About dhir

dhir · ‎11-03-2017

I have a raw data set consisting of trades and quotes data. Based on some research papers few variables are added to the existing variables in the raw data set. The objective is to find out how significant is each variable in determining the price. I read somewhere that copulas (vine copulas) may be helpful, but am unable to locate any SAS document with codes, syntax, examples, etc. for copulas. Please share relevant links where copulas (vine copulas) in SAS are discussed. Am open to suggestions or alternatives to copula. Thank you.

dhir · ‎10-22-2017

Hi, I am trying to import a .csv file saved on my local machine onto SAS server. The import is successful if I use File>Import Data> from the menu. But when I try to write a code, the import fails error 'Device is offiline' Code is as follows: data sasuser.AMAT_87_ASK_TRIAL; infile 'E:/*/*/*/AMAT+ISSM (1987-92)/AMAT 1987//AMAT_87_ASK.csv' delimiter = ',' firstobs = 2 lrecl=32767 dsd missover; LENGTH XA 8 ASK 8 ASKSIZE 8 SELLTIME 8 VOLS 8 ALAMBDA 8 AMU 8 TQ $1 REGIMEASK 8 OLDINDEX 8 VOLSOLD 8 PROBS 8 ; FORMAT XA BEST4. ASK BEST6. ASKSIZE BEST6. SELLTIME TIME8. VOLS BEST6. ALAMBDA BEST12. AMU BEST12. TQ $CHAR1. REGIMEASK BEST3. OLDINDEX BEST4. VOLSOLD BEST6. PROBS BEST11. ; INFORMAT XA BEST4. ASK BEST6. ASKSIZE BEST6. SELLTIME TIME8. VOLS BEST6. ALAMBDA BEST12. AMU BEST12. TQ $CHAR1. REGIMEASK BEST3. OLDINDEX BEST4. VOLSOLD BEST6. PROBS BEST11. ; INPUT XA : ?? BEST4. ASK : ?? COMMA6. ASKSIZE : ?? BEST6. SELLTIME : ?? TIME8. VOLS : ?? BEST6. ALAMBDA : ?? COMMA12. AMU : ?? COMMA12. TQ : $CHAR1. REGIMEASK : ?? BEST3. OLDINDEX : ?? BEST4. VOLSOLD : ?? BEST6. PROBS : ?? COMMA11. ; run; LOG ERROR: Device is offline. NOTE: The SAS System stopped processing this step because of errors. WARNING: The data set SASUSER.AMAT_87_ASK_TRIAL may be incomplete. When this step was stopped there were 0 observations and 12 variables. WARNING: Data set SASUSER.AMAT_87_ASK_TRIAL was not replaced because this step was stopped. NOTE: DATA statement used (Total process time): real time 0.01 seconds cpu time 0.01 seconds

dhir · ‎09-25-2017

Thank you, Patrick

dhir · ‎09-16-2017

The code work for me. Thank you KurtBremser.

dhir · ‎09-16-2017

My dataset has following variables: 'DATE', 'TIME', 'PRICE' etc. I want to change the variables names to user specified e.g. dAte, Price, timE etc. Tried the rename statement with & without modity statement but does not work. data have; set have; modify have; rename DATE = Date; rename TIME = timE; rename PRICE = Price; run; Log says dataset updated but variable name still remain the same case. NOTE: There were 2692 observations read from the data set have. NOTE: There were 2692 observations read from the data set have. NOTE: The data set have has been updated. There were 2692 observations rewritten, 0 observations added and 0 observations deleted. NOTE: DATA statement used (Total process time): real time 0.00 seconds cpu time 0.00 seconds PS: I only want to change variable name no change required in the format of the observations. Thanks in advance.

