The task is to run rolling 60-month regressions of monthly  returns. the variable estimated at 31Dec2015, for instance, uses data from 31Jan2010 to 31Dec2015, inclusive. so it is an estimation using a rolling window  ... View more

able 1   Rank_NO crsp_fundno MGR_DT 1                      53           1991-01-01 1                      53            1999-01-01 2                    105             1985-01-01 2                    105             1985-06-01     table 2 Rank_NO crsp_fundno caldt mret 1 53 1990-11-30 1,0459 1 53 1990-12-31 1,0250 1 53 1991-01-31 1,0435 1 53 1991-02-28 1,0499 1 53 1991-03-28 1,0078 1 53 1999-01-29 0,9810 1 53 1999-02-26 1,0002 1 53 1999-03-31 1,0238 2 105 1984-12-31 1,0238 2 105 1985-01-31 1,0238 2 105 1985-02-28 1,0238 2 105 1985-03-29 1,0238 2 105 1985-04-30 1,0238 2 105 1985-05-31 1,0238 2 105 1985-06-28 1,0238 2 105 1985-07-31 0,9990     I want table 3  Rank_NO crsp_fundno caldt mret MGR_DT 1 53 1990-11-30 1,0459   1 53 1990-12-31 1,0250   1 53 1991-01-31 1,0435 1991-01-01 1 53 1991-02-28 1,0499 1991-01-01 1 53 1991-03-28 1,0078 1991-01-01 1 53 1999-01-29 0,9810 1999-01-01 1 53 1999-02-26 1,0002 1999-01-01 1 53 1999-03-31 1,0238 1999-01-01 2 105 1984-12-31 1,0238   2 105 1985-01-31 1,0238 1985-01-01 2 105 1985-02-28 1,0238 1985-01-01 2 105 1985-03-29 1,0238 1985-01-01 2 105 1985-04-30 1,0238 1985-01-01 2 105 1985-05-31 1,0238 1985-01-01 2 105 1985-06-28 1,0238 1985-06-01 2 105 1985-07-31 0,999 1985-06-01 ... View more

thanks a lot  this is the table 3 that I want.  I want that MGR_DT will be repeat for each crsp_fundno for the all period and it began when year and month of MGR_DT equal the caldt.    ... View more

your solution give me this resut (real data). however in table 3 the caldt is repeted as number of MGR_DT. I want distinct caldt for each id How can I eliminate this!!!!!!!!!!!!!!!!! this is the program and the data tables proc sql; create table table_3 as select t2.*, t1.mret, t1.caldt from table2 t1 left join table1 t2 on (t1.crsp_fundno = t2.crsp_fundno) order by t1.crsp_fundno, t1.Caldt; quit; ... View more

your solution give me this resut (real data). however in table 3 the caldt is repeted as number of MGR_DT.  How can I eliminate this!!!!!!!!!!!!!!!!! this is the program and the data tables proc sql; create table table_3 as select t2.*, t1.mret, t1.caldt from table2 t1 left join table1 t2 on (t1.crsp_fundno = t2.crsp_fundno) order by t1.crsp_fundno, t1.Caldt; quit; ... View more

1)the date here are sas variables YYMMDDN8.   2) in reality you can ignore the caldt in table 1. I want that in the joint table the offer begin when it equal the caldt and continue so until a new value of offer begin        ... View more

thanks for your help guys ... View more