Also If I have two data first one has say like below: permno  date 12345    20141111 23456    20141113 the second one has like below: permno date 34567 20141111 45678 20141111 and I want permno   date 12345  20141111 23456  20141113 34567  20141111 45678  20141111 how could I do? ... View more

date d1 (rename=(eventdate=date)); set d1; proc sort data=d1; set d1; by sic date permno1; proc sort data=d2; set d2; by sic date permno2; data merge; merge d1 d2; by sic; where date>=date-10 and date<=date+10; ... View more

I don't only want data from d1 I only want the date from d1 and other data from d2. So with a large dataset with say three variables need to match (sic permno eventdate date) d1 has sic permno1 eventdate d2 has sic permno2 date I can use: rename to make eventdate=date then: proc sort data=d1; set d1; by sic permno1 date; proc sort data=d2; set d2; by sic permno2 date; then I want sic are same, permno1<>permno2, and eventdate-10<=date<=eventdate+10 what should I write? data merge; merge d1 d1; by sic date;? or the order should be by sic date permno1; by sic date permno2? ... View more

And what if I have dataset like below that d1 not change but d2 contain permno1, and d2 contain permno with different date from 1996 till now first one has say like below: permno1  date 12345    20141111 23456    20141113 the second one has like below: permno2 date 12345 20141111 23456 20141111 34567 20141111 45678 20141111 56789 20141111 12345 20141113 23456 20141113 34567 20141113 67890 20141113 I want to get: where permno1<>permno2 permno1 permno2 date 12345    23456   20141111 12345    34567   20141111 12345    45678   20141111 12345    56789   20141111 23456    12345   20141113 23456    34567   20141113 23456    67890   20141113 How should I write the code? proc sql; create table d as select a.permno1, b.permno2, b.date from d1 as a, d2 as b where a.date-10<=b.date<=a.date+10 and a.permno1<>b.permno2; then what if there are 1billion data? it will take a long time to finish the sql. ... View more

so if I want to get a event window [-10,10] suppose in d2, there are not only date in d1, but also other dates. then proc sql; create table d as select a.permno1, b.permno2, b.date from d1 as a, d2 as b where a.date-10<=b.date<=a.date+10; ?? ... View more

you mean? I am a beginner proc sql; create table d as select a.*, b.permno2 from d1 as a, d2 as b where a.date=b.date; ??? ... View more