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trungcva112
‎07-23-2020
  • 63 Posts
  • 13 Likes Given
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Re: Rolling regression with conditions

by Obsidian | Level 7 in SAS Programming
‎12-13-2017 06:12 PM
‎12-13-2017 06:12 PM
Thanks for your advice. But how can I insert this dummy variable and other conditions in the rolling regression? ... View more

Re: Rolling regression with conditions

by Obsidian | Level 7 in SAS Programming
‎12-13-2017 09:46 AM
‎12-13-2017 09:46 AM
Good question. For example, If cogs in Q3 has 80% change vs Q2, then the lag of cogs in Q4 would be cogs in Q2 (or equivalently the nearest quarter that has cogs growth rate within (-75%, +75%). ... View more

Re: Rolling regression with conditions

by Obsidian | Level 7 in SAS Programming
‎12-13-2017 08:59 AM
‎12-13-2017 08:59 AM
Please. Anything could help ... View more

Rolling regression with conditions

by Obsidian | Level 7 in SAS Programming
‎12-13-2017 07:16 AM
‎12-13-2017 07:16 AM
... View more

Re: Estimate standard deviation quarter by quarter

by Obsidian | Level 7 in SAS Programming
‎12-12-2017 07:33 AM
‎12-12-2017 07:33 AM
@Peter_C Your code works. Thank you very much. You are a life saver. @mkeintz Thank you. Your code gives me a STD of all firms' COGSQ in a given datadate (quarter). But I need a progressive STD of COGSQ of each firms when time passes. But your code will surely be a useful reference for me in the furture. @All Thank you everyone ... View more

Re: Estimate standard deviation quarter by quarter

by Obsidian | Level 7 in SAS Programming
‎12-11-2017 09:25 PM
‎12-11-2017 09:25 PM
Thanks. I will try that. But each company has different number of observations. For example, company 1 has data from Q1/1983 to Q1/1986 (13 observations), company 2 has data Q1/1984 to QI/2000 (64 observations). So can I still use array cogX(1200)? ... View more

Re: Estimate standard deviation quarter by quarter

by Obsidian | Level 7 in SAS Programming
‎12-11-2017 09:37 AM
‎12-11-2017 09:37 AM
Thank you, but I am confused a little bit about the line: if not first.gvkey then std_dev = std(COGSQ_first, COGSQ); So assume that it is on quarter III/1983, so this line will give me std_dev of COGSQ for 3 observations: Q1, Q2, Q3/1983 or just std_dev of 2 observations:Q1 and Q3/1983? ... View more

Re: Find maximum value from year 0 to year t continuously

by Obsidian | Level 7 in SAS Programming
‎12-11-2017 08:27 AM
‎12-11-2017 08:27 AM
I just posted a sample of my dataset. So could anyone help me please? ... View more

Re: Estimate standard deviation quarter by quarter

by Obsidian | Level 7 in SAS Programming
‎12-11-2017 08:24 AM
‎12-11-2017 08:24 AM
Hi. I just post a sample of my data. Could you help me please? ... View more

Re: Estimate standard deviation quarter by quarter

by Obsidian | Level 7 in SAS Programming
‎12-11-2017 07:51 AM
‎12-11-2017 07:51 AM
Hi, I just check the PROC EXPAND but it is for transform/interpolate variables, so I dont see how this related to my case. Could you explain more for me? Please, I'm a newbie   Please note that this is different from rolling window standard deviation. Rolling window std has a fixed number of observations (fixed window range) but in this situation, the window range is larger when time progress ... View more

Estimate standard deviation quarter by quarter

by Obsidian | Level 7 in SAS Programming
‎12-11-2017 06:19 AM
‎12-11-2017 06:19 AM
Hi. I have a (company ID-time) panel data. Now I have to calculate standard deviation of variable COGSQ from quarter I/1983 to quarter II/1983, and then quarter I/1983 to quarter III/1983, and so on.....   So basically, for company with GVKEY 001001; t=0 is quarter I/1983 at t=1 (QII/1983), I need to find standard deviation of X from t=0 to t=1 at t=2 (QIII/1983), std of X from t=0 to t=2 and so on,   Do you have any idea how to do this? So the dataset is like this gvkey datadate Company COGSQ STD 1001 19830331 A 1.258 NA 1001 19830630 A 1.4 std from QI/1983 to QII/1983 1001 19830930 A 1.5 std from QI/1983 to QIII/1983 1001 19831231 A 1.6   …….. …… ……. …….   1001 19860331 A 2.3   1002 19840430 B 3.5   1002 19840731 B 6.5   ….. …… ….. …..       ... View more

Re: Find maximum value from year 0 to year t continuously

by Obsidian | Level 7 in SAS Programming
‎12-10-2017 10:55 PM
‎12-10-2017 10:55 PM
Hi astounding and shmuel. Your code works.   But Now I have to calculate standard deviation of variable X from quarter I/1983 to quarter II/1983, and then quarter I/1983 to quarter III/1983, and so on.....   It just like before: at t=1, I need to find standard deviation of X from t=0 to t=1 at t=2, std of X from t=0 to t=2 and so on,   Do you have any idea how to do this? Because the previous code could not applied in this case ... View more

Re: Find maximum value from year 0 to year t continuously

by Obsidian | Level 7 in SAS Programming
‎12-10-2017 09:48 AM
‎12-10-2017 09:48 AM
Yes, that's exacly what I mean. I need to find maximum value in the first year, first 2 years, first 3 years .... and finally the entire time range. Thank you for giving me some clue. I will try it and give you some feedback as soon as possible ... View more

Re: Find maximum value from year 0 to year t continuously

by Obsidian | Level 7 in SAS Programming
‎12-10-2017 09:13 AM
‎12-10-2017 09:13 AM
Hi. It works but it produces the maximum value of each company for the entire date range, which is not what I need to do   So the problem is: for each company i: at t=1: I need to find the maximum value of ATQ from t=0 to t=1 at t=2: Max ATQ from t=0 to t=2 at t=3: Max ATQ from t=0 to t=3 and so on ..... at t=T: Max ATQ from t=0 to t=T   So basically the date range (to find max value) expands when time progress. And I need to find different maximum values of ATQ corresponding with different time range (0 to 1, 0 to 2, 0 to 3, ...... , 0 to T)   I think I need to do some kind of loop?. But I can not find any information on how to do it     ... View more

Re: Find maximum value from year 0 to year t continuously

by Obsidian | Level 7 in SAS Programming
‎12-10-2017 08:24 AM
‎12-10-2017 08:24 AM
It still doesnt work when I remove the where statement The log file below:   data practice; set 'c:\mysaslib\firms.sas7bdat'; NOTE: There were 1522473 observations read from the data set c:\mysaslib\firms.sas7bdat. NOTE: The data set WORK.PRACTICE has 1522473 observations and 25 variables. NOTE: DATA statement used (Total process time):       real time           0.35 seconds       cpu time            0.35 seconds 138  proc means data=practice; 139  max(atq)=max_atq;      ---      180 ERROR 180-322: Statement is not valid or it is used out of proper order. 140  class GVKEY; 141  var atq; 142  run; NOTE: The SAS System stopped processing this step because of errors. NOTE: PROCEDURE MEANS used (Total process time):       real time           0.00 seconds       cpu time            0.00 seconds ... View more
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