thank you for your answer !! but i believe I really don't have duplicate dates within the same cross-section. when It is ordered by company name and date, the first lines of my table are these ones (where i don't see any duplicate) : datalines; 017187 31JAN2014 60101010 AGELLAN COMMERCIAL REIT 7.7170 2014 -1.009485011 017187 03FEB2014 60101010 AGELLAN COMMERCIAL REIT 7.8444 2014 -1.009485011 017187 11FEB2014 60101010 AGELLAN COMMERCIAL REIT 8.5922 2014 -1.009485011 017187 23JUL2014 60101010 AGELLAN COMMERCIAL REIT 8.6800 2014 -1.009485011 017187 24JUL2014 60101010 AGELLAN COMMERCIAL REIT 8.6790 2014 -1.009485011 and it still returns the error message : ERROR: The data set THESIS.DIVERSIFIED_RETURNS is not sorted in ascending sequence with respect to the time series ID. The current time period has date=31DEC2014 and the previous time period has date=31DEC2014 in cross section CONM=AGELLAN COMMERCIAL REIT. However, it would be really helpful if you could provide me with an example of proc timeseries, to try your solution thank you !!
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