•
•
•
•
What is DaniWeb IT Discussion Community?
You're currently browsing the Computer Science and Software Design section within the Software Development category of DaniWeb, a massive community of 370,597 software developers, web developers, Internet marketers, and tech gurus who are all enthusiastic about making contacts, networking, and learning from each other. In fact, there are 2,031 IT professionals currently interacting right now! Registration is free, only takes a minute and lets you enjoy all of the interactive features of the site.
Please support our Computer Science and Software Design advertiser:
Views: 1807 | Replies: 0
 |
•
•
Join Date: Oct 2005
Posts: 1
Reputation: 
Rep Power: 0
Solved Threads: 0
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.
|
•
•
•
•
Currently Active Users Viewing This Thread: 1 (0 members and 1 guests)
•
•
•
•
•
•
•
•
DaniWeb Computer Science and Software Design Marketplace
Linear Mode
•
•
•
•
ajax asp blog business software computer dell design developer development erp systems experiment firefox howto india intel internet it java linux media microsoft mmorpg msdn networking news office open open-source operating programming project management rss science security software software selection source sql sun super system technology evaluation toread vista warez web wiki windows xp
- SAS users (Computer Science and Software Design)
- SAS help: comparing individual observations (Computer Science and Software Design)
- Help on SAS code (Computer Science and Software Design)
Other Threads in the Computer Science and Software Design Forum
- Previous Thread: bst complexity
- Next Thread: Please Help me in finding multiple choice question with answer on data structure.
