUTICS INC,0 006J,14697,MOBILEIRON INC,0 006K,14687,ATLANTICA YIELD PLC,0 006M,14715,ASPEN AEROGELS INC,0 006Q,14756,NORDIC AMERICAN OFFSHORE LTD,0 006V,14706,PARNELL PHARMACEUTICALS HLDG LT,0 006W,14716,CENTURY COMMUNITIES INC,0 006X,14694,GOPRO INC,0 0070,14707,RADIUS HEALTH INC,0 0073,14754,T C P INTERNATIONAL HOLDINGS LT,0 0074,14713,ADEPTUS HEALTH INC,0 0075,14688,AMPHASTAR PHARMACEUTICALS INC,0 0076,14705,MATERIALISE NV,0 0077,14710,XUNLEI LTD,0 0079,14734,NEXTERA ENERGY PARTNERS LP,0 007W,12961,PINGTAN MARINE ENTERPRISE LTD,0 007X,14750,SERVICEMASTER GLOBAL HOLDINGS I,0 0080,14784,PARAGON OFFSHORE PLC,0 008A,14828,SAGE THERAPEUTICS INC,0 008C,14856,MOBILEYE N V,0 008I,14424,AKARI THERAPEUTICS PLC,0 008J,14778,TOWNSQUARE MEDIA INC,0 008U,14786,ORION ENGINEERED CARBONS SA,0 0090,14851,F C B FINANCIAL HOLDINGS INC,0 0097,14870,GREEN BANCORP INC,0 0098,14759,ADVANCED DRAINAGE SYSTEMS INC,0 009H,14849,C 1 FINANCIAL INC,0 009J,14874,OTONOMY INC,0 00A5,14689,AEMETIS INC,0 00AI,14556,ENERGOUS CORP,0 00AO,14983,WAYFAIR INC,0 00AW,14708,MIRAGEN THERAPEUTICS INC,0 00B1,14937,NOVUS THERAPEUTICS INC,0 00BG,14928,CYBERARK SOFTWARE LTD,0 00BV,14945,A A C HOLDINGS INC,0 00BW,14995,CALITHERA BIOSCIENCES INC,0 00BX,14961,FAIRMOUNT SANTROL HOLDINGS INC,0 00BY,15003,DERMIRA INC,0 00C5,14915,SMART & FINAL STORES INC,0 00C6,14939,KEYSIGHT TECHNOLOGIES INC,0 00C9,15014,DAVE & BUSTERS ENTERTAINMENT IN,0 00CB,14956,DOMINION ENERGY MIDSTREAM PTN L,0 00CC,14942,KIMBALL ELECTRONICS INC,0 00CL,15059,COHERUS BIOSCIENCES INC,0 00D3,14960,ENOVA INTERNATIONAL INC,0 00D4,14974,NEW SENIOR INVESTMENT GROUP INC,0 00DA,15008,FIFTH STREET ASSET MANAGEMENT,0 00DB,14953,BOOT BARN HOLDINGS INC,0 00DD,15083,STATE NATIONAL COMPANIES INC,0 ;;;; ... 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Re: Creating lagged variables with underscore

by Pyrite | Level 9 in SAS Programming
‎12-26-2018 03:29 AM
‎12-26-2018 03:29 AM
Thank you! ... View more

Creating lagged variables with underscore

by Pyrite | Level 9 in SAS Programming
‎12-26-2018 02:25 AM
‎12-26-2018 02:25 AM
Dear SAS Community: I already have a sample code for creating lagged variables. However I would like to change the naming of the variables with underscore. Currently the variables are named as lag_&var.&j. I would like to change it to &var_lag&j. So for example if the variable name is age, I would like to have the lagged variable to age_lag1. I tried to change the code but I have problems with the underscores. Thanks much!     %macro lag(vars, lags); %let m = %sysfunc(countw(&vars)); %do i=1 %to &m; %let var = %scan(&vars,&i); %do j=1 %to &lags; %do; lag_&var.&j = lag&j(&var); %end; %end; %end; %mend lag; data test; set sashelp.class; %lag(age height name sex, 4); /* variables to create lag_xxx to var xxx */ run;     ... View more

