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Dan, I have a new plan. I'd like to isolate the entire 5 years of data by SIC code (4 digit number). Now, instead of running a correlation on ALL of the stocks, I'd like to isolate the entire data set by specific industry. Since the SIC code for TOBACCO PRODUCTS is 21, I tried to formulate my...

Dan, I'm collecting data from CRSP database of stocks from 1985-1986 of daily stocks throughout the entire database. So as you can imagine, it is a HUGE file ~ 200 MB. I usually get an error from says saying OUT OF VIRTUAL MEMORY when trying to run the correlation of all the stocks. I am...

DanJr, ONCE AGAIN - thank you for all your help. My next "problem" is the stock data I'm downloading from the CRSP database is "too large" for SAS to handle. How can I get SAS to randomly pick 50 stocks from the hundreds-thousands of stocks in my data...? Basically what I'm trying to say is...

libname datasets 'd:\research\sas_datasets'; data all; set datasets.Soft_Drink; prc=abs(prc); run; proc sort data=all; by date permno; run; proc transpose data=all out=tran_all prefix=ret; by date; id permno; var ret; run; ** check this print output to make sure that your data have been...

DanJR, Thank you so much for your help! Unfortunately, the data is from WRDS database which requires private membership. So assuming I change the write variables you mentioned above, I just copy and paste all of that code into the SAS Editor window?

Hello, my data is like this PERMNO PERMCO DATE TICKER COMNAM PRC 11308 20468 1985010 KO COCA COLA CO 61.875 11308 20468 19850103 KO COCA COLA CO 62.5 11308 20468 19850104 KO COCA COLA CO 62.375 11308 20468 19850107 KO COCA COLA CO 62.75 11308 20468 19850108 KO COCA COLA CO 62.875...

Hello. I don't have much experience with SAS. I just downloaded a series of stock data from CRSPS database. The data contains daily stock prices from 1985-1989 from the softdrink industry. I need to run a correlation on ALL of the pairs of stocks' prices and see which have a correlation of...