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...
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...
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