About kimx0961

kimx0961 · ‎09-05-2016

Thank you for your kind response It will be grateful if you can provide further guidance regarding how to obtain annual holding return in three months after fiscal year-end. How can I revise your code that produces annual buy and hold return using monthly return. For instance, if fiscal year-end is 12/31/2014, beginning date (begdate): 04/01/2014 ending date (enddate)? : 03/31/2015 Thanks again for your help

kimx0961 · ‎09-02-2016

Hi, I would like to compute annual buy and hold return using monthly return like the following. annual ruturn = (1+January return)(1+February return)(1+March return)-----(1+December return) - 1 The data structure I have is as follows: gvkey year month monthly return 00001 2000 1 0.002 00001 2000 2 0.001 00001 2000 3 0.003 Do you have a simple SAS code I can refer using retain statement (without using macro)? Thank you for your help

kimx0961 · ‎01-11-2016

Hi Reeza, Do you have a suggested code for picking up consecutive observations of three years? Thank you very much

kimx0961 · ‎01-11-2016

Hi Reeza, Yes. the 3 years should be consecutive. Thank you for your help

kimx0961 · ‎01-11-2016

Hi, The following code enables me to capture observations with the number of variable 'emps5' is greater than 3. proc sql; create table want select * from have group by gvkey having count(emps5)>=3; quit; Is there any condition should be incldued in the code that the three years are consecutive? Thank you for your help

kimx0961 · ‎01-08-2016

Thanks The following code works well. proc sql; create table want select * from have group by gvkey having count(emps5)>=3; quit; Is there any condition should be incldued in the code that the three years are consecutive? Thanks again

kimx0961 · ‎01-07-2016

The following dataset shows that the firm with gvkey 1011 has four observations that 'emps5' variable is available and the firm with gvkey 1012 has 0 observation that 'emps5' variable is available. Is there any sas program that picks only firm-observations per each firm that at least three observations of 'emps5' variables are avaiable using 'sql' statement? Thank you for your help gvkey 001011 fyear 1988 . emps5 001011 1989 . 001011 1990 . 001011 1991 0.01495 001011 1992 0.01378 001011 1993 0.01339 001011 1994 0.01415 001012 1988 . 001012 1989 .

kimx0961 · ‎01-06-2016

Yes. The error message comes out again. 77 data s3; set s2; 78 lag_txpd = lag(txpd); 79 if gvkey ne lag(gvkey) then lag_txpd = .; 80 lag2_txpd = lag2(txpd); 81 if gvkey ne lag2(gvkey) then lag2_txpd = .; 82 lag3_txpd = lag3(txpd); 83 if gvkey ne lag3(gvkey) then lag3_txpd = .; 84 lag4_txpd = lag4(txpd); 85 if gvkey ne lag4(gvkey) then lag4_txpd = .; 86 lag5_txpd = lag5(txpd); 87 if gvkey ne lag5(gvkey) then lag5_txpd = .; run; ERROR: An exception has been encountered. Please contact technical support and provide them with the following traceback information: The SAS task name is [DATASTEP] ERROR: Read Access Violation DATASTEP Exception occurred at (04937817) Task Traceback Address Frame (DBGHELP API Version 4.0 rev 5) 0000000004937817 000000000AB5A1F0 sasxkern:tkvercn1+0x667D7 000000000493BD28 000000000AB5A320 sasxkern:tkvercn1+0x6ACE8 00000000049366B0 000000000AB5A3C0 sasxkern:tkvercn1+0x65670 0000000004B1E4F0 000000000AB5A3C8 sasyh:tkvercn1+0x2D4B0 0000000004B1D750 000000000AB5B040 sasyh:tkvercn1+0x2C710 0000000004B1684B 000000000AB5B210 sasyh:tkvercn1+0x2580B 0000000004AF2EBD 000000000AB5B9A0 sasyh:tkvercn1+0x1E7D 000000000697D6B5 000000000AB5B9A8 sasyoio:tkvercn1+0x1C675 00000000069751A1 000000000AB5F8F0 sasyoio:tkvercn1+0x14161 0000000008459CBC 000000000AB5F8F8 sasdsx:tkvercn1+0x8C7C 0000000008451215 000000000AB5FC20 sasdsx:tkvercn1+0x1D5 00000000068F16A1 000000000AB5FC28 sasds:tkvercn1+0x661 00000000068F1495 000000000AB5FCB0 sasds:tkvercn1+0x455 0000000003478FD7 000000000AB5FCB8 sashost:Main+0xF917 000000000347D5FD 000000000AB5FF50 sashost:Main+0x13F3D 0000000077445A4D 000000000AB5FF58 kernel32:BaseThreadInitThunk+0xD 000000007767B831 000000000AB5FF88 ntdll:RtlUserThreadStart+0x21 NOTE: The SAS System stopped processing this step because of errors. NOTE: DATA statement used (Total process time): real time 0.15 seconds cpu time 0.10 seconds

