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TorTheHammer
‎03-28-2018
  • 8 Posts
  • 3 Likes Given
  • 0 Solutions
  • 0 Likes Received

Re: Noprint in Proc Model

by Super User in SAS Programming
‎03-19-2018 11:10 AM
2 Likes
‎03-19-2018 11:10 AM
2 Likes
Look at ODS SELECT and ODS EXCLUDE. It allows you to control the output and suppressing the output can speed up your processes. ... View more

Exchange codes WRDS

by Fluorite | Level 6 in SAS Data Management
‎02-08-2018 12:31 PM
‎02-08-2018 12:31 PM
Hey, I know this isn't a programming question and etc., but WRDS support uses so long time to answer me so I post it here as well.  I've a problem regarding WRDS data with regards of the exchange codes.  To make it short;  I've a CRSP file and a Compustat file.  Say that one permno/stock has an EXCHCD of 3(CRSP FILE) and HEXCD of 2 (In the CRSP file), which is different from each others - which one of those two should I use? I only want AMEX stocks so that I can merge it later with the Compustat file (Which for that permno has exchange code of 2).  2 = AMEX 3 = NASDAQ ... View more

Re: Growth rate and ranking

by Diamond | Level 26 in SAS Programming
‎06-09-2017 12:11 PM
1 Like
‎06-09-2017 12:11 PM
1 Like
You may need an if as well: data have; input YEAR ID Growth_Rate; datalines; 1963 1 1 1964 1 2 1965 1 2 1966 1 3 1967 1 0.5 1968 1 5 1969 1 6 1970 1 7 ; run; data want; set have; by id; array rank{5} 8.; if first.id then call missing(of rank:); if id=lag1(id) then rank{1}=lag1(growth_rate); if id=lag2(id) then rank{2}=lag2(growth_rate); if id=lag3(id) then rank{3}=lag3(growth_rate); if id=lag4(id) then rank{4}=lag4(growth_rate); if id=lag5(id) then rank{5}=lag5(growth_rate); call sortn(of rank:); run; ... View more

Re: Ranking

by Fluorite | Level 6 in SAS Programming
‎06-07-2017 06:36 PM
‎06-07-2017 06:36 PM
Yes, this is what I want. Sorry for bad "writing" about it 🙂  Sorry for asking rude, but can you help me about it?:) ... View more

Re: Rolling average returns

by Fluorite | Level 6 in SAS Programming
‎06-04-2017 06:08 PM
‎06-04-2017 06:08 PM
First of all, thank you very much for your response! Yes, I want yearly average returns (From the monthly). Otherwise, yes I want geometric mean.  Thank you 😄  ... View more
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