Dear Experts,    I have the folloowing information     data have; infile datalines dlm=',' dsd truncover; input ID. Returns year; datalines; 1,1.01,1968 1,1.04,1969 1,1.001,1970 1,1.005,1971 1,1.02,1972 1,1.02,1973 1,1.06,1980 1,1.06,1981 1,1.0014,1982 run;   ID    Date                        year 1        1.01                     1968 1        1.04                     1969 1       1.001                    1970 1       1.005   .                1971 1         1.02                    1972 1         1.02                    1973 1         1.06                    1980 1         1.06                    1981 1        1.0014                 1982   I would like to calculate the 2 yearly moving averages for group ID 1. The problem however is that the returns from 1974 to 1979 i are missing. How can one calculate moving average by year, such that for the years 1968 to 1973 and seperately for 1980 to 1982 in the same dataset? Could anyone help with the SAS code that could accomplish this task.  Please write if you need more information.    Regards  Akarsh91 ... View more

Dear experts,    I have the following data:    data have; infile datalines dlm=',' dsd truncover; input ID Date:anydtdte. Returns Delisting_return month newmonth year; format date date9.; datalines; 1,1968-01-28,1.01,,1,10,1968 1,1968-02-28,1.04,,2,11,1968 1,1968-03-28,1.001,,3,12,1968 1,1968-04-28,1.005,,4,01,1968 1,1968-05-28,1.02,,5,02,1968 1,1968-06-28,1.02,,6,03,1968 1,1968-07-28,1.06,,7,04,1968 1,1968-08-28,1.06,,8,05,1968 1,1968-09-28,1.0014,1.0014,9,06,1968; run; ID    Date                Returns      Delisting return        month   newmonth      year   1    1968-01-28      1.01                                             1               10                1968 1    1968-02-28    1.04                                              2                11                  1968 1    1968-03-28     1.001                                           3                12                 1968 1   1968 -04-28     1.005   .                                       4                1                  1968 1   1968-05-28     1.02                                              5                 2                 1968 1   1968-06-28      1.02                                             6                 3              1968 1    1968-07-28     1.06                                              7                4               1968 1    1968-08-28      1.06                                             8                 5           1968 1   1968-09-28       1.0014                    1.0014          9                 6            1968   I would like to calculate rolling returns. The example above is just a sample. My original dataset however has more that 500000 observations. I would like to do the following:    My portfolio in this case has only one stock. So ID = 1. I want to calculate the return of this stock for 2 months after I buy it on a rolling basis. For example if I bought it on 1968-01-28 then I want to calulate the return up to 1968-03-28. If I buy it on 1968-02-28 then I want to calculate the return until 1968-04-28. And so on until the last available formation period.    I would later like to implement the same methodology on the large dataset with many stocks and larger formation periods.    Could you please help me with an appropriate code or procedure for this task? If you need any more information please write. Thank you in advance.    Regards Akarsh91 ... View more