kimx0961 · ‎01-06-2016

Yes. The same error message comes out. 77 data s3; set s2; 78 lag_txpd = lag(txpd); 79 if gvkey ne lag(gvkey) then lag_txpd = .; 80 lag2_txpd = lag2(txpd); 81 if gvkey ne lag2(gvkey) then lag2_txpd = .; 82 lag3_txpd = lag3(txpd); 83 if gvkey ne lag3(gvkey) then lag3_txpd = .; 84 lag4_txpd = lag4(txpd); 85 if gvkey ne lag4(gvkey) then lag4_txpd = .; 86 lag5_txpd = lag5(txpd); 87 if gvkey ne lag5(gvkey) then lag5_txpd = .; run; ERROR: An exception has been encountered. Please contact technical support and provide them with the following traceback information: The SAS task name is [DATASTEP] ERROR: Read Access Violation DATASTEP Exception occurred at (04937817) Task Traceback Address Frame (DBGHELP API Version 4.0 rev 5) 0000000004937817 000000000AB5A1F0 sasxkern:tkvercn1+0x667D7 000000000493BD28 000000000AB5A320 sasxkern:tkvercn1+0x6ACE8 00000000049366B0 000000000AB5A3C0 sasxkern:tkvercn1+0x65670 0000000004B1E4F0 000000000AB5A3C8 sasyh:tkvercn1+0x2D4B0 0000000004B1D750 000000000AB5B040 sasyh:tkvercn1+0x2C710 0000000004B1684B 000000000AB5B210 sasyh:tkvercn1+0x2580B 0000000004AF2EBD 000000000AB5B9A0 sasyh:tkvercn1+0x1E7D 000000000697D6B5 000000000AB5B9A8 sasyoio:tkvercn1+0x1C675 00000000069751A1 000000000AB5F8F0 sasyoio:tkvercn1+0x14161 0000000008459CBC 000000000AB5F8F8 sasdsx:tkvercn1+0x8C7C 0000000008451215 000000000AB5FC20 sasdsx:tkvercn1+0x1D5 00000000068F16A1 000000000AB5FC28 sasds:tkvercn1+0x661 00000000068F1495 000000000AB5FCB0 sasds:tkvercn1+0x455 0000000003478FD7 000000000AB5FCB8 sashost:Main+0xF917 000000000347D5FD 000000000AB5FF50 sashost:Main+0x13F3D 0000000077445A4D 000000000AB5FF58 kernel32:BaseThreadInitThunk+0xD 000000007767B831 000000000AB5FF88 ntdll:RtlUserThreadStart+0x21 NOTE: The SAS System stopped processing this step because of errors. NOTE: DATA statement used (Total process time): real time 0.15 seconds cpu time 0.10 seconds

kimx0961 · ‎01-06-2016

Hi, I tried to construct lagged variables from t-1 to t-5 and had the following error message. The SAS version is 9.3 (TS1M2) and Window 7 with 64 bit OS is installed on my PC. Thanks for your help 27 data s3; set s2; 28 lag_txpd = lag(txpd); 29 if gvkey ne lag(gvkey) then lag_txpd = .; 30 lag2_txpd = lag2(txpd); 31 if gvkey ne lag2(gvkey) then lag2_txpd = .; 32 lag3_txpd = lag3(txpd); 33 if gvkey ne lag3(gvkey) then lag3_txpd = .; 34 lag4_txpd = lag4(txpd); 35 if gvkey ne lag4(gvkey) then lag4_txpd = .; 36 lag5_txpd = lag5(txpd); 37 if gvkey ne lag5(gvkey) then lag5_txpd = .; run; ERROR: An exception has been encountered. Please contact technical support and provide them with the following traceback information: The SAS task name is [DATASTEP] ERROR: Read Access Violation DATASTEP Exception occurred at (04937817) Task Traceback Address Frame (DBGHELP API Version 4.0 rev 5) 0000000004937817 000000000A16A1F0 sasxkern:tkvercn1+0x667D7 000000000493BD28 000000000A16A320 sasxkern:tkvercn1+0x6ACE8 00000000049366B0 000000000A16A3C0 sasxkern:tkvercn1+0x65670 0000000004B1E4F0 000000000A16A3C8 sasyh:tkvercn1+0x2D4B0 0000000004B1D750 000000000A16B040 sasyh:tkvercn1+0x2C710 0000000004B1684B 000000000A16B210 sasyh:tkvercn1+0x2580B 0000000004AF2EBD 000000000A16B9A0 sasyh:tkvercn1+0x1E7D 000000000697D6B5 000000000A16B9A8 sasyoio:tkvercn1+0x1C675 00000000069751A1 000000000A16F8F0 sasyoio:tkvercn1+0x14161 0000000008459CBC 000000000A16F8F8 sasdsx:tkvercn1+0x8C7C 0000000008451215 000000000A16FC20 sasdsx:tkvercn1+0x1D5 00000000068F16A1 000000000A16FC28 sasds:tkvercn1+0x661 00000000068F1495 000000000A16FCB0 sasds:tkvercn1+0x455 0000000003478FD7 000000000A16FCB8 sashost:Main+0xF917 000000000347D5FD 000000000A16FF50 sashost:Main+0x13F3D 0000000077445A4D 000000000A16FF58 kernel32:BaseThreadInitThunk+0xD 000000007767B831 000000000A16FF88 ntdll:RtlUserThreadStart+0x21 NOTE: The SAS System stopped processing this step because of errors. NOTE: DATA statement used (Total process time): real time 0.13 seconds cpu time 0.07 seconds

