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bd_user_10
‎07-30-2023
  • 64 Posts
  • 20 Likes Given
  • 0 Solutions
  • 0 Likes Received

Re: How do i create a time series data?

by Quartz | Level 8 in SAS Programming
‎08-16-2020 12:32 PM
‎08-16-2020 12:32 PM
Please find the attached data. Thanks. ... View more

Re: How do i create a time series data?

by Quartz | Level 8 in SAS Programming
‎08-15-2020 12:39 AM
‎08-15-2020 12:39 AM
Hi Ghosh, Thanks for your codes! I appreciate that. By the way, how do we change the var in proc transpose if we have daily data instead of monthly data? Could you please clarify that? Thanks. ... View more

How do i create a time series data?

by Quartz | Level 8 in SAS Programming
‎08-14-2020 11:49 AM
‎08-14-2020 11:49 AM
Hi, I have the following data (have) and I like to get the (want) data. Can someone please help? Thanks. ... View more

Re: How to keep the last observation of the day by firm id?

by Quartz | Level 8 in SAS Programming
‎05-26-2020 07:33 AM
‎05-26-2020 07:33 AM
Hi PaigeMiller, I have tried this before, it gives me the last observation-only per ISIN. It does not give me the last observation per day. ... View more

How to keep the last observation of the day by firm id?

by Quartz | Level 8 in SAS Programming
‎05-26-2020 07:07 AM
‎05-26-2020 07:07 AM
Hi, I would like to keep the last observation of the day per ISIN. Can someone please help? I have attached the sample SAS dataset here. Thanks.     ... View more

Re: Need to create a table

by Quartz | Level 8 in SAS Programming
‎01-15-2020 09:35 PM
‎01-15-2020 09:35 PM
This also works! Thank you for your codes! ... View more

Re: Need to create a table

by Quartz | Level 8 in SAS Programming
‎01-15-2020 10:09 AM
‎01-15-2020 10:09 AM
There supposed to be 21 observations for each month based on 252 calendar (working) days in a year. As you could see tar_event day are exactly the same therefore we don't have to follow any hard rule here! ... View more

Re: Need to create a table

by Quartz | Level 8 in SAS Programming
‎01-15-2020 09:53 AM
‎01-15-2020 09:53 AM
-1, -2, .....-12 indicates lag month 1 to lag month 12. hcp under event_month should go under that relevant month column. For example, in the illustration, all hcp under -1 should go under the column -1, and all hcp under -2 should go under the column -2. ... View more

Need to create a table

by Quartz | Level 8 in SAS Programming
‎01-15-2020 09:44 AM
‎01-15-2020 09:44 AM
Hi Everyone,   I have following dataset: ISIN tar_event hcp event_month FI0009000012 11/09/1995 0 -2 FI0009000012 11/09/1995 0 -2 FI0009000012 11/09/1995 0 -2 FI0009000012 11/09/1995 0.01924 -2 FI0009000012 11/09/1995 0.04888 -2 FI0009000012 11/09/1995 -0.00481 -2 FI0009000012 11/09/1995 0.11815 -2 FI0009000012 11/09/1995 0.00192 -2 FI0009000012 11/09/1995 0 -2 FI0009000012 11/09/1995 -0.0077 -2 FI0009000012 11/09/1995 -0.00202 -2 FI0009000012 11/09/1995 0.00231 -2 FI0009000012 11/09/1995 0.00385 -2 FI0009000012 11/09/1995 0.01462 -2 FI0009000012 11/09/1995 0 -2 FI0009000012 11/09/1995 0 -2 FI0009000012 11/09/1995 0 -2 FI0009000012 11/09/1995 0 -2 FI0009000012 11/09/1995 0 -2 FI0009000012 11/09/1995 0 -2 FI0009000012 11/09/1995 0 -2 FI0009000012 11/09/1995 -0.00077 -1 FI0009000012 11/09/1995 0 -1 FI0009000012 11/09/1995 -0.01924 -1 FI0009000012 11/09/1995 -0.01943 -1 FI0009000012 11/09/1995 -0.00096 -1 FI0009000012 11/09/1995 -0.01732 -1 FI0009000012 11/09/1995 -0.02165 -1 FI0009000012 11/09/1995 -0.03646 -1 FI0009000012 11/09/1995 0 -1 FI0009000012 11/09/1995 0 -1 FI0009000012 11/09/1995 0.00135 -1 FI0009000012 11/09/1995 0.00173 -1 FI0009000012 11/09/1995 0 -1 FI0009000012 11/09/1995 0 -1 FI0009000012 11/09/1995 0 -1 FI0009000012 11/09/1995 0 -1 FI0009000012 11/09/1995 -0.00192 -1 FI0009000012 11/09/1995 0 -1 FI0009000012 11/09/1995 0 -1 FI0009000012 11/09/1995 0 -1   I would like to do the following: ISIN tar_event -1 -2 FI0009000012 11/09/1995 -0.00077 0 FI0009000012 11/09/1995 0 0 FI0009000012 11/09/1995 -0.01924 0 FI0009000012 11/09/1995 -0.01943 0.0192 FI0009000012 11/09/1995 -0.00096 0.0489 FI0009000012 11/09/1995 -0.01732 -0.005 FI0009000012 11/09/1995 -0.02165 0.1182 FI0009000012 11/09/1995 -0.03646 0.0019 FI0009000012 11/09/1995 0 0 FI0009000012 11/09/1995 0 -0.008 FI0009000012 11/09/1995 0.00135 -0.002 FI0009000012 11/09/1995 0.00173 0.0023 FI0009000012 11/09/1995 0 0.0039 FI0009000012 11/09/1995 0 0.0146 FI0009000012 11/09/1995 0 0 FI0009000012 11/09/1995 0 0 FI0009000012 11/09/1995 -0.00192 0 FI0009000012 11/09/1995 0 0 FI0009000012 11/09/1995 0 0 FI0009000012 11/09/1995 0 0 FI0009000012 11/09/1995 0 0   In my actual dataset I have many ISINs and 12 months data. Here, I have shown one ISIN and two months data only.   -1, -2, .....-12 indicates lag month 1 to lag month 12.   I have attached a sample dataset for your convenience. Thanks in advance for your help!     ... View more

