Hi,   Using PROC REG I have managed to produce standard errors that are adjusted for heteroskedasticity using the HCC option.   However I don't know how to output the HCC adjusted t-stats to a table.   Here is my basic code which only prints the HCC adjusted t-stats, however I need a table so I can do some summary stats by month.   proc reg data=WORK.QUERY_FOR_CHARACTERISTICS_BY_LXI outest=CrossSectCharacter ADJRSQ TABLEOUT; model Prop_B_A100_Mean = Min_Rating_Mean Age_Mean lnInitialAmt_Mean / hcc; by YearMonth; run;   Essentially I need to add an option after the outest command.    Any help is very much appreciated! ... View more

Hi, We managed to work out how to calculate 52 week highs from daily stock market data. However we also need to work out how many days since the last 52 week high. Our data looks like this. It is 9m records so a little computationally intensive. 1168 21NOV2005 9.12 9.35 1168 22NOV2005 9.09 9.35 1168 23NOV2005 9.07 9.35 1168 24NOV2005 9.32 9.35 1168 25NOV2005 9.32 9.35 1168 28NOV2005 9.56 9.56 1168 29NOV2005 9.71 9.71 1168 30NOV2005 9.72 9.72 1168 01DEC2005 9.61 9.72 1168 02DEC2005 9.61 9.72 1168 05DEC2005 9.61 9.72 1168 06DEC2005 9.71 9.72 1168 07DEC2005 9.92 9.92 1168 08DEC2005 9.74 9.92 1168 09DEC2005 9.68 9.92 1168 12DEC2005 9.62 9.92 For example, on 6th December, the days since the last 52 week high would be 4. We need this for every date. Note that there will also been days with missing data i.e. no trade occurred. Many thanks for any assistance or direction! ... View more