About toddtodd

toddtodd · ‎11-12-2013

Oleg, It worked perfectly. Thank you for the second email since making a daily data set was the key. Todd

toddtodd · ‎11-12-2013

I have a variable with 10 quarters of cash flow. It looks like the following: The variable in SAS is called Axiom. I want to calculate the IRR but I am not sure how. I looked it up but still confused. Thank you, Date Axiom 6/30/2013 ($17,601,671) 9/30/2013 $575,049 12/31/2013 $575,049 3/31/2014 $562,548 6/30/2014 $568,799 9/30/2014 $819,636 12/31/2014 $812,448 3/31/2015 $793,071 6/30/2015 $792,055 9/30/2015 $790,883 12/31/2015 $783,695 3/31/2016 $770,725 6/30/2016 $763,615 8/15/2016 $17,868,981

toddtodd · ‎10-30-2013

I have a data set, which is a balance sheet, that I imported from Excel that looks like: Variable Amount Gaming Equipment, Vehicles and Other Equipment 585860 Revenue 1000490 I successfully was able to import the above data set by using length variable $78 to include all the words in gaming, equipment, vehicles and other equipment. I would like to transpose the data set. I can successfully do so by doing the following. proc transpose data=work.BS out=BS_transpose; id variable; var Amount; run; The problem is that the variable name "Gaming Equipment, Vehicles and Other Equipment" is too long for SAS. How do I lengthen the variable name? Thank you, Todd

toddtodd · ‎08-02-2013

I just upgraded to SAS 9.3. I used the following to change daily values to one end of month value. It worked in 9.2 but it does not work in 9.3. Any idea why? proc timeseries data=work.MA out=MA_monthly plot=series; id date interval=month accumulate=last; var MA_alloc_daily; run; I get the following message: [Fatal Error] :1:8: The processing instruction target matching "[xX][mM][lL]" is not allowed. Internal Exception:org.xml.sax.SAXParseException: The processing instruction target matching "[xX][mM][lL]" is not allowed. org.xml.sax.SAXParseException: The processing instruction target matching "[xX][mM][lL]" is not allowed. at org.apache.xerces.parsers.DOMParser.parse(Unknown Source) at org.apache.xerces.jaxp.DocumentBuilderImpl.parse(Unknown Source) at com.sas.graphics.app.StatGraphSSR.parseXML(StatGraphSSR.java:499) at com.sas.graphics.app.StatGraphSSR.render(StatGraphSSR.java:197) Problem reading XML java.lang.NullPointerException at com.sas.graphics.applets.statgraph.StatGraph.getSessionLocale(StatGraph.java:3632) at com.sas.graphics.app.StatGraphSSR.render(StatGraphSSR.java:205) java.lang.NullPointerException ERROR: Physical file does not exist, C:\Users\Todd\AppData\Local\Temp\SAS Temporary Files\_TD9404_TFELDMANE6430_\_20C3F95075E4D4DA951C23DCEEC2DF6.bmp. ERROR: Physical file does not exist, C:\Users\Todd\AppData\Local\Temp\SAS Temporary Files\_TD9404_TFELDMANE6430_\_20C3F95075E4D4DA951C23DCEEC2DF6.bmp.

toddtodd · ‎07-16-2013

Thank you Udo. That worked.

toddtodd · ‎07-16-2013

For some reason I cannot figure this simple thing out. I am using proc expand to convert a daily time series into a monthly series. I do not want to fit the data using the variety of options. I would like to take the end of month value in the daily time series and use those value to create a monthly time series. However, I am not sure what option I use. Thank you, Todd

toddtodd · ‎07-15-2013

I will be working for a financial firm that performs valuations. They currently use all their models with Excel and 80% of the business requires standard models with no or little customization. I would live to automate the valuation modelling process by using either SAS or R. I am already a SAS user and I have not used R. However, R is free and more people seem to be using it. For automation purpose can I get any insight into which program is better suited.

toddtodd · ‎03-01-2013

Thank you. I will try the code out. The example was for one secid. I have 25,000 secid where some of the secid have over 2400 weeks of loss information.