Cumulative returns but keeping all the monthly observations

by Pyrite | Level 9 in SAS Programming
‎11-23-2018 05:41 PM
‎11-23-2018 05:41 PM
Dear SAS Community: I am looking to compute the cumulative return. I have monthly stock returns panel data. I would like to compute the cumulative return for each stock. Unfortunately the current code produces results just for the first Date. How can I improve the code so that I have cumulative returns for all the months. data test; set test; by ticker Date; if first.ticker then do cumuret=0; end; cumuret=(1+cumuret)*(1+return/100)-1; run;  This is the want table: Date ticker return Cum_ret 1/29/2010 1301 1.081085 0 2/26/2010 1301 3.723407 0.037234 3/31/2010 1301 4.61539 0.085106 4/30/2010 1301 -5.025125 0.030579 5/28/2010 1301 -5.789476 -0.02909 data WORK.TEST; infile datalines dsd truncover; input Date:MMDDYY8. ticker:$8. return:32.; format Date MMDDYY8.; label ticker="ticker"; datalines4; 01/29/10,1301,1.081085 02/26/10,1301,3.723407 03/31/10,1301,4.61539 04/30/10,1301,-5.025125 05/28/10,1301,-5.789476 06/30/10,1301,1.117313 07/30/10,1301,-0.5524874 08/31/10,1301,-2.222222 09/30/10,1301,-1.675975 10/29/10,1301,-11.731845 11/30/10,1301,9.493673 12/31/10,1301,4.046237 01/31/11,1301,1.111114 02/28/11,1301,4.347825 03/31/11,1301,-5.729163 04/29/11,1301,-11.111111 05/31/11,1301,4.999995 06/30/11,1301,10.179639 07/29/11,1301,0 08/31/11,1301,-1.0929 09/30/11,1301,2.222228 10/31/11,1301,-3.80435 11/30/11,1301,-1.685393 12/30/11,1301,1.714289 01/31/12,1301,3.932583 02/29/12,1301,8.196724 03/30/12,1301,2.525258 04/30/12,1301,-4.545456 05/31/12,1301,-5.291003 06/29/12,1301,4.972374 07/31/12,1301,-1.05263 08/31/12,1301,-5.319148 09/28/12,1301,-5.464482 10/31/12,1301,2.312136 11/30/12,1301,3.409088 12/31/12,1301,6.593406 01/31/13,1301,5.154634 02/28/13,1301,7.425737 03/28/13,1301,1.843321 04/30/13,1301,14.351856 05/31/13,1301,11.336029 06/28/13,1301,12.3348 07/31/13,1301,1.96079 08/30/13,1301,-1.132077 09/30/13,1301,8.396948 10/31/13,1301,-5.985916 11/29/13,1301,-2.583027 12/31/13,1301,0.757575 01/31/14,1301,0.3759384 02/28/14,1301,0.3759384 03/31/14,1301,0 04/30/14,1301,0 05/30/14,1301,-1.893938 06/30/14,1301,0.386095 07/31/14,1301,-0.7692337 08/29/14,1301,-2.692306 09/30/14,1301,2.7668 10/31/14,1301,0 11/28/14,1301,6.225681 12/31/14,1301,0.7326007 01/30/15,1301,0.727272 02/27/15,1301,7.553959 03/31/15,1301,-3.344482 04/30/15,1301,-3.832752 05/29/15,1301,4.693139 06/30/15,1301,-2.413791 07/31/15,1301,-1.060069 08/31/15,1301,-4.285717 09/30/15,1301,-1.872659 10/30/15,1301,0 11/30/15,1301,1.9084 12/31/15,1301,3.745317 01/29/16,1301,-0.3649652 02/29/16,1301,-4.029304 03/31/16,1301,0.3816724 04/29/16,1301,-1.145041 05/31/16,1301,3.474903 06/30/16,1301,-2.621722 07/29/16,1301,1.532567 08/31/16,1301,-1.132077 09/30/16,1301,5.134094 10/31/16,1301,0.6924152 11/30/16,1301,-2.242315 12/30/16,1301,0.9988904 01/31/17,1301,-0.2930403 02/28/17,1301,8.947563 03/31/17,1301,0.8414626 04/28/17,1301,-3.852326 05/31/17,1301,4.088581 06/30/17,1301,2.148759 07/31/17,1301,0.4854321 08/31/17,1301,8.212555 09/29/17,1301,-1.183432 10/31/17,1301,9.730541 11/30/17,1301,4.76191 12/29/17,1301,13.324535 01/31/18,1301,-3.608847 02/28/18,1301,-10.606062 03/29/18,1301,1.1734 04/30/18,1301,-1.178008 05/31/18,1301,0.1324534 06/29/18,1301,-4.76821 07/31/18,1301,-3.198886 08/31/18,1301,-9.626436 09/28/18,1301,5.426359 10/31/18,1301,-8.970589 01/29/10,1332,0.3831387 02/26/10,1332,-1.8797 03/31/10,1332,5.747128 04/30/10,1332,1.865673 05/28/10,1332,-0.3717482 06/30/10,1332,7.089555 07/30/10,1332,2.439022 08/31/10,1332,-9.863943 09/30/10,1332,2.941167 10/29/10,1332,-8.8968 11/30/10,1332,-3.515625 12/31/10,1332,3.643727 01/31/11,1332,3.125 02/28/11,1332,4.119849 03/31/11,1332,-15.107918 04/29/11,1332,-1.310045 05/31/11,1332,6.637168 06/30/11,1332,11.864412 07/29/11,1332,5.283022 08/31/11,1332,1.075268 09/30/11,1332,5.653715 10/31/11,1332,-9.183675 11/30/11,1332,-2.272725 12/30/11,1332,2.325583 01/31/12,1332,3.0303 02/29/12,1332,2.930403 03/30/12,1332,2.135229 04/30/12,1332,-7.446808 05/31/12,1332,-16.09196 06/29/12,1332,-2.262443 07/31/12,1332,-16.2037 08/31/12,1332,-4.972374 09/28/12,1332,-5.084747 10/31/12,1332,4.166663 11/30/12,1332,-18.43575 12/31/12,1332,21.91781 01/31/13,1332,2.24719 02/28/13,1332,5.494511 03/28/13,1332,-5.208331 04/30/13,1332,3.846157 05/31/13,1332,4.2328 06/28/13,1332,-5.7971 07/31/13,1332,2.051282 08/30/13,1332,-1.951218 09/30/13,1332,4.975128 10/31/13,1332,-5.213273 11/29/13,1332,10.837436 12/31/13,1332,6.222224 01/31/14,1332,-11.715484 02/28/14,1332,4.14747 03/31/14,1332,-3.9823 04/30/14,1332,10.328638 05/30/14,1332,36.59575 06/30/14,1332,-2.492213 07/31/14,1332,-4.472846 08/29/14,1332,-4.430377 09/30/14,1332,-4.304636 10/31/14,1332,13.148785 11/28/14,1332,30.59937 12/31/14,1332,-8.9372 01/30/15,1332,8.488059 02/27/15,1332,1.265824 03/31/15,1332,-8 04/30/15,1332,-1.621622 05/29/15,1332,-1.604277 06/30/15,1332,-4.891306 07/31/15,1332,11.714292 08/31/15,1332,-2.8133 09/30/15,1332,-6.036747 10/30/15,1332,14.325846 11/30/15,1332,3.9312 12/31/15,1332,60.52009 01/29/16,1332,-8.357769 02/29/16,1332,-16.32 03/31/16,1332,5.162525 04/29/16,1332,6.2937 05/31/16,1332,3.947365 06/30/16,1332,-16.8254 07/29/16,1332,-3.947371 08/31/16,1332,-15.068495 09/30/16,1332,1.99064 10/31/16,1332,16.62817 11/30/16,1332,1.984131 12/30/16,1332,9.338522 01/31/17,1332,-1.067615 02/28/17,1332,0.8880973 03/31/17,1332,-1.672536 04/28/17,1332,-6.325823 05/31/17,1332,7.635009 06/30/17,1332,13.471508 07/31/17,1332,-1.978689 08/31/17,1332,-3.881985 09/29/17,1332,4.111838 10/31/17,1332,9.697938 11/30/17,1332,-10.625911 12/29/17,1332,-1.669449 01/31/18,1332,-1.528013 02/28/18,1332,-7.058823 03/29/18,1332,0 04/30/18,1332,8.196724 05/31/18,1332,-10.269361 