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ivanpersie
‎07-12-2018
  • 30 Posts
  • 6 Likes Given
  • 0 Solutions
  • 0 Likes Received

Re: Rename observation

by Fluorite | Level 6 in SAS Procedures
‎07-08-2018 01:05 AM
‎07-08-2018 01:05 AM
@novinosrin wrote: try   data want; set have; new_var=substr(_name_,1,length(strip(_name_))-3); drop _name_; run; Thanks a bunch. It worked well. ... View more

Rename observation

by Fluorite | Level 6 in SAS Procedures
‎07-08-2018 12:39 AM
‎07-08-2018 12:39 AM
Hi guys. I have upload some sample data which has 3 variables i.e Date, NAME OF FORMER VARIABLE, and COL1. I would like eliminate "_P_" on every observation under the variable "NAME OF FORMER VARIABLE". How can i get this done with lots of observations. Looking forward to your positive responses.   Date NAME OF FORMER VARIABLE COL1 01/01/2007 VT_VIC_P_ 50000 01/01/2007 VT_VNM_P_ 50000 01/01/2007 VT_VCB_P_ 50000 01/01/2007 VT_GAS_P_ 50000 01/01/2007 VT_BID_P_ 50000 01/01/2007 VT_HPG_P_ 50000 01/01/2007 VT_MSN_P_ 50000 01/01/2007 VT_CTG_P_ 50000 01/01/2007 VT_BVH_P_ 50000 01/01/2007 VT_MBB_P_ 50000 01/01/2007 VT_CTD_P_ 50000 01/01/2007 VT_DXG_P_ 50000 01/01/2007 VT_DIG_P_ 50000 01/01/2007 VT_FPT_P_ 50000 01/01/2007 VT_GMD_P_ 50000 ... View more

Transpose data

by Fluorite | Level 6 in SAS Programming
‎07-07-2018 11:04 PM
‎07-07-2018 11:04 PM
Hi guys. I have the following data (attached)  and i would like it to be stacked up in one column. Its monthly price data for different companies (represented by company codes). Apparently each company occupies its own column but i want all companies to be stacked up in one column and also align with the respective dates. How can i do this in SAS 9.4. i appreciate your help.   Sample data   Date VT:VIC(P) VT:VNM(P) VT:VCB(P) VT:GAS(P) 2014/12/1 28411.75 69096.69 20888.86 85000 2014/11/1 28762.52 72916.13 20888.86 105000 2014/10/1 28937.89 74305 19555.53 109000 2014/9/1 34199.33 77082.75 20740.71 124000 2014/8/1 29682.32 78124.06 19111.08 111000 2014/7/1 25357.74 70601 19259.23 111000 2014/6/1 26537.17 71758.44 18679.63 96500 2014/5/1 25554.31 80438.88 18550.8 99500 2014/4/1 28502.89 81596.25 20032.29 83000 ... View more

Re: Eliminate stocks that do not have continuous past 22 days returns ...

by Fluorite | Level 6 in SAS Programming
‎10-22-2017 07:07 AM
‎10-22-2017 07:07 AM
HI @ChrisNZ Your code was helpful. Thanks a bunch. ... View more

Re: Eliminate stocks that do not have continuous past 22 days returns ...

by Fluorite | Level 6 in SAS Programming
‎10-22-2017 07:05 AM
‎10-22-2017 07:05 AM
Hi Ksharp. Thanks for your help. I really appreciate. Actually the data i gave you was a sample, so that's why probably it did not return data. Otherwise with the full data i have here, it all working. Thanks again. ... View more

Eliminate stocks that do not have continuous past 22 days returns data...

by Fluorite | Level 6 in SAS Programming
‎10-18-2017 12:07 AM
‎10-18-2017 12:07 AM
Hi guys, I am sorting stock market data. Part of the process is to eliminate stocks that do not have continuous past 22 days daily returns data in a particular month. How can i code this down? I only wanna stay with stocks with that have data for continuous 22 days for every month. Please find attached data file     ... View more

Re: The S.D. of returns calculated using a trailing twelve monthly ret...

by Fluorite | Level 6 in SAS Programming
‎05-28-2015 08:10 AM
‎05-28-2015 08:10 AM
Hi. i dont get the same result when i cross check in Excel sheet. I want to use the past 12 months returns to compute the standard deviation. So for each month the trailing standard deviation = S.D of previous 12 months. ... View more

