/* inputNeg_0 analysis */

data inputNeg_0;

set SASUSER.inputNeg0;

run;

proc means data= inputNeg_0 n mean stddev clm alpha= 0.05;

var Consecutive1 Consecutive2 Consecutive3 Consecutive4;

run;

/* summary for annual return */

data summary_return;

set SASUSER.summary;

keep annual_return;

run;

proc print data= summary_return;

run;

data test_neg0;

merge inputNeg_0 summary_return;

run;

/* p-values are compared with (alpha/n=3) */

proc univariate plotdata = test_neg0 mu0= 0.24672 0.24672 0.24672;

var Consecutive1 Consecutive2 Consecutive3;

run;

proc corr data= inputNeg_0;

run;