06/29/18,1332,1.865673 07/31/18,1332,0.5494475 08/31/18,1332,11.111116 09/28/18,1332,22.97521 10/31/18,1332,-2.567565 05/30/14,1333,-0.8641958 06/30/14,1333,3.051054 07/31/14,1333,-1.38973 08/29/14,1333,-0.9174287 09/30/14,1333,0.8641958 10/31/14,1333,-1.897186 11/28/14,1333,7.956016 12/31/14,1333,8.328342 01/30/15,1333,-2.710176 02/27/15,1333,2.540421 03/31/15,1333,-2.927929 04/30/15,1333,-2.408934 05/29/15,1333,11.785709 06/30/15,1333,5.378067 07/31/15,1333,2.930772 08/31/15,1333,-10.554737 09/30/15,1333,-6.379497 10/30/15,1333,5.998838 11/30/15,1333,7.637358 12/31/15,1333,9.086264 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04/28/17,1379,0.6578922 05/31/17,1379,-4.0631 06/30/17,1379,-1.496261 07/31/17,1379,-0.4050612 08/31/17,1379,0.1016736 09/29/17,1379,0.8708954 10/31/17,1379,0.9698868 11/30/17,1379,1.713705 12/29/17,1379,1.635277 01/31/18,1379,-1.755244 02/28/18,1379,2.174962 03/29/18,1379,-1.371807 04/30/18,1379,-5.061424 05/31/18,1379,5.227745 06/29/18,1379,-3.230542 07/31/18,1379,0.4552364 08/31/18,1379,-3.977847 09/28/18,1379,2.14659 10/31/18,1379,-0.7212758 01/29/10,1380,-4.705882 02/26/10,1380,0.9523869 03/31/10,1380,0.9433866 04/30/10,1380,-1.411766 05/28/10,1380,-3.981262 06/30/10,1380,-7.317072 07/30/10,1380,3.15789 08/31/10,1380,2.040815 09/30/10,1380,-2.5 10/29/10,1380,2.564108 11/30/10,1380,0.4999995 12/31/10,1380,1.74129 01/31/11,1380,0.2444983 02/28/11,1380,4.878044 03/31/11,1380,-6.744188 04/29/11,1380,-0.7317066 05/31/11,1380,-1.719904 06/30/11,1380,-3.75 07/29/11,1380,2.040815 08/31/11,1380,-2 09/30/11,1380,-7.397962 10/31/11,1380,4.683197 11/30/11,1380,-3.947371 12/30/11,1380,7.397258 01/31/12,1380,2.040815 02/29/12,1380,-0.999999 03/30/12,1380,3.0303 04/30/12,1380,-1.234567 05/31/12,1380,-6.75 06/29/12,1380,-1.028275 07/31/12,1380,14.285719 08/31/12,1380,-12.272728 09/28/12,1380,-0.9756088 10/31/12,1380,-11.083746 11/30/12,1380,-1.897019 12/31/12,1380,6.90608 01/31/13,1380,7.235146 02/28/13,1380,-0.2421319 03/28/13,1380,2.669907 04/30/13,1380,-3.571427 05/31/13,1380,-3.456789 06/28/13,1380,0.2506256 07/31/13,1380,0.7500052 08/30/13,1380,-3.970224 09/30/13,1380,5.684757 10/31/13,1380,-0.977993 11/29/13,1380,-0.9876549 12/31/13,1380,0.2493739 01/31/14,1380,6.716418 02/28/14,1380,2.564108 03/31/14,1380,-8.409089 04/30/14,1380,3.250003 05/30/14,1380,-6.537533 06/30/14,1380,4.145074 07/31/14,1380,5.72139 08/29/14,1380,4.895103 09/30/14,1380,-3.555554 10/31/14,1380,-0.9216607 11/28/14,1380,2.325583 12/31/14,1380,3.409088 01/30/15,1380,2.1978 02/27/15,1380,5.376339 03/31/15,1380,1.632655 04/30/15,1380,-2.204406 05/29/15,1380,-0.6147563 06/30/15,1380,-0.6185591 07/31/15,1380,7.261407 08/31/15,1380,-6.963247 09/30/15,1380,4.158008 10/30/15,1380,1.596808 11/30/15,1380,-0.5893886 12/31/15,1380,2.7668 01/29/16,1380,1.346159 02/29/16,1380,6.641364 03/31/16,1380,-2.846974 04/29/16,1380,-2.636534 05/31/16,1380,-0.7736921 06/30/16,1380,3.50877 07/29/16,1380,-2.071565 08/31/16,1380,-2.692306 09/30/16,1380,1.185775 10/31/16,1380,5.46875 11/30/16,1380,-3.220034 12/30/16,1380,7.208872 01/31/17,1380,2.241385 02/28/17,1380,9.337866 03/31/17,1380,-4.347825 04/28/17,1380,-1.857585 05/31/17,1380,-3.815579 06/30/17,1380,4.6281 07/31/17,1380,2.685618 08/31/17,1380,-7.384616 09/29/17,1380,0.666666 10/31/17,1380,4.801321 11/30/17,1380,-2.021772 12/29/17,1380,0.156498 01/31/18,1380,13.125 02/28/18,1380,-0.9628594 03/29/18,1380,5.972219 04/30/18,1380,-4.74934 05/31/18,1380,-3.878117 06/29/18,1380,6.461084 07/31/18,1380,1.103449 08/31/18,1380,-3.956342 09/28/18,1380,-0.2808988 10/31/18,1380,-0.8450687 01/29/10,1381,5.263162 02/26/10,1381,-1.923078 03/31/10,1381,3.006542 04/30/10,1381,1.781166 05/28/10,1381,-1.125 06/30/10,1381,-9.292036 07/30/10,1381,-4.680848 08/31/10,1381,4.166663 09/30/10,1381,3.285718 10/29/10,1381,-5.255878 11/30/10,1381,2.91971 12/31/10,1381,-2.695036 01/31/11,1381,2.040815 02/28/11,1381,-0.437957 03/31/11,1381,4.105568 04/29/11,1381,1.408446 05/31/11,1381,4.166663 06/30/11,1381,-2.333337 07/29/11,1381,2.459013 08/31/11,1381,2.666664 09/30/11,1381,-3.896105 10/31/11,1381,2.567565 11/30/11,1381,0.13175 12/30/11,1381,1.315784 01/31/12,1381,-0.2597392 02/29/12,1381,-1.041669 03/30/12,1381,8.815789 04/30/12,1381,0.3627539 05/31/12,1381,3.012049 06/29/12,1381,-10.818714 07/31/12,1381,1.733339 08/31/12,1381,-1.7038 09/28/12,1381,-2.435726 10/31/12,1381,0.9708762 11/30/12,1381,-0.5494535 12/31/12,1381,2.209949 01/31/13,1381,-0.405407 02/28/13,1381,7.765663 03/28/13,1381,1.517069 04/30/13,1381,10.585308 05/31/13,1381,-0.6756783 06/28/13,1381,-14 07/31/13,1381,1.351357 08/30/13,1381,-1.733333 09/30/13,1381,3.120756 10/31/13,1381,-1.710528 11/29/13,1381,1.773536 12/31/13,1381,-0.1340508 01/31/14,1381,4.966438 02/28/14,1381,-5.389219 03/31/14,1381,0.2531648 04/30/14,1381,0.5063295 05/30/14,1381,3.904283 06/30/14,1381,-2.848488 07/31/14,1381,67.9341 08/29/14,1381,-2.417189 09/30/14,1381,-5.504584 10/31/14,1381,11.165047 11/28/14,1381,4.769874 12/31/14,1381,-4.472846 01/30/15,1381,32.6087 02/27/15,1381,-4.359859 03/31/15,1381,6.439936 04/30/15,1381,38.95105 05/29/15,1381,4.612458 06/30/15,1381,5.227268 07/31/15,1381,10.917032 08/31/15,1381,-15.74803 09/30/15,1381,-3.691435 10/30/15,1381,23.29239 11/30/15,1381,1.434839 12/31/15,1381,-5.068761 01/29/16,1381,-0.453794 02/29/16,1381,-5.926233 03/31/16,1381,9.163 04/29/16,1381,-8.495933 05/31/16,1381,-4.442472 06/30/16,1381,-14.193553 07/29/16,1381,-6.114721 08/31/16,1381,-1.325649 09/30/16,1381,-3.314286 10/31/16,1381,7.801414 11/30/16,1381,3.457892 12/30/16,1381,2.911055 01/31/17,1381,4.976428 02/28/17,1381,5.185914 03/31/17,1381,9.813952 04/28/17,1381,8.510637 05/31/17,1381,15.340257 ;;;;   ... 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Transpose and Reshape Data into Panel Set

