Hi, I submitted your proc sql codes but it's taking very long time. For example, it takes more than two hours to calculate the CAR for different windows (such as (0,65) days, (66,130) days etc.) when the dataset has 2502 event days (tradedate). I have another dataset where there are approximately 35,000 event days, and it took more than 40 hours to get the CARs ! Is it normal for taking such long time or is there something wrong? In the attached file, I calculated the CARs for different windows using your codes. For each firm (the variable 'Code' ) I need to have only one CAR for each year. For example, if the same firm has multiple CARs in a specific year because of the multiple tradedates, the average (or sum) of those CARs for that year needs to be calculated. It means, for each firm for each year there should be one CAR value. How can I do that? Abu Chowdhury
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