cancel
Turn on suggestions
Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.
Showing results for 
Search instead for 
Did you mean: 
mspak
‎03-26-2017
  • 162 Posts
  • 11 Likes Given
  • 1 Solutions
  • 6 Likes Received
About
Accounting and Corporate finance

Re: Select most recent row with value

by Quartz | Level 8 in SAS Programming
‎03-27-2017 07:06 PM
‎03-27-2017 07:06 PM
The sale_dec is an indicator or dummy value, therefore it is either 1 0r 0. The saledec or saleinc are logarithms transformation value, therefore, they include both positive and negative values. ##- Please type your reply above this line. Simple formatting, no attachments. -## ... View more

Re: Select most recent row with value

by Quartz | Level 8 in SAS Programming
‎03-26-2017 10:04 AM
‎03-26-2017 10:04 AM
Thank you Ksharp for helps. This code is really useful. Have a nice day! ... View more

Re: Select most recent row with value

by Quartz | Level 8 in SAS Programming
‎03-25-2017 10:29 AM
‎03-25-2017 10:29 AM
Hi,   The dataset is as follows: GVKEY  FYEARQ   FQTR       DATACQTR    SALE_DEC     SALEDEC                   SALEINC 001004  2011          1              2011Q3                1               4.0787026566                    . 001004  2011          2              2011Q4                1               .                                          . 001004  2011         3               2012Q1                0               .                                  -0.017301069 001004  2011         4               2012Q2                0               .                                  0.2664100989 001004  2012         1               2012Q3               1                                                  1.8067205327 . 001004  2012         2               2012Q4               1                .                                     . 001004  2012         3               2013Q1               0                .                                  1.9264163544 001004  2012         4               2013Q2               0                .                                  -0.188650692   With the above dataset, I would like to find the most recent quarter's sales decrease and most recent quarter's sales increase.      For example, the most recent quarter with a sales decrease for year 2011 and 2012 would be 4.01787...as this is the only sales decrease over the last 8 quarters.    The most recent sales increase for year 2011 would be 0.2664100989 as this is the latest value for sales increase over the last 8 quarters for year 2011. The value for the latest sales increase for 2012 would be -0.18865.    The most recent "sales decrease" event not neccessarily happen in the quarter 4 as the firm might experience the last "sales decrease" event during quarter 1 of previous year.    I wish the output as follows: GVKEY  FYEARQ     SALEDEC            SALEINC 001004   2011          4.0787026566       0.2664100989 001004   2012          4.0787026566        -0.188650692   I hope that this make it clearer.    Thank you for any suggestions.    Regards, MSPAK ... View more

Select most recent row with value

by Quartz | Level 8 in SAS Programming
‎03-25-2017 06:31 AM
‎03-25-2017 06:31 AM
Dear all,   I have a dataset with following variables:   Gvkey = company identification code fyearq= fiscal year fqtr=fiscal quarter sale_dec= indicator value = 1 if sales decrease; else it is equals to 0 saledec= value of decrease saleinc = value of increase   I would like to find: 1. the most recent quarter with a sales decrease and its valueof decrease 2. the most recent quarter with a sales increase and its value of increase   for each fiscal year. The selection of the most recent quarter is based on the last 7 quarters (q-7) plus the current quarter (q).   Thank you and hope to receive a solution soon.   mspak ... View more

Re: Optimal Lag length

by Quartz | Level 8 in SAS Forecasting and Econometrics
‎03-11-2017 11:20 PM
‎03-11-2017 11:20 PM
Can anyone here to suggest/provide sample SAS program code for this purpose?   Thank you.   MSPAK ... View more

Optimal Lag length

by Quartz | Level 8 in SAS Forecasting and Econometrics
‎03-11-2017 09:06 PM
‎03-11-2017 09:06 PM
Dear all,   I would like to calculate the optimal lag length for a variable. I notice that it is possible by using Microfit as shown in this link (https://nomanarshed.wordpress.com/2014/11/16/a-manual-for-ardl-approach-to-cointegration/).   I would like to know whether this calculation be done using SAS codes?   Thank you.   MSPAK ... View more

Creating zipcodes with FIPS codes

by Quartz | Level 8 in SAS Procedures
‎01-22-2017 09:10 AM
‎01-22-2017 09:10 AM
Dear all,   I have a file (attached) with US's FIPS codes. I would like to obtain all the possible zipcodes for each FIPS code. May I know how can I do that?   Thank you. ... View more