by Pyrite | Level 9 in SAS Programming
‎11-18-2018 12:29 AM
‎11-18-2018 12:29 AM
Dear Sas Community: I have the data for which for stock returns are in separate columns. The have data is: Date 8634 8648 7203 1/29/2010 -11.2195 -0.35997 -10.2828 2/26/2010 3.33333 10.3654 -13.9535 3/31/2010 12.90323 14.18918 12.46246 4/30/2010 -0.72464 1.012504 -2.78515 5/31/2010 -12.6521 -14.2099 -10.5048 6/30/2010 -2.85714 -10.6685 -6.66667   I would like to convert this into a panel data with the following format: Date Ticker Return 1/29/2010 8634 -11.2195 2/26/2010 8634 3.33333 3/31/2010 8634 12.90323 4/30/2010 8634 -0.72464 5/31/2010 8634 -12.6521 6/30/2010 8634 -2.85714 1/29/2010 8648 -0.35997 2/26/2010 8648 10.3654 3/31/2010 8648 14.18918 4/30/2010 8648 1.012504 5/31/2010 8648 -14.2099 6/30/2010 8648 -10.6685 1/29/2010 7203 -10.2828 2/26/2010 7203 -13.9535 3/31/2010 7203 12.46246 4/30/2010 7203 -2.78515 5/31/2010 7203 -10.5048 6/30/2010 7203 -6.66667   Can someone please help.  data WORK.HAVE; infile datalines dsd truncover; input Date:MMDDYY8. v8634:32. v8648:32. v7203:32.; format Date MMDDYY8.; datalines4; 01/29/10,-11.219513,-0.3599703,-10.282779 02/26/10,3.33333,10.3654,-13.953489 03/31/10,12.903225,14.189184,12.462461 04/30/10,-0.7246375,1.012504,-2.785146 05/31/10,-12.652069,-14.209908,-10.504776 06/30/10,-2.857143,-10.668468,-6.666666 07/30/10,1.176476,-7.785338,-0.9740233 08/31/10,3.19767,-14.836067,-6.229508 09/30/10,-7.042253,3.773582,2.320814 10/29/10,-8.636361,-17.93042,-7.024389 11/30/10,12.603653,3.043473,12.626791 12/31/10,3.092778,15.506327,0 01/31/11,5.142856,3.105021,5.590057 02/28/11,4.347825,1.950359,12.684369 03/31/11,-5.598956,-2.69565,-12.303662 04/29/11,1.7931,-5.277526,-0.7680476 05/31/11,-6.097561,-7.300675,5.263162 06/30/11,-4.761905,-5.473685,-0.9009004 07/29/11,0,-13.590032,-3.516817 08/31/11,-15.406251,-16.90695,-13.3439 09/30/11,-15.035093,-24.65754,-1.212788 10/31/11,19.91304,14.343429,-1.636904 11/30/11,-14.145607,-27.52293,-4.673254 12/30/11,15.114236,7.594931,2.231967 01/31/12,13.320613,29.41177,9.551657 02/29/12,6.769955,15.070927,18.21705 03/30/12,26.18296,22.34206,6.408346 04/30/12,4.25,-15.99496,-7.422972 05/31/12,-30.45564,-14.842576,-8.018154 06/29/12,7.068968,10.683012,3.571427 07/31/12,-14.975845,-9.810125,-5.329156 08/31/12,13.257575,7.7193,2.483439 09/28/12,3.010035,8.280253,-4.402518 10/31/12,6.006491,6.76471,0.8223653 11/30/12,1.071978,12.307692,17.24709 12/31/12,19.697,23.91033,13.295614 01/31/13,6.329119,2.613068,8.988762 02/28/13,14.730537,1.81644,10.428739 03/29/13,3.757834,9.201872,1.993704 04/30/13,-5.835009,4.643166,16.04939 05/31/13,25.641,14.297449,6.560278 06/28/13,-3.954804,-5.481482,-3.542674 07/31/13,5.882359,11.677111,-0.3338873 08/30/13,-7.407409,-3.916085,-2.141678 09/30/13,3.999996,-1.382822,5.555558 10/31/13,-1.538461,1.992619,1.435411 11/29/13,10.056925,16.96751,1.754391 12/31/13,3.620684,1.234567,0.6269574 01/31/14,-3.494179,5.853653,-7.757008 02/28/14,-5.862069,-2.517563,-2.974409 03/31/14,14.285719,5.1051,-0.2226412 04/30/14,-7.051283,-8.888888,-4.649955 05/30/14,-3.103447,-2.814257,4.441619 06/30/14,3.736651,-1.093954,5.606663 07/31/14,1.372218,2.797663,0.8711338 08/29/14,-0.9615362,5.886078,-3.342575 09/30/14,5.98706,9.742975,9.024965 10/31/14,-3.358781,2.941179,0.541544 11/28/14,16.20295,13.043475,18.50291 12/31/14,6.056333,7.49507,3.336072 01/30/15,-13.944221,-17.38532,1.151097 02/27/15,13.063765,1.165259,3.04153 03/31/15,-0.2751052,-1.989532,3.968751 04/30/15,,2.794516,-0.807023 05/29/15,,10.580027,1.045215 06/30/15,,0.5342364,-4.660625 07/31/15,,8.792269,0.609529 08/31/15,,-13.27709,-12.855929 09/30/15,,-6.917292,-5.104822 10/30/15,,11.470116,7.143879 11/30/15,,3.816426,2.517068 12/31/15,,-2.652395,-2.20713 01/29/16,,-21.11111,-3.407568 02/29/16,,-12.369871,-18.09722 03/31/16,,4.8218,0.9326816 04/29/16,,2.580643,-8.1248 05/31/16,,4.276729,2.28157 06/30/16,,-15.238678,-11.071992 07/29/16,,12.044609,15.139675 08/31/16,,9.489048,5.836439 09/30/16,,-5.12979,-6.579375 10/31/16,,13.224756,5.191207 11/30/16,,28.09497,10.028135 12/30/16,,13.680494,3.444123 01/31/17,,0.5434752,-4.2745 02/28/17,,2.040815,-5.056685 03/31/17,,-3.636366,-5.074626 04/28/17,,2.755904,-2.943069 05/31/17,,,-1.706713 06/30/17,,,-1.471329 07/31/17,,,5.786526 08/31/17,,,-0.8180916 09/29/17,,,10.180628 10/31/17,,,4.172873 11/30/17,,,-0.4662991 12/29/17,,,2.283037 01/31/18,,,3.701651 02/28/18,,,-4.902732 03/30/18,,,-5.6669 04/30/18,,,5.216122 05/31/18,,,-3.620666 06/29/18,,,2.780962 07/31/18,,,1.882851 ;;;; ... View more