toddtodd · ‎02-28-2013

Also, here is an example. Lhat_t = current loss_t * tmp2 + lhat_t-1 * tmp1 At each week lhat is calculated based on the lhat last week and the new current loss. tmp1= 0.986629 tmp2= 0.013371 Weekid current Loss lhat 1 0.0120 0.0120 2 0.0050 0.0119 3 0.0000 0.0117 4 0.0230 0.0119 I am trying to write the code below as a loop. data work.alldata_lhat; set work.alldata_lhat; by secid; if count=1 then oldlhat=current_loss; if count=1 then lhat=tmp1*oldlhat+tmp2*current_loss; oldlhat=lag(lhat);if count> 1 then lhat=tmp1*oldlhat+tmp2*current_loss; oldlhat=lag(lhat);if count> 2 then lhat=tmp1*oldlhat+tmp2*current_loss; oldlhat=lag(lhat);if count> 3 then lhat=tmp1*oldlhat+tmp2*current_loss; oldlhat=lag(lhat);if count> 4 then lhat=tmp1*oldlhat+tmp2*current_loss; oldlhat=lag(lhat);if count> 5 then lhat=tmp1*oldlhat+tmp2*current_loss; _loss;

toddtodd · ‎02-03-2013

Here is an example of the data set. The result is cash_interest. Not sure if my attempts will help. I kept getting weird results. I appreciate the comments. Cusip Date month Ending_Principal yield coupon Cash_Interest 05922KHH5 12/31/2012 0 45100000 0.053 0 $0 05922KHH5 1/31/2013 1 45100000 0.053 0.00245 $110,495 05922KHH5 2/28/2013 2 45100000 0.053 0.00245 $110,495 05922KHH5 3/31/2013 3 45100000 0.053 0.00509 $229,559 05922KHH5 4/30/2013 4 45100000 0.053 0.00463 $208,813 05922KHH5 5/31/2013 5 45100000 0.053 0.00528 $238,128 05922KHH5 6/30/2013 6 44000000 0.053 0.00594 $0 05922KHH5 7/30/2013 7 44000000 0.053 0.06 $0 07133AET5 12/31/2012 0 75000000 0.015 0 $0 07133AET5 1/31/2013 1 75000000 0.015 0.0037 $277,500 07133AET5 2/28/2013 2 75000000 0.015 0.00522 $391,500 07133AET5 3/31/2013 3 75000000 0.015 0.00742 $556,500 07133AET5 4/30/2013 4 75000000 0.015 0.00911 $683,250 07133AET5 5/31/2013 5 75000000 0.015 0.01277 $957,750 07133AET5 6/30/2013 6 75000000 0.015 0.01559 $0 07133AET5 7/31/2013 7 75000000 0.015 0.01621 $0 07133AET5 8/31/2013 8 75000000 0.015 0.014 $0 When

toddtodd · ‎02-03-2013

Thank you for the reply. The flag worked perfectly. I was trying to program a loop for a long time and ust out of curiosity how would a loop work? I could not figure it out. Thank you, Todd

toddtodd · ‎02-02-2013

I have a cross-sectional time series data set. I have a cusip and time id. I would like to write a loop that performs a calculation every time period until the stopping command for every cusip. For example the data set looks like this: Cusip Time Yield Coupon Principal x9900 1 0.02 0.01 10,000 x9900 2 0.02 0.015 10,000 x9900 3 0.02 0.022 10,000 5H33 1 0.03 0.025 5,000 5h33 2 0.03 0.033 5,000 5h33 3 0.03 0.029 5,000 I would like to write a loop that multiplies Principal times coupon for every time period (by cusipu) but stops when the coupon is greater than the yield. The reason I would like a loop is because I want the calculation of principal times coupon to stop permanently for a cusip when the coupon is greater than the yield. For example, for the cusip 5h33 the coupon is greater than the yield at time 2. So the calculation should stop at time 2. However, at time 3 the coupon is less than the yield. Without a loop the multiplication continues, however, I want it to stop. Any help please would be great. Todd Feldman Assistant Professor

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Re: Anyone know how to use the IRR function?

Anyone know how to use the IRR function?

How to change the length of a variable name?

Re: Proc Expand

Re: Proc Expand

Proc Expand

SAS or R.

Re: Not sure how to write a macro for the following

Not sure how to write a macro for the following

Re: SAS Macro Do Loop

Re: Proc Expand

Re: SAS or R.

Re: Anyone know how to use the IRR function?

Anyone know how to use the IRR function?

How to change the length of a variable name?

Re: Proc Expand

Re: Proc Expand

Proc Expand

SAS or R.

Re: Not sure how to write a macro for the following

Not sure how to write a macro for the following

Re: SAS Macro Do Loop

Re: SAS Macro Do Loop

SAS Macro Do Loop