Hi i have a daily stock price panel data over a period of years, i want to calculate weekly standard deviation for each stock and then use it as a regressor in a regression equation, how can i do it, please help. i have data like this data have; input stockname $ price date year; cards; abc 26 20071205 2007 abc 46 20071206 2007 abc 36 20071207 2007 abc 26 20071208 2007 abc 26 20071210 2007 abc 35 20071212 2007 abc 75 20080123 2008 abc 45 20080224 2008 abc 55 20090612 2009 abc 51 20090613 2009 abc 57 20090614 2009 xyz 26 20071205 2007 xyz 35 20071206 2007 xyz 75 20080123 2008 xyz 45 20080612 2008 ; run; frequency and number of stock is much higher though, i have tried to use proc means but it is not working for the panel data for me, i am really stuck up right no and cant figure out how to do it data ghf; set have; format date date9.; yrwk=year(date)*100+week(date,"U"); run; proc sort data = ghf; by yrwk stockname; run; proc means data=ghf std; var _numeric_; by yrwk stockname; output out=dsd; run; but it gives me a messy output i.e. for every stock for each date it gives me STD MEAN and other stats too, is there any more efficient way to do this?? PLEASE HELP
... View more