Re: First Order Autocorrelation (AR1)

by Pyrite | Level 9 in Statistical Procedures
‎11-16-2018 01:31 AM
‎11-16-2018 01:31 AM
Could  you please provide an example. Is this a valid one?   proc autoreg data=testnoprint outest=est; model x= date/ nlag=1 method=ML; by date; output out=p p=yhat pm=trendhat; run; ... View more

Re: First Order Autocorrelation (AR1)

by Pyrite | Level 9 in Statistical Procedures
‎11-15-2018 09:11 PM
‎11-15-2018 09:11 PM
Sorry I thought this could be a statistical question. That is why I posted it in a different Community (Forum). ... View more

First Order Autocorrelation (AR1)

by Pyrite | Level 9 in Statistical Procedures
‎11-15-2018 09:05 PM
‎11-15-2018 09:05 PM
Dear SAS Community: I am interested in computing the first order autocorrelations for the following 3 variables. I have annual panel set data. Could you please help. I would like to estimate this AR1 procedure for each company id separately and then calculate the cross-sectional average AR1 coefficient for each company.  data WORK.TEST; infile datalines dsd truncover; input companyid:32. date:DATE9. x:32. y:32. z:32.; format date DATE9.; label x="X" y="Y" z="Z”"; datalines4; 1004,31MAY1996,0.0565495631,-0.02310173,0.0057600161 1004,31MAY1997,0.0179971449,-0.02320123,0 1004,31MAY1998,0.0340357821,-0.021300139,0 1004,31MAY1999,0.039256568,-0.023482378,0 1004,31MAY2000,0.0135641392,-0.024794939,0 1004,31MAY2001,0.0656732027,-0.026468468,0 1004,31MAY2002,-0.046909387,-0.031675629,-0.072776785 1004,31MAY2003,0.050585403,-0.039573506,-0.005074124 1004,31MAY2004,0.0205444302,-0.037614974,0 1004,31MAY2005,0.0695655737,-0.038171066,0 1004,31MAY2006,-0.041358004,-0.029854345,0 1004,31MAY2007,-0.01989354,-0.03015924,-0.000355928 1004,31MAY2008,0.0124272215,-0.029333118,0.0032686985 1004,31MAY2009,0.0467880111,-0.029437877,0.0031607733 1004,31MAY2010,0.102033121,-0.025935317,-0.006581428 1004,31MAY2011,0.0637414328,-0.034803698,-0.01739011 1004,31MAY2012,0.0429106967,-0.036587293,-0.013351837 1004,31MAY2013,0.0762319248,-0.050821283,-0.00982732 1004,31MAY2014,0.0635599,-0.051557172,-0.006365083 1004,31MAY2015,-0.028382838,-0.081782178,-0.092409241 1004,31MAY2016,0.0222592053,-0.04909507,-0.004923376 1013,31OCT1995,0.0736320941,-0.043822567,-0.002364066 1013,31OCT1996,0.0825440804,-0.043958817,-0.001052337 1013,31OCT1997,0.0851359015,-0.053233836,-0.025172407 1013,31OCT1998,0.0631084272,-0.050061242,-0.00404971 1013,31OCT2001,0.0380045605,-0.079129496,-0.593631236 1013,31OCT2002,0.0528753714,-0.091504982,-0.453504632 1013,31OCT2003,0.0299946025,-0.045647313,-0.024828437 1013,31OCT2004,0.0021707163,-0.029199636,0.0003501155 1013,31OCT2005,0.0381758958,-0.043778502,-0.00514658 1013,31OCT2006,0.0540523768,-0.04219933,-0.009432791 1013,31OCT2007,0.0803490481,-0.038814597,-0.031731641 1013,31OCT2008,0.0914107236,-0.044091619,-0.082561166 1013,30SEP2010,0.0926415734,-0.043268905,-0.031197016 1021,30JUN1997,0.2667674011,-0.043429518,-0.004533047 1034,31DEC2000,0.0205683558,-0.04025993,-0.007842602 1034,31DEC2001,0.0499512972,-0.032473113,-0.031940479 1034,31DEC2002,0.0706161806,-0.038424867,-0.087233622 1034,31DEC2003,0.0674031498,-0.042563587,-0.00570909 1034,31DEC2004,0.0929025342,-0.04947446,-0.15698593 1034,31DEC2005,0.1523244977,-0.057510766,-0.014051521 1034,31DEC2006,0.0463019782,-0.049609648,-0.019207561 1034,31DEC2007,0.0364790225,-0.039588096,-0.005979824 1043,31JUL1996,-0.018098855,-0.038474102,0.0232232907 1043,31JUL1997,-0.34830735,-0.040890869,0 1043,31JUL1998,-0.060562238,-0.041652972,-0.014154561 1043,31JUL1999,0.0327884388,-0.047950723,0.0218905473 1045,31DEC1995,0.1117304152,-0.064379219,-0.020198405 1045,31DEC1996,0.1325071962,-0.058740303,-0.012001756 1045,31DEC1997,0.1396127181,-0.059478843,-0.004111881 1045,31DEC1998,0.1432542707,-0.057705241,-0.00856387 1045,31DEC1999,0.092885862,-0.044801838,-0.007836219 1045,31DEC2000,0.1198641895,-0.04585511,0 1045,31DEC2001,0.0155598185,-0.042751439,-0.043847629 1045,31DEC2002,-0.036706644,-0.045131662,-0.02996663 1045,31DEC2003,0.0204909649,-0.046948517,0.0126491647 1045,31DEC2004,0.0249191951,-0.044903208,-0.001077399 1045,31DEC2005,0.0347177488,-0.039464316,-0.001932531 1045,31DEC2006,0.0665294219,-0.039698061,-0.005078058 1045,31DEC2008,-0.055372393,-0.047944389,-0.045283019 1045,31DEC2009,0.0365594779,-0.043399638,-0.035419451 1045,31DEC2010,0.0494658801,-0.043566645,-0.009327168 1045,31DEC2011,0.0285139215,-0.04553841,-0.061304931 1045,31DEC2013,0.0159657505,-0.024126023,-0.051965561 1045,31DEC2014,0.0703662242,-0.034566265,0.0179342487 1045,31DEC2015,0.1290715687,-0.033233502,-0.004626665 1045,31DEC2016,0.1272379764,-0.035456567,-0.002593907 1050,31DEC1995,-0.007056102,-0.049739734,-0.005552342 1050,31DEC1996,0.0119552223,-0.045321161,-0.028692533 1050,31DEC1997,0.1476255283,-0.027576821,0.0017190746 1050,31DEC1998,-0.04904685,-0.03993538,-0.007495961 1050,31DEC1999,-0.016388307,-0.014273687,0 