Dear experts,    I have the following data set:   data have; infile datalines dlm=',' dsd truncover; input ID Date:anydtdte. Returns Delisting_return month newmonth year; format date date9.; datalines; 1,1967-10-28,1.025,,10,07,1967 1,1967-11-28,1.026,,11,08,1967 1,1967-12-28,1.027,,12,09,1967 1,1968-01-28,1.01,,1,10,1968 1,1968-02-28,1.04,,2,11,1968 1,1968-03-28,1.001,,3,12,1968 1,1968-04-28,1.005,,4,01,1968 1,1968-05-28,1.02,,5,02,1968 1,1968-06-28,1.02,,6,03,1968 1,1968-07-28,1.06,,7,04,1968 1,1968-08-28,1.06,,8,05,1968 1,1968-09-28,1.0014,1.0014,9,06,1968; run;     ID    Date                Returns      Delisting return        month   newmonth      year 1   1967-10-28     1.025                                            10              07                1967 1  1967-11-28      1.026                                            11               08               1967 1   1967-12-28     1.027                                            12               09                1967 1    1968-01-28      1.01                                             1               10                1968 1    1968-02-28    1.04                                              2                11                  1968 1    1968-03-28     1.001                                           3                12                 1968 1   1968 -04-28     1.005   .                                       4                1                  1968 1   1968-05-28     1.02                                              5                 2                 1968 1   1968-06-28      1.02                                             6                 3              1968 1    1968-07-28     1.06                                              7                4               1968 1    1968-08-28      1.06                                             8                 5           1968 1   1968-09-28       1.0014                    1.0014          9                 6            1968     Id is only 1 here because I only have 1 stock in a portfolio. I am replicating a paper. I buy a stock in april (04 1968). so this becomes the first month for me (the month I bought the stock in(newmonth in the table above). For the purpose of the paper, if the stock gets delisted then the return is  replaced with the size decile return until the end of the year, relative to formation. So i bought the stock in april 1968 i only held it for 6 months. So for me it got delisted after 6 months I bought it. So for the months 7 - 12 (actual 9-1968, to 4-1969) the return is to be replaced with the size delcille return. So the output I would like to obtain is as follows:    ID    Date                Returns      Delisting return        month   newmonth      year 1   1967-10-28     1.025                                            10              07                1967 1  1967-11-28      1.026                                            11               08               1967 1   1967-12-28     1.027                                            12               09                1967 1    1968-01-28      1.01                                             1               10                1968 1    1968-02-28    1.04                                              2                11                  1968 1    1968-03-28     1.001                                           3                12                 1968 1   1968 -04-28     1.005   .                                       4                1                  1968 1   1968-05-28     1.02                                              5                 2                 1968 1   1968-06-28      1.02                                             6                 3              1968 1    1968-07-28     1.06                                              7                4               1968 1    1968-08-28      1.06                                             8                 5           1968 1   1968-09-28       1.0014                    1.0014          9                 6            1968 1   1968-10-28           .                                .            10                 7            1968 1    1968-11-28          .                               .             11                  8          1968 1    1968-12-28         .                                              12                 9           1968 1    1969-01-28         .                                .             1                  10           1968 1    1969-02-28         .                                .             2                  11           1968  1    1969-03-28         .                                .             3                  12           1968 1    1969-04-28         .                                .             4                  01          1968   I would like to create empty rows according to the new month. If the stock gets delisted in the new month = 06 then i want to insert empty rows after that with missing values for return and delisting return as above until the new month = 12.    I have tried using this code code   data want; set have; by ID; output; if last.ID and newmonth < 12 then do; call missing(ret, dlret); do while (newmonth <12); output; end end; run; Sas however stops working whenever I used it. Is there any other code that I could use to accomplish the above task? Or could anyone correct this code?   All help is appreciated. Thankyou in advance.    Regards Akarsh91   ... View more

Dear Experts,    I have the following information:    ID    Date                Returns      Delisting return        month         year 1   1967-10-29     0.025                                            10            1967 1  1967-11-29      0.026                                            11            1967 1    1967-12-29     0.027                                            12            1967 1    1968-01-29                                   0.01                  1             1968   The stock (ID=1) gets delisted on 1968-01-29. From 1968-02-01 onwards i want to assign a return of 0.025 until the end of the year that is 1968-12-29. i am thinking of creating missing values and then replacing those with the return, so the output I would like to obtain would be as follows:   ID Date                Returns      Delisting return        month         year 1   1967-10-29     0.025                                            10            1967 1   1967-11-29      0.026                                            11            1967 1    1967-12-29     0.027                                            12            1967 1    1968-01-29      0.01                     0.01                  1             1968 1    1968-02-29          .                                                2              1968 1    1968-03-29          .                                                3              1968 1     1968 -04-29        .                                                4              1968   And so on until the end of the year. I want the month and the year column filled up.    I can then later replace the missing values with the return I want to assign. Could anyone please suggest a simplest way to accomplish this or provide a code?    Looking forward to your reply. Please write if you need anymore information. I am using SAS 9.4   Regards  Akarsh  ... View more

Dear People,    I would like to know how can I insert multiple blank rows into a sas table  based on a condition. I have the following:      I want to do the following:    If the month is equal to 1 then I want to insert 11 blank rows after the row where month is equal to 1. If the month is 8 for example then I want to insert 4 blank rows after the row where month is equal to 4 and so on such that the total doesn't exceed 12 months. I am not able to figure out what code to use in order to accomplish this task. Could anyone please help me by providing a code  that could accomplish the above task? If you need more information, please ask. Would appreciate your help. I am using sas version 9.4   Regards  Akarsh  ... View more