fyear gvkey month trt1m 2010 1004 1 0.826806 2010 1004 2 -2.1148 2010 1004 3 9.43563 2010 1004 4 -1.77276 2010 1004 5 -19.1961 2010 1004 6 -15.0254 2010 1004 7 0.358423 2010 1004 8 -8.57143 2010 1004 9 21.4844 2010 1004 10 18.1136 2010 1004 11 11.4338 2010 1004 12 11.8485 2011 1004 1 -2.47543 2011 1004 2 1.86637 2011 1004 3 1.57567 2011 1004 4 -5.79004 2011 1004 5 1.34409 2011 1004 6 2.65252 2011 1004 7 8.5825 2011 1004 8 -19.5978 2011 1004 9 -29.3345 2011 1004 10 20.006 2011 1004 11 -8.37933 2011 1004 12 4.98357 2012 1004 1 10.9285 2012 1004 2 4.05852 2012 1004 3 -17.2336 2012 1004 4 -14.9315 2012 1004 5 -22.0065 2012 1004 6 11.8672 2012 1004 7 5.97181 2012 1004 8 4.71499 2012 1004 9 10.3495 2012 1004 10 -7.64312 2012 1004 11 1.78926 2012 1004 12 21.6146 2013 1004 1 1.31156 2013 1004 2 -6.79045 2013 1004 3 4.66705 2013 1004 4 -2.47417 2013 1004 5 12.318 2013 1004 6 9.57129 2013 1004 7 10.6233 2013 1004 8 3.5066 2013 1004 9 8.92786 2013 1004 10 7.40944 2013 1004 11 6.62568 2013 1004 12 -10.2819 2014 1004 1 -4.58765 2014 1004 2 8.44278 2014 1004 3 -10.2076 2014 1004 4 0.096339 2014 1004 5 -6.17761 2014 1004 6 13.4156 2014 1004 7 -2.12264 2014 1004 8 2.97398 2014 1004 9 -12.8159 2014 1004 10 10.0414 2014 1004 11 -3.28302 2014 1004 12 8.38861 2015 1004 1 3.43772 2015 1004 2 2.582 2015 1004 3 4.42177 2015 1004 4 -1.25407 2015 1004 5 -2.31481 2015 1004 6 7.88761 2015 1004 7 -15.2024 2015 1004 8 -9.72171 2015 1004 9 -22.0304 2015 1004 10 20.0053 2015 1004 11 8.24152 2015 1004 12 7.04397 2016 1004 1 -19.7984 2016 1004 2 1.3327 2016 1004 3 9.30014 2016 1004 4 3.63128 2016 1004 5 1.5391 2016 1004 6 -4.38345 2016 1004 7 3.83462 2016 1004 8 1.86258 2016 1004 9 27.2653 2016 1004 10 2.95338 2016 1004 11 14.6721 2016 1004 12 -10.4093 2010 1013 1 -14.4928 2010 1013 2 19.3974 2010 1013 3 15.2997 2010 1013 4 9.43912 2010 1013 5 3.25 2010 1013 6 -10.2906 2010 1013 7 71.7949 2010 1013 8 -0.39277 2010 1013 9 -0.07886 2010 1013 10 0.157853 2010 1013 11 0.236407 2010 1013 12 0.235849 2010 1045 1 -10.4787 2010 1045 2 32.8035 2010 1045 3 -0.87051 2010 1045 4 -18.9901 2010 1045 5 3.92954 2010 1045 6 -11.6037 2010 1045 7 4.42478 2010 1045 8 -13.5593 2010 1045 9 2.45098 2010 1045 10 25.8373 2010 1045 11 8.49176 2010 1045 12 -8.99533 I want to calculate cumulative quarterly return from this monthly return data. Please let me know which sas code I should use. For example, I want calculate 4 quarter return for a year. q1ret= (1+trt1m1)*(1+trt1m2)*(1+trt1m3) Thank you.
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