1050,31DEC2000,0.0470695578,-0.038553743,0.0006977243 1050,31DEC2001,0.0826324722,-0.043748821,-0.02606072 1050,31DEC2002,0.0792895859,-0.038327228,0 1050,31DEC2003,0.0387082665,-0.030252223,0 1050,31DEC2004,0.0433231279,-0.028866739,-0.015699454 1050,31DEC2005,0.0602797203,-0.027202797,-0.027109557 1050,31DEC2006,-0.065677027,-0.019449896,-0.010539976 1050,31DEC2007,0.0410006733,-0.016812555,-0.01686435 1050,31DEC2008,0.0423023405,-0.026462918,-0.003991101 1050,31DEC2009,0.1921176546,-0.032496936,-0.2442495 1050,31DEC2010,0.0392828014,-0.023505502,-0.01489484 1050,31DEC2011,0.110126662,-0.017631861,-0.018337639 1050,31DEC2012,0.1788340559,-0.013283176,-0.012401173 1050,31DEC2013,0.0693787729,-0.019071201,-0.004011063 1050,31DEC2014,0.039248006,-0.027193416,-0.005217622 1050,31DEC2015,0.0211032048,-0.027587635,-0.035730329 1050,31DEC2016,0.1395793307,-0.037909569,-0.136823803 1056,30JUN1995,0.1153803381,-0.043552602,0.0009591859 1056,30JUN1996,0.0555384445,-0.038081041,-0.284443568 1056,30JUN1997,0.1077029378,-0.053327082,-0.000703296 1056,30JUN1998,0.1100958091,-0.039355041,0.0048186558 1056,30JUN1999,0.068867422,-0.039669281,-0.019392795 1056,30JUN2000,0.0588644469,-0.036118806,0.0008282839 1056,30JUN2001,0.1521601795,-0.037388961,-0.035467942 1056,30JUN2002,0.050602107,-0.039125179,-0.053918013 1056,30JUN2003,0.0646792654,-0.044392891,-0.001881337 1056,30JUN2004,0.0437076412,-0.039637934,-0.007867375 1056,30JUN2005,0.0620684277,-0.041386863,-0.006020185 1056,30JUN2006,0.0575168254,-0.047755407,-0.010773923 1072,31MAR1996,0.1794629724,-0.08058641,0 1072,31MAR1997,0.1768932495,-0.086633723,0 1072,31MAR1998,0.1304158764,-0.083600581,0 1072,31MAR1999,0.1742873615,-0.089531587,0 1072,31MAR2000,0.1361887779,-0.075860008,0 1072,31MAR2001,0.3102146414,-0.072070524,0 1072,31MAR2002,0.1786233026,-0.081875787,-0.026185284 1072,31MAR2003,0.0719594616,-0.070520484,0 1072,31MAR2004,0.0500630442,-0.05623736,-0.057116322 1072,31MAR2005,0.0337920011,-0.047778694,0 1072,31MAR2006,0.0957224416,-0.038780856,0 1072,31MAR2007,0.1289941333,-0.028353766,-0.001384022 1072,31MAR2008,0.0862286743,-0.026336627,-0.001488328 1072,31MAR2009,0.0347076067,-0.035352189,-0.003580185 1072,31MAR2010,0.0977113242,-0.028356435,0.0000701928 1072,31MAR2011,0.0655728305,-0.020530015,-0.001346852 1072,31MAR2012,0.0601382813,-0.018999097,-0.00123014 1072,31MAR2013,0.0748637103,-0.018013486,-0.000606073 1072,31MAR2014,-0.02961734,-0.021052098,-0.000644448 1072,31MAR2015,0.0803529055,-0.017167036,-0.000609187 1072,31MAR2016,0.0690678429,-0.016163455,-0.000509997 1073,31DEC1995,-0.028505393,-0.096815614,-0.008988187 1075,31DEC1995,0.0794423251,-0.039486349,-0.001880364 1075,31DEC1996,0.0819162475,-0.04790304,-0.00331207 1075,31DEC1997,0.0930715605,-0.058655261,-0.013246493 1075,31DEC1998,0.0887733777,-0.06044871,0.0055915807 1075,31DEC1999,0.0961790759,-0.063091265,0.002602101 1075,31DEC2000,0.0978521785,-0.059376701,-0.00043124 1075,31DEC2001,0.0715294444,-0.057163544,0.0193857285 1075,31DEC2003,0.0945673504,-0.048959888,-0.000332411 1075,31DEC2004,0.0850865441,-0.043605338,0.0024048306 1075,31DEC2005,0.0644987103,-0.033702726,-0.003000182 1075,31DEC2006,0.0343491583,-0.056922158,0.0208360848 1075,31DEC2007,0.0585159065,-0.056476189,0.0164876155 1075,31DEC2008,0.0700138975,-0.052245279,0.0031406805 1075,31DEC2009,0.0873180442,-0.049980543,-0.017488592 1075,31DEC2010,0.0607033106,-0.03824463,0.0025477438 1075,31DEC2011,0.0858501605,-0.037661759,0.0080568877 1075,31DEC2012,0.0875303213,-0.035969794,0.0051068734 1075,31DEC2013,0.0853752171,-0.036444847,-0.00205949 1075,31DEC2014,0.0768242947,-0.034686547,0.0011612088 1075,31DEC2015,0.072817954,-0.038039272,0.0012630872 1075,31DEC2016,0.0639448777,-0.035303803,0.0028624266 1076,31DEC1996,0.4519113794,-0.35684972,-0.004957017 1076,31DEC1997,0.4398618108,-0.323696017,-0.006629571 1076,31DEC1998,0.4432017753,-0.360394454,-0.004603673 1076,31DEC1999,0.440607648,-0.354092862,0.0104582799 1076,31DEC2000,0.4368406247,-0.349937825,-0.01071037 1076,31DEC2001,0.4767369259,-0.386579925,0.0084517467 1076,31DEC2002,0.4583271305,-0.370186582,0.0209904724 1076,31DEC2003,0.1207454817,-0.387898619,0 1076,31DEC2004,0.0496053052,-0.395818577,-0.014054218 1076,31DEC2005,-0.007556071,-0.388031659,-0.013249623 1076,31DEC2006,0.0765215811,-0.403816432,0.426212171 1076,31DEC2007,0.0980662537,-0.399643902,0.3616687747 1076,31DEC2009,0.1463665835,-0.393029355,0.3623964778 1076,31DEC2010,0.0327953653,-0.365849307,0.4190624684 1076,31DEC2011,0.1770424327,-0.347845632,0.3246015184 1076,31DEC2012,0.0329599229,-0.364842197,-0.022151447 1076,31DEC2013,0.1688053039,-0.374952933,-0.023163614 1076,31DEC2014,-0.019928819,-0.414447967,-0.045733469 1076,31DEC2015,0.062718631,-0.486238353,-0.066607118 1076,31DEC2016,0.1779399756,-0.530127276,-0.075909037 1078,31DEC1995,0.2088248918,-0.060177231,-0.005105401 1078,31DEC1996,0.2141063853,-0.061667236,-0.004836144 1078,31DEC1997,0.217954745,-0.060339101,-0.012022484 