The S.D. of returns calculated using a trailing twelve monthly returns

by Fluorite | Level 6 in SAS Programming
‎05-28-2015 03:54 AM
‎05-28-2015 03:54 AM
Hi guys, I have stock returns data for so many stocks/Tickers. Out of these returns, i want to compute standard deviation using trailing twelve months returns. What code can i use to get this? ticker date Return MC:AFI 01/02/2012 0.119293 MC:AFI 01/03/2012 -0.04931 MC:AFI 02/04/2012 0.003213 MC:AFI 01/05/2012 0.058013 MC:AFI 01/06/2012 0.081692 MC:AFI 02/07/2012 -0.01738 MC:AFI 01/08/2012 0.031073 MC:AFI 03/09/2012 -0.04876 MC:AFI 01/10/2012 -7.7E-18 MC:AFI 01/11/2012 -0.00358 MC:AFI 03/12/2012 -1.7E-18 MC:AFI 01/01/2013 -0.01807 MC:AFI 01/02/2013 -0.01294 MC:AFI 01/03/2013 0.016577 MC:AFI 01/04/2013 -3.4E-19 MC:AFI 01/05/2013 -0.01843 MC:AFI 03/06/2013 0.071997 MC:AFI 01/07/2013 -0.01888 MC:AFI 01/08/2013 0.000167 MC:AFI 02/09/2013 -0.01898 MC:AFI 01/10/2013 0.030281 MC:AFI 01/11/2013 -0.0113 MC:AFI 02/12/2013 0.062201 MC:AFI 01/01/2014 -0.03606 MC:AFI 03/02/2014 -0.00744 MC:AFI 03/03/2014 0.027423 MC:AFI 01/04/2014 0.028399 MC:AFI 01/05/2014 0.049554 MC:AFI 02/06/2014 0.021179 MC:ALM 02/11/1998 -0.06051 MC:ALM 01/12/1998 0.086504 MC:ALM 01/01/1999 -0.08341 MC:ALM 01/02/1999 -0.0093 MC:ALM 01/03/1999 -0.01582 MC:ALM 01/04/1999 -0.04226 MC:ALM 03/05/1999 0.003297 MC:ALM 01/06/1999 0.026105 MC:ALM 01/07/1999 0.094456 MC:ALM 02/08/1999 0.03068 MC:ALM 01/09/1999 -0.00608 MC:ALM 01/10/1999 0.006082 MC:ALM 01/11/1999 5.25E-19 MC:ALM 01/12/1999 -0.03381 MC:ALM 03/01/2000 -6.9E-18 MC:ALM 01/02/2000 -0.07148 MC:ALM 01/03/2000 0.105293 MC:ALM 03/04/2000 -0.0544 MC:ALM 01/05/2000 0.03913 MC:ALM 01/06/2000 -0.05202 MC:ALM 03/07/2000 -0.02296 MC:ALM 01/08/2000 0.076617 MC:ALM 01/09/2000 0.040158 MC:ALM 02/10/2000 -0.00632 MC:ALM 01/11/2000 -0.12292 MC:ALM 01/12/2000 0.126085 MC:ALM 01/01/2001 -0.07033 MC:ALM 01/02/2001 0.081329 MC:ALM 01/03/2001 0.11498 MC:ALM 02/04/2001 -0.12282 MC:ALM 01/05/2001 0.020262 MC:ALM 01/06/2001 -0.09375 MC:ALM 02/07/2001 0.008857 MC:ALM 01/08/2001 0.001888 MC:ALM 03/09/2001 -0.06694 MC:ALM 01/10/2001 -0.1578 MC:ALM 01/11/2001 0.114995 MC:ALM 03/12/2001 -0.07123 MC:ALM 01/01/2002 -0.0996 MC:ALM 01/02/2002 7.54E-18 MC:ALM 01/03/2002 -0.12672 MC:ALM 01/04/2002 -0.05835 MC:ALM 01/05/2002 0.039278 MC:ALM 03/06/2002 0.005442 MC:ALM 01/07/2002 -0.00833 MC:ALM 01/08/2002 0.066769 MC:ALM 02/09/2002 0.017166 MC:ALM 01/10/2002 0.065583 MC:ALM 01/11/2002 -0.00793 MC:ALM 02/12/2002 -0.04925 MC:ALM 01/01/2003 0.113764 MC:ALM 03/02/2003 0.106617 MC:ALM 03/03/2003 4.69E-18 MC:ALM 01/04/2003 0.03095 MC:ALM 01/05/2003 0.120911 MC:ALM 02/06/2003 0.070482 MC:ALM 01/07/2003 0.040185 MC:ALM 01/08/2003 0.073979 MC:ALM 01/09/2003 0.0591 MC:ALM 01/10/2003 -4E-18 MC:ALM 03/11/2003 0.016197 MC:ALM 01/12/2003 -0.01129 MC:ALM 01/01/2004 0.14689 MC:ALM 02/02/2004 0.141561 MC:ALM 01/03/2004 0.014553 MC:ALM 01/04/2004 0.133983 MC:ALM 03/05/2004 -0.04194 MC:ALM 01/06/2004 0.00085 MC:ALM 01/07/2004 0.032334 MC:ALM 02/08/2004 0.006762 MC:ALM 01/09/2004 -0.11341 MC:ALM 01/10/2004 -0.07478 MC:ALM 01/11/2004 0.021581 MC:ALM 01/12/2004 0.070716 MC:ALM 03/01/2005 0.037824 MC:ALM 01/02/2005 0.056945 MC:ALM 01/03/2005 0.030057 MC:ALM 01/04/2005 -0.02669 MC:ALM 02/05/2005 0.024505 MC:ALM 01/06/2005 0.002185 MC:ALM 01/07/2005 0.066808 MC:ALM 01/08/2005 0.04384 MC:ALM 01/09/2005 -0.02118 MC:ALM 03/10/2005 0.045959 MC:ALM 01/11/2005 0.059406 MC:ALM 01/12/2005 0.026583 MC:ALM 02/01/2006 0.241707 MC:ALM 01/02/2006 0.027552 MC:ALM 01/03/2006 -0.0079 MC:ALM 03/04/2006 0.038869 ... View more

