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adamlvkvist
‎02-05-2021
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Re: Dataset - Require a variable to occur at least n times

by Calcite | Level 5 in SAS Programming
‎02-05-2021 06:18 AM
‎02-05-2021 06:18 AM
Two; the first reduces the full data set so each CUSIP occurs at least 30 times during the time range, the second data set reduces the first further so each CUSIP only "trades" once a day and the price is the average daily price. There should be 30 occurences of CUSIP in the entire time range and not within each trade date, correct? - Exactly! 🙂 ... View more

Dataset - Require a variable to occur at least n times

by Calcite | Level 5 in SAS Programming
‎02-05-2021 05:21 AM
‎02-05-2021 05:21 AM
I have a dataset of bond transactions and want each bond to occur at least 30 times during my time range. There is one variable that is unique for each bond (an CUSIP Id) that I should be able use to see if the bond occurs n times. In other words, from my (full) dataset I would like to create a new dataset that only contains bonds that trades n times. Additionally, from this new dataset, I would like to calculate the average daily bond price. Thus, I need to see how many times an bond is traded during one day, compute average price and create a new dataset with the average prices and only one "trade" per day.    Could anyone please help a beginner?   ... View more
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