1078,31DEC1998,0.2067839706,-0.059339464,-0.005797576 1078,31DEC1999,0.2029930252,-0.057218125,-0.005784793 1078,31DEC2000,0.2028113908,-0.054139714,-0.004574549 1078,31DEC2001,0.15310711,-0.050137225,-0.06397274 1078,31DEC2002,0.172427817,-0.048532093,-0.009982727 1078,31DEC2003,0.140235824,-0.047687617,-0.008086851 1078,31DEC2004,0.1775595399,-0.044797089,-0.011346348 1078,31DEC2005,0.1775635687,-0.046632907,-0.004888576 1078,31DEC2006,0.1473054249,-0.043085372,-0.070060063 1078,31DEC2007,0.1305296097,-0.046706188,-0.019791749 1078,31DEC2008,0.1731336354,-0.043348975,-0.013095696 1082,30APR1996,0.0040050753,-0.035780879,0 1082,30APR1997,0.0366998546,-0.037169805,-0.030054973 1082,30APR1998,0.0490812718,-0.023526696,0 1082,30APR1999,-0.064899749,-0.024759579,0 1082,30APR2000,0.068626879,-0.029831009,0 1082,30APR2002,0.0274573625,-0.034791788,-0.00076973 1082,30APR2003,-0.010149464,-0.031532447,0.0073038199 1082,30APR2004,-0.033292391,-0.027248044,0.0003393885 1082,30APR2005,0.0570557415,-0.033889989,-0.00418806 1082,30APR2006,-0.003930548,-0.026254532,0.0011257394 1082,30APR2008,-0.029302699,-0.028786604,-0.003058338 1094,30JUN1998,0.1018618377,-0.002275448,-0.002773202 1094,30JUN1999,0.0206246591,-0.004120289,-0.002472174 1094,30JUN2001,0.0228956101,-0.008642903,0.0043452217 1094,30JUN2002,0.1337908265,-0.014079151,-0.012402444 1094,30JUN2003,0.0739319457,-0.008403565,-0.024125843 1094,30JUN2004,0.131532362,-0.0074751,-0.01497692 1094,30JUN2005,-0.009327106,-0.008662802,-0.005462061 1094,30JUN2006,0.0969674414,-0.00935219,-0.00189685 1094,30JUN2007,0.0220874585,-0.009502435,-0.002095735 1094,30JUN2008,0.0693745135,-0.0107,-0.006249916 1094,30JUN2010,-0.066848968,-0.012059469,-0.009307702 1094,30JUN2011,0.0450419521,-0.01765357,-0.002842796 1094,30JUN2012,0.0443364074,-0.02319567,-0.007150495 1094,30JUN2013,0.0733729091,-0.02146987,-0.016822806 1094,30JUN2014,0.053540292,-0.017289053,-0.006760915 1094,30JUN2015,0.0170343873,-0.024192791,-0.006474415 1094,30JUN2016,0.0588614921,-0.029945745,-0.013007186 1095,31DEC1997,0.1051485632,-0.067169698,-0.016307225 1095,31DEC1998,0.0469559606,-0.087212061,0.109820135 1095,31DEC1999,-0.000316027,-0.077757761,0.0030221257 1095,31DEC2000,-0.117260871,-0.080325847,0.0030106083 1095,31DEC2001,-0.109553586,-0.102978117,0.0017387807 1097,31DEC1995,0.107049811,-0.012333566,-0.007516546 1099,30JUN1995,-0.01076934,-0.036775962,0 1099,30JUN1996,0.0655474291,-0.037677305,0 1099,30JUN1997,0.114629866,-0.039466337,0 1099,30JUN1998,0.1667216178,-0.047433784,0 1099,30JUN1999,0.1972310815,-0.052406495,0 1104,31DEC1995,0.02452662,-0.050700954,-0.176035223 1104,31DEC1996,0.2291659022,-0.050163297,0 1104,31DEC1997,-0.112435945,-0.035904478,0 1104,31DEC1998,0.0210409745,-0.044158361,0 1104,31DEC1999,0.0238358935,-0.047190254,0 1104,31DEC2000,0.0240079553,-0.035467374,0 1104,31DEC2001,0.1015714073,-0.035889555,0 1104,31DEC2002,0.0932213012,-0.031906438,-0.016634495 1104,31DEC2003,0.0875493183,-0.022873695,0 1104,31DEC2004,0.1873614673,-0.022686775,0 1104,31DEC2005,-0.015570689,-0.023160956,-0.011598212 1104,31DEC2006,-0.023500186,-0.023842837,-0.010250992 1104,31DEC2007,0.064089811,-0.020629056,-0.008384255 1104,31DEC2008,0.071900317,-0.022190912,-0.006340261 1104,31DEC2009,0.1555697369,-0.021697511,0.0035217093 1104,31DEC2010,-0.022891834,-0.017547044,-0.005768339 1104,31DEC2011,0.0373582992,-0.017710333,-0.007750534 1104,31DEC2012,-0.01876806,-0.01607006,-0.006310078 1104,31DEC2013,0.0951100927,-0.017700025,-0.007197521 1104,31DEC2014,0.0586195592,-0.021435416,-0.007086296 1104,31DEC2015,0.0132643913,-0.025202343,-0.006312868 1104,31DEC2016,0.0962027241,-0.026307214,-0.004790042 1109,31DEC1995,0.1312265667,-0.039635779,-0.001339047 1109,31DEC1996,-0.099173554,-0.045971074,-0.132747934 1109,31DEC1997,-0.131055201,-0.045812993,0 1109,31DEC1998,0.019138756,-0.038476874,0 1109,31DEC1999,-0.19946859,-0.055228696,-0.006073259 1109,31DEC2000,-0.054344392,-0.052922591,-0.003633491 1109,31DEC2001,-0.115835548,-0.100984837,-0.022666875 1109,31DEC2002,-0.025727069,-0.077181208,-0.005219985 1109,31DEC2004,-0.03659306,-0.054763407,-0.01022082 1109,31DEC2005,-0.101354507,-0.040051378,-0.021602055 1109,31DEC2007,-0.112367351,-0.025290092,0.0013884757 1109,31DEC2008,0.1080669711,-0.065956367,-0.086588872 1115,30SEP1995,0.0328706394,-0.040272059,-0.009485437 1115,30SEP1996,-0.040888827,-0.048411814,-0.007940931 1115,30SEP1997,0.0656296046,-0.049233073,-0.045508346 1115,30SEP1999,0.025911492,-0.073728835,-0.188553046 1117,31DEC1996,0.0030353678,-0.053061303,-0.025723782 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1587,31DEC1998,0.0573284622,-0.027562136,0.00299853 1587,31DEC1999,0.0553394825,-0.027825986,0.0002420951 1587,31DEC2000,0.0494141779,-0.028779921,0.0022251751 1587,31DEC2001,0.0495848481,-0.03045164,0.0049772222 ;;;;     ... 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first order autocorrelations for companies (AR1)

