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  • Users: ctse
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  1. ctse

    Loop query

    Hi, I am trying to do a loop in SAS but I am not quite sure how that works. I have prices recorded over time from 8.30am to 3.05pm on a daily basis for five years and want to estimate a rolling window with a one-minute interval. For example, I want to estimate average of prices each day from...
  2. ctse

    solver to SAS

    Hi, I was wondering if there would be a way to set up something similar to the Excel Solver in SAS. i.e. I need to minimize a variable, while respecting certain conditions. I have a set up below from Excel (problem from Loss Models book) that I'd like to reproduce in SAS. Any ideas or starting...
  3. ctse

    building artificial time stamp and series

    Hi, I have the following table in sas with mydatetime, mydate, mytime and myreturn: Mydate Mytime MyReturn 30Jan06 10:00:01 0.03 30Jan06 10:02:05 0.08 30Jan06 10:04:05 0.04 30Jan06 10:06:05 0.02 . . . 30Jan06 16:45:01 0.01 30Jan06 16:45:23 0.04 . ...
  4. ctse

    Occurence between intervals

    Hi all, I have a table in sas with mydatetime, mydate, mytime and myreturn: Mydate Mytime MyReturn 30Jan06 16:45:01 0.01 30Jan06 16:45:23 0.08 . . . . . . 30Jan06 17:00:01 0.09 . . . 31Jan06 09:45:01 0.01 31Jan06 09:45:01...
  5. ctse

    Data manipulation

    Hi, I have a table in sas which looks like this: Mydate Mytime MyPrice MyAveragePrice 30Jan06 16:45:01 52.35 53.65 30Jan06 16:45:23 52.37 53.66 . . . . . . . . . . . . 31Jan06 09:45:01 65.41 61.44...
  6. ctse

    CSV DATE FORMAT

    Hi, I am importing a csv file with date stamp and time stamp into SAS. In my csv (text) file, I have a column titled date with the date format DD-MMM-YYYY (e.g., 20-May-2008). When I import this file in SA, the date stays the same as above (i.e. 20-May-2008) but when I look at either its...

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