First time asking for help with SAS (not much experience using it). I pulled cumulative returns on the industries within the Consumer Discretionary Sector and not wish to make a long/short portfolio going long in the best performing industry while going short in the worst performing industry. The code I made is
data SLPort;
merge Textile3(in=a rename=_freq_=L_N) Automobile3(in=b rename=_freq_=S_N) class.ff_factors(in=c);
by date;
if a and b and c;
S_L = gind252030_ewret - gind251020_ewret;
format gind252030_ewret gind251020_ewret S_L percentn8.2;
run;
proc reg data=SLPort;
model S_L=mktrf smb hml umd;
run;
however when I try to run the code, I receive and error saying that, The variable _NAME_ or _TYPE_ exists in a data set that is not TYPE=CORR, COV, SSCP, etc
Any help would be terrific! Also apologies if I posted this in the wrong location with the wrong subject
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