Hi, I'm trying to calculate the statistics: minimum; 1 , 25 , 50 , 75 ,and 99 percentiles; maximum; and standard deviation which are the time-series averages of monthly cross-sectional statistic over the 12 month of each year. I'm using the following codes proc means data=data_in min P1 P25 P50 P75 P99 max std; var mret; by year; output out = data_out mean= min= P1= P25= P50= P75= P99= max= std= /autoname; run; But it just give me the actual quantile of the time-series data instead of the average of those quantile, in other word I would like to have the time-series average of the 50 percentile is the same as the mean of the time-series. My data are the time-series return data of more than1000 different stocks. Thanks a lot in advance!
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