kimx0961 · ‎12-23-2015

Hi PGStats, Could you please advise the program that just removes the following condition? when count(b.rds) >= 3 then mean(b.rds) I would like to have the following result. rds5y 0001 1980 0.05 . 0001 1981 0.02 . 0001 1982 0.03 . 0001 1983 0.04 . 0001 1984 0.04 . 0001 1985 0.05 0.036 0001 1986 0.06 0.036 data have; input gvkey fyear rds; datalines; 0001 1980 0.05 0001 1981 0.02 0001 1982 0.03 0001 1983 0.04 0001 1984 0.04 0001 1985 0.05 0001 1986 0.06 ; proc sql; create table want as select a.gvkey, a.fyear, a.rds, case when count(b.rds) >= 3 then mean(b.rds) else . end as rds5y from have as a left join have as b on a.gvkey=b.gvkey and b.fyear between a.fyear-5 and a.fyear-1 group by a.gvkey, a.fyear, a.rds; select * from want; quit;

kimx0961 · ‎12-22-2015

Hi, Could you please advise the program that just removes the following condition? Thank you when count(b.rds) >= 3 then mean(b.rds) data have; input gvkey fyear rds; datalines; 0001 1980 0.05 0001 1981 0.02 0001 1982 0.03 0001 1983 0.04 0001 1984 0.04 0001 1985 0.05 0001 1986 0.06 ; proc sql; create table want as select a.gvkey, a.fyear, a.rds, case when count(b.rds) >= 3 then mean(b.rds) else . end as rds5y from have as a left join have as b on a.gvkey=b.gvkey and b.fyear between a.fyear-5 and a.fyear-1 group by a.gvkey, a.fyear, a.rds; select * from want; quit;

kimx0961 · ‎12-21-2015

The following observations should be dropped because the number of observations for rds5y is less than 3(2 obs). gvkey fyear rds rds5y 1 1980 0.05 . 1 1981 0.02 . 1 1982 0.03 . 1 1983 0.04 . 1 1984 0.04 . 1 1985 0.05 0.036 1986 . 0.036 The following observations should remain. gvkey fyear rds rds5y 1 1980 0.05 . 1 1981 0.02 . 1 1982 0.03 . 1 1983 0.04 . 1 1984 0.04 . 1 1985 0.05 0.036 1 1986 0.06 0.036 1 1987 0.03 0.044

kimx0961 · ‎12-21-2015

The following line should be deleted without affecting other program lines and new program line is needed to put the condition that at least continuous three rds5y(averge) should be avaiable per company(gvkey). when count(b.rds) >= 3 then mean(b.rds) Thank you

kimx0961 · ‎12-21-2015

Dear PGStats, I mistakenly set the condition that at least three observations available for variable 'rds'. Condition should be that rds5y(average varible) should be available for at least continuous three years per company(gvkey). How can I change the below program? Thank you very much data have; input gvkey fyear rds; datalines; 0001 1980 0.05 0001 1981 0.02 0001 1982 0.03 0001 1983 0.04 0001 1984 0.04 0001 1985 0.05 0001 1986 0.06 ; proc sql; create table want as select a.gvkey, a.fyear, a.rds, case when count(b.rds) >= 3 then mean(b.rds) else . end as rds5y from have as a left join have as b on a.gvkey=b.gvkey and b.fyear between a.fyear-5 and a.fyear-1 group by a.gvkey, a.fyear, a.rds; select * from want; quit;

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