by Pyrite | Level 9 in Statistical Procedures
‎11-15-2018 08:59 PM
‎11-15-2018 08:59 PM
 Dear SAS Community: could you please let me know how to compute the first order autocorrelation for variables X,Y,Z. I have annual panel set data.   /* see other twin of the double-post */ Post was merged by KB ... View more

Re: Excel (CSV) data clean- convert specific rows into columns

by Pyrite | Level 9 in New SAS User
‎11-13-2018 01:05 AM
‎11-13-2018 01:05 AM
Thank you sir. Excellent solution as well. ... View more

Re: Excel (CSV) data clean- convert specific rows into columns

by Pyrite | Level 9 in New SAS User
‎11-13-2018 01:04 AM
‎11-13-2018 01:04 AM
Thank you. I appreciate your quick response. This is an excellent solution! ... View more

CSV data clean- convert specific rows into columns

by Pyrite | Level 9 in New SAS User
‎11-12-2018 03:35 AM
‎11-12-2018 03:35 AM
Dear community, I am trying to save time. I have Excel Data cleaning work. Unfortunately the data comes all in one column but I can't transpose it simply into rows. I need to extract specific information as in the example want file. Can someone please help. This is the have file: Walmart Inc. NYSE : WMT  D-U-N-S# 051957769 Berkshire Hathaway Inc. NYSE : BRK.B  D-U-N-S# 001024314   And this is the want file:   Company Name Exchange Ticker D-U-N-S# Walmart Inc. NYSE WMT  51957769 Berkshire Hathaway Inc. NYSE BRK.B  1024314 ... View more
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