Re: How to create a specific table?

by Quartz | Level 8 in SAS Programming
‎12-25-2019 10:45 PM
‎12-25-2019 10:45 PM
Thanks for showing me how to create the dataset from the report. I appreciate that! ... View more

Re: How to create a specific table?

by Quartz | Level 8 in SAS Programming
‎12-25-2019 08:36 AM
‎12-25-2019 08:36 AM
This worked fine! However, I want this output table as a SAS data set. ... View more

How to create a specific table?

by Quartz | Level 8 in SAS Programming
‎12-24-2019 11:23 AM
‎12-24-2019 11:23 AM
I have the following data:   event_date isin event_month hc 11/09/1995 FI0009000012 -12 0 11/09/1995 FI0009000012 -11 0 11/09/1995 FI0009000012 -10 0 11/09/1995 FI0009000012 -9 -0.034 11/09/1995 FI0009000012 -8 -0.079 11/09/1995 FI0009000012 -7 -0.046 11/09/1995 FI0009000012 -6 -0.04 11/09/1995 FI0009000012 -5 -0.047 11/09/1995 FI0009000012 -4 0.14 11/09/1995 FI0009000012 -3 -0.176 11/09/1995 FI0009000012 -2 0.2 11/09/1995 FI0009000012 -1 0.11 11/09/1995 FI0009000012 0 0.55 5/11/2009 FI0009005078 -9 0 5/11/2009 FI0009005078 -8 0.12 5/11/2009 FI0009005078 -7 0.28 5/11/2009 FI0009005078 -6 0.31 5/11/2009 FI0009005078 -5 0.44 5/11/2009 FI0009005078 -4 0.24 5/11/2009 FI0009005318 -12 0.262 5/11/2009 FI0009005318 -11 0.11 5/11/2009 FI0009005318 -10 0.32 5/11/2009 FI0009005318 -9 -0.04 9/05/2011 FI0009003305 -5 0.032 9/05/2011 FI0009003305 -4 0.02 9/05/2011 FI0009003305 -3 0.44 9/05/2011 FI0009003305 -2 0.87 9/05/2011 FI0009003305 -1 0.92   and I like to create a table like this:   event_date isin 0 -1 -2 -3 -4 -5 -6 -7 -8 -9 -10 -11 -12 11/09/1995 FI0009000012 0.55 0.11 0.2 -0.176 0.14 -0.047 -0.04 -0.046 -0.079 -0.034 0 0 0 5/11/2009 FI0009005078         0.24 0.44 0.31 0.28 0.12 0       5/11/2009 FI0009005318                   -0.04 0.32 0.11 0.262 9/05/2011 FI0009003305   0.92 0.87 0.44 0.02 0.032                 Can anyone please help? I have attached the test data in SAS format. Thanks in advance for your help.! ... View more

How to run t-test on specific numbers?

by Quartz | Level 8 in SAS Programming
‎01-29-2019 05:27 AM
‎01-29-2019 05:27 AM
Hi Everyone,   I would like to perform a t-test on the following CAR to see whether they are significantly different to zero.   year CAR_11 1995 1.5786 1996 -1.8834 1997 10.2719 1999 24.2477 2000 32.1328 2001 35.7089 2002 23.5392 2003 2.0316 2005 5.8985 2006 20.3305 2007 18.4754 2008 49.5314 2009 53.0031 2011 29.6018 2013 40.2564 2014 16.6888   Can anybody please help? Thanks. ... View more

Re: How to calculate return based on the first available price for a g...

by Quartz | Level 8 in SAS Programming
‎01-24-2019 04:00 PM
‎01-24-2019 04:00 PM
Thanks for the code. It works perfectly! ... View more
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