Actually, there was a previous response that you put that I missed: "Hello, I have read your initial post again. And now I think I understand ... 🤔 🤔 You would just like to study the relationship between the stock price and the financial ratio's, right? In that case, build one observation per company and then do a regression-based model with PROC REG or PROC GENMOD (dependent on the stock price distribution) or any of the other SAS/Stat regression procedures. To get one observation for a company you need to transpose and compress the input time series with time series dimension reduction techniques. You can use PROC TSMODEL for that. Time Series Dimension Reduction (TSDR) is extremely popular in Time Series Data Mining (TSDM). It allows you to use time series as predictors in cross-sectional data". I will apply that. Thank you for your help!
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