Hi, First of all, thank you sooooooo much for your help. And then, please forgive my poor English. Although I have learned English for a long time, I can't express my mind clearly. I want to calculate the rate of return for five minutes, for example the yield between 9:30 and 9:35. I did it like this: data tt; set tt; yield=dif(clsprc)/lag(clsprc); run; but this programming didn't consider the factor of date.
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