dhir · ‎09-15-2017

Input dataset: Date Time Price Volume AskPrice BidPrice Bidsize Asksize 19890103 9:31:48 53.5 100 . . . . 19890103 9:31:54 53.25 100 . . . . 19890103 9:32:30 53.25 1000 . . . . 19891031 15:49:32 . . 81.75 81.25 -99 -99 19891031 15:54:35 . . 81.75 81.5 -99 -99 19891031 15:55:40 . . 81.75 81.25 -99 -99 Steps required in SAS Code: 1 . Add 2 variables TQ (String 1 character) and Id (numeric) at the end and beginning of variables respectively 2. Assign values of TQ to each observation 2 (a) If Price or volume greater than or equal to zero assign "T" 2 (b) else assign "Q" 3. Sort all observations: 3 (a) first by date (smallest to largest) 3 (b) second by time (smallest to largest) 4. So that are listed date & time wise 5. Then add serial no in the id column (1 to end of file) Output dataset: Id Date Time Price Volume AskPrice BidPrice Bidsize Asksize TQ 1 19890103 9:31:48 53.5 100 . . . . T 2 19890103 9:31:54 53.25 100 . . . . T 3 19890103 9:31:54 . . 81.75 81.25 -99 -99 Q 4 19890103 9:35:30 53.25 1000 . . . . T 5 19891031 15:54:35 . . 81.75 81.5 -99 -99 Q 6 19891031 15:55:40 . . 81.75 81.25 -99 -99 Q

dhir · ‎09-12-2017

Hello, I need to know the relevant SAS procedures, statements, etc. for Probability density function & Copulas. I am new to SAS as well as advanced Statistics & Econometrics. Relevant links and pdfs (with examples) would also suffice. Thank you in advance.

dhir · ‎09-12-2017

Hello, I need to add variables in an existing dataset, assign values to one of them based on condition. Then sort the dataset based date & time (in that order) and add serial no. to the observation. The input and output required are shown in the attached excel. Tried writing a code using input, assign statement but could not achive the desired output. Thank you in advance.

dhir · ‎07-24-2017

Hi, I have a dataset where variable 'Timestamp' has observations like 15189430314595 15443763999343 15443763999343 15486949615495 in a sequence. This is in nanoseconds as per the description of the database. I want to convert these variables in date (mm/dd/yyyy) & time (hh:mm:ss) format. Thanks in advance.

dhir · ‎07-22-2017

Thank you, both the programs worked. All the obs of "longer dataset" are added & corresponding cells are blank (.)

dhir · ‎07-22-2017

Hi, I want to add a column (with observations) to an existing dataset. TEST1.xls has variables VOLS & VOIB and TEST2 has PROBS. with equal no. of observations. The output should have 3 variable VOLS VOlB PROBS with all observations in both datasets. Even if no. of observations are unequal data from the columns should be added in the same sequence. Thanks in advance, Regards, Dhir

dhir · ‎07-04-2017

Thank you, Tom.

dhir · ‎07-04-2017

Thank you, Cynthia.

dhir · ‎07-02-2017

Hi, Please find attached, I want to import 10-12 dataset in SAS Project with same variable formats and then append (add all obs) to create 1 single large dataset. Each time I import a file I have to define field attributes, can these be converted into a sort of template & applied which importing a new file. Am using SAS EG 6.1 (64bit) Thanks in Advance.

dhir · ‎07-02-2017

Hi mkeintz, Thank you for the reply. First part of code worked, need created but second part returned the attached error. I have changed the file names in your code: proc sort data=sasuser.sample out=sasuser.need; by number; run; data want; set sasuser.need (where=(region='A')) sasuser.need (where=(region^='A')); by number; if first.number then keeprec=if(region='A',1,0); retain keeprec; if keeprec; run; Help me correct any mistakes here. Thank you.

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Copulas in SAS (Vine, Realized, etc.)

Error while importing from csv 'Device is offline'

Re: Change variable name

Re: Add variables, assign values & sort

Change variable name

Re: Add variables, assign values & sort

Procedures for Probability density function & Copulas

Add variables, assign values & sort

Convert Timestamp to date & time

Re: Add column to existing dataset

Re: Change variable name

Re: Change variable name

Re: Change variable name

Re: Change variable name

Re: Add variables, assign values & sort

Copulas in SAS (Vine, Realized, etc.)

Error while importing from csv 'Device is offline'

Re: Change variable name

Re: Add variables, assign values & sort

Change variable name

Re: Add variables, assign values & sort

Procedures for Probability density function & Copulas

Add variables, assign values & sort

Convert Timestamp to date & time

Re: Add column to existing dataset

Add column to existing dataset

Re: Variable format while importing data

Re: Variable format while importing data

Variable format while importing data

Re: Filter data on a variable & unique observations