This is what I have for TWX (excluding the part where i imported the data): roc sort data = TWX;
by date;
format date worddate20.
open dollar15.2
high dollar15.2
low dollar15.2
close dollar15.2
volume comma15.;
run;
proc sql;
alter table TWX
add Ticker char label = 'Stock Ticker Symbol';
update TWX
set Ticker = 'TWX';
quit;
proc sql;
create table TWX as select
*,
(monotonic() - min(monotonic()) + 1) AS RowIndex label = 'Trading Day Index'
from TWX;
quit;
proc sql;
create table TWX as select
a.*,
b.close as LagClose,
b.RowIndex as LagIndex
from TWX as a left join TWX as b
on a.Ticker = b.Ticker and (a.RowIndex - 1) = (b.RowIndex);
quit;
proc sql;
create table TWX as select
Ticker,
Date,
open,
high,
low,
close,
volume,
LagClose,
(close - LagClose)/LagClose as return format = percentn8.3 label = 'Daily Return'
from TWX;
quit; And I want my merged table to have 3 columns (Date, TWX Daily Returns, GSPC Daily Returns), so i can perform regression of TWX against GSPC.
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