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Newbie Poster
Hi,
I am a SAS newbie and am tearing my hair out...
I have a time series of stock return data for multiple companies. What I was trying to do is:
1) for each period in time, sort the data into 20 quantiles (equal observations in each of the 20 buckets), the number of observations per time period varies over time
2) for each time period, calculate the weight average of the returns for each of the 20 quantiles. So as to end up with 20 portfolios per time period.
Is there an easy way to do this in SAS??? I have read my intro to SAS book cover to cover and went searched through the confusing help documentation... :cry: I would try this in MATLAB if the dataset wasn't so big....
Any help would be really appreciated. Thanks.
I am a SAS newbie and am tearing my hair out...
I have a time series of stock return data for multiple companies. What I was trying to do is:
1) for each period in time, sort the data into 20 quantiles (equal observations in each of the 20 buckets), the number of observations per time period varies over time
2) for each time period, calculate the weight average of the returns for each of the 20 quantiles. So as to end up with 20 portfolios per time period.
Is there an easy way to do this in SAS??? I have read my intro to SAS book cover to cover and went searched through the confusing help documentation... :cry: I would try this in MATLAB if the dataset wasn't so big....
Any help would be really appreciated. Thanks.
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