Re: Significance level at 1% 5% 10%

by Fluorite | Level 6 in SAS Programming
‎04-22-2015 08:26 PM
‎04-22-2015 08:26 PM
Hi Rick, because am replicating a previous study and they  used t statistics. So i was wondering in SAS. how i tell the significance level for the t statistics rather than p value ... View more

Re: Significance level at 1% 5% 10%

by Fluorite | Level 6 in SAS Programming
‎04-21-2015 10:54 PM
‎04-21-2015 10:54 PM
Yes i would like to report significance levels at 0.01 0.05  and 0.1 in the Proc reg statement. Is that possible ... View more

Significance level at 1% 5% 10%

by Fluorite | Level 6 in SAS Programming
‎04-21-2015 02:14 PM
‎04-21-2015 02:14 PM
Hi there, i would like to have the different level of significance reported in my regression results. How do i do this stata? The second question is how do i report my regression results in Excel organised format. ... View more

Rank data in Tertiles

by Fluorite | Level 6 in SAS Programming
‎03-23-2015 07:10 AM
‎03-23-2015 07:10 AM
Hi there, i have a long list of data that i want to divide in 3 equal portions (With two cut off points). How can i program this in Sas. For instance if the data is  1 2 3 4 5 6 7 8 9 19 30 89 78 98. ... View more

Re: Monthly stock returns from monthly prices

by Fluorite | Level 6 in SAS Programming
‎03-17-2015 01:22 PM
‎03-17-2015 01:22 PM
Just another step, how do i compute the trailing/rolling standard deviation for the returns i have generated for the different Tickers/stocks ... View more

Re: Monthly stock returns from monthly prices

by Fluorite | Level 6 in SAS Programming
‎03-17-2015 01:03 PM
‎03-17-2015 01:03 PM
Thanks a bunch. It worked out well. ... View more

Re: Monthly stock returns from monthly prices

by Fluorite | Level 6 in SAS Programming
‎03-17-2015 12:44 PM
‎03-17-2015 12:44 PM
Return = Ln(Price t/ Price t-1)...where price t is today's price and price t-1 is previous month price of a given ticker. ... View more
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