Re: Interpolation

by Quartz | Level 8 in SAS Programming
‎01-20-2017 07:26 AM
‎01-20-2017 07:26 AM
Thank you for the solution. Both of the programs work well. However, the imputed figures as a result of linear interpolation is slightly different. ... View more

Interpolation

by Quartz | Level 8 in SAS Programming
‎01-20-2017 05:54 AM
‎01-20-2017 05:54 AM
Dear all,   I would liek to perform interpolation for my data attached.  Identification code = FIPS Time period = Year 7 Variables of interest: assn nccs pvote respn sc_score  stdsc_score Available data for year 1990, 1997, 2005 and 2009. Missing data: 1991 - 1996; 1998 - 2004; 2006 - 2008   I would like to linearly interpolate the missing data.   Anyone can help?   Thanks.   Regards, MSPAK ... View more

Re: Proc Panel Warning message

by Quartz | Level 8 in SAS Forecasting and Econometrics
‎01-04-2017 12:48 AM
‎01-04-2017 12:48 AM
Dear Bobby,   Thank you for your reply.   I have deleted missing variables due to proc panel lags generation before running GMM using proc panel. If the missing variables are available in the dataset, it is impossible for me to get the results from proc panel GMM. I am able to view all the results except for the AR test.   Since I set the Maxband in the proc panel, I am not sure whether it is due to the lagged variables generated by the proc panel GMM model?   Thank you. ... View more

Re: GMM Estimation

by Quartz | Level 8 in SAS Forecasting and Econometrics
‎12-30-2016 01:22 AM
‎12-30-2016 01:22 AM
Dear bobby_sas,   I also encountered the same problem and receive the following warnings:   WARNING: The ARTEST test cannot be calculated for one or more lags due to missing values in the response and/or explanatory variable.   However, I am still unsure how to solve the problem by reading the posts in this forum. Could you please share with me as I need to get the AR1 and AR2 test results.   Thank you.   MSPAK ... View more

Proc Panel Warning message

by Quartz | Level 8 in SAS Forecasting and Econometrics
‎12-28-2016 07:12 AM
‎12-28-2016 07:12 AM
Dear all,   I ran a program using proc panel: proc panel data=rd5; instruments depvar; model RD = LAGRD RDRD MB SGWTH CASH_AT1 CHG_WC STKISSUES CHG_CHOLD DBRISSUES YR01 YR02 YR03 YR04 YR05 YR06 YR07 YR08 YR09 YR10-YR15 IND01 IND04 IND05 IND06 IND07 IND08 IND09 IND10 / gmm nolevels twostep maxband=10 artest = 2; id gvkey fyear; run;   I would like to know the AR test result, however, the log showed: WARNING: The ARTEST test cannot be calculated for one or more lags due to missing values in the response and/or explanatory variable.   Can anyone provide a soultion to fix the problem?    My another question is the MAXBAND option in proc panel: MAXBAND=integer specifies the maximum number of time periods (per instrumental variable) that are allowed into the moment condition.   If I specify as 10, does it mean that estimation is by system GMM with lagged levels dated t-10 used as instruments for equation in differences and lagged differences dated t-10 used as instruments for equation in levels?   Thank you.    Hope to find a solution soon.      ... View more

Re: Merging data

by Quartz | Level 8 in SAS Programming
‎11-23-2016 04:11 AM
‎11-23-2016 04:11 AM
I can't see difference on the abrevation between two files. I might just convert it to excel and do it manually. ... View more

Re: Merging data

by Quartz | Level 8 in SAS Programming
‎11-20-2016 09:59 AM
‎11-20-2016 09:59 AM
If I used the following code, no row is generaed:   PROC SQL; CREATE TABLE testAS SELECT a.*, b.* FROM B a, A b WHERE (b.fyear = a.failureyr AND b.state = a.bankSTATE); quit: ... View more

Re: Merging data

by Quartz | Level 8 in SAS Programming
‎11-20-2016 09:46 AM
‎11-20-2016 09:46 AM
Hi again,   If you open the output, you will notice that the GVKEY variable are all blank. I need the gvkey.    ... View more
Contact Me
Online Status
Offline
Date Last Visited
‎03-26-2017 10:35 AM
Likes given to
Quick links