Recent content by insiderRR

Hi, I am experiencing a little problem I cannot resolve myself in Sas, maybe some of the experts here can help. I don't think its too hard a problem but I think my knowledge of some SAS functions is limited. I have such a column: Indicator F F . . M M T T . . W...

Thanks for all your replies guys, sorry my bad I meant to ask in terms of how to do this in SAS.

I really need someones help on this Currently I have this dataset: Product Expiry A . A . A . A 20080901 A . A . A . A . B...

According to one of the SAS forum pages, this is how to calculate a rolling correlation window based on two assets xi and yi: data cma ; set cma; OBS = 1; if missing(xi) OR missing(yi) then do; xi = . ; yi = . ; obs = . ; end; PRODXIYI = yi * xi; run; proc expand DATA = cma OUT =...

First time poster here. Guys I am really struggling with a code that will be able to roll correlation for multiple assets in SAS. I.e. I want to create rolling correlation (based on asset returns) for each of the stocks in the S&P100. I have the data and know how to compare say stock 1 and...