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TammyGoSAS
‎09-01-2015
  • 15 Posts
  • 0 Likes Given
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Re: Use proc sql to find min value

by Calcite | Level 5 in SAS Programming
‎02-22-2014 12:00 AM
‎02-22-2014 12:00 AM
Thank you so much, PG. ... View more

Use proc sql to find min value

by Calcite | Level 5 in SAS Programming
‎02-21-2014 05:28 AM
‎02-21-2014 05:28 AM
Hello everyone, I have a time series data with sale information and want to find non-zero min price in previous 5 minutes. Input Time  Price 9:00    10 9:05    11 9:06      0 9:07    13 9:09      0 9:12    15 Desired output Time  Price  Lag_Min_Price 9:00    10             . 9:05    11           10 9:06      0           11 9:07    13           11 9:09      0           11 9:12    15           13 I try proc sql, but there is something wrong. The problem might be min(price > 0), but I don't know how to correct it. Does anyone have solution? Thank you. proc sql;      create table want as      select A.*,           (select min(price > 0)            from have as B            where A.time-5<=B.time<=A.time-1) as Lag_Min_Price      from have as A; quit; Best, Tammy ... View more

Re: By id function in proc sql

by Calcite | Level 5 in SAS Programming
‎02-13-2014 01:46 AM
‎02-13-2014 01:46 AM
Thank you so much Bill. It not only works well but also is flexible with more than one key variable to be matched. ... View more

By id function in proc sql

by Calcite | Level 5 in SAS Programming
‎02-11-2014 11:25 PM
‎02-11-2014 11:25 PM
Hello everyone, Thank you for the experts' help in this community. I learn how to count how many flag=1 in previous 5 seconds for each record. The original data is: ID      Time          Flag 1      8:45:01          0 2      8:45:04          1 3      8:45:06          1 4      8:45:08          0 5      8:45:09          1 6      8:45:11          0 7      8:45:13          0 Output: ID      Time          Flag    Number 1      8:45:01          0           0 2      8:45:04          1           0 3      8:45:06          1           1 4      8:45:08          0           2 5      8:45:09          1           2 6      8:45:11          0           2 7      8:45:13          0           1 Code: /*PROC SQL*/ PROC SQL;   CREATE TABLE WANT AS     SELECT *, (SELECT COALESCE(SUM(FLAG=1),0) FROM HAVE WHERE TIME BETWEEN A.TIME-5 AND A.TIME-1) AS NUMBER         FROM HAVE A; QUIT;     /** By Haikuo **/ To extend the question, what if there are multiple IDs in the data and treat each ID independently? For example: ID      Time          Flag A      8:45:01          0 A      8:45:04          1 A      8:45:06          1 A      8:45:08          0 A      8:45:09          1 B      8:45:11          0 B      8:45:13          1 B      8:45:15          0 Desired output: ID      Time          Flag    Number A      8:45:01          0           0 A      8:45:04          1           0 A      8:45:06          1           1 A      8:45:08          0           2 A      8:45:09          1           2 B      8:45:11          0           0 B      8:45:13          1           0 B      8:45:15          0           1 I try to use group by id but it doesn't work. Is there any solution? Thank you so much for the help!! Best, Tammy ... View more

Re: how to calculate holding period of stocks?

by Calcite | Level 5 in SAS Programming
‎02-11-2014 12:52 AM
‎02-11-2014 12:52 AM
Will do. Thank you. ... View more

Re: how to calculate holding period of stocks?

by Calcite | Level 5 in SAS Programming
‎02-10-2014 11:03 PM
‎02-10-2014 11:03 PM
Hello, I am very new to SAS and have a research project which requires return calculation. This discussion matches my question. However, my data allows short sale. So SHRS in your data may be negative. I need to calculate RETURN at each point of time by following First In First Out (FIFO) rule. FIFO means where the oldest entry is processed first. This is exactly the rule your are using. Original data: Date   Buy/Sell       Price       ShrsHeld    1        Buy              10                 2    2        Buy              20                 5    3        Sell              30                 4           4        Sell              40                -2           5        Sell              50                -4           6        Buy              60                -1            Desired ouput: Date   Buy/Sell          Price        ShrsHeld   Return    1        Buy                 10                 2    2        Buy                 20                 5    3        Sell                 30                 4             20    4        Sell                 40                -2             90    5        Sell                 50                -4          6        Buy                 60                -1            -50 For example: At time 3, return is 1*(30-10)=20. At time 4, return is 1*(40-10)+3*(40-20)=90. At time 6, return is -2*(60-40)-1*(60-50)=-50. I have trouble to code it. Please help!! Thank you for your kind assistance. Best, Tammy ... View more
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