我的数据是有100个公司三年的daily return, 我想把它转化成weekly return, 然后已经sort by date了,可是还是一直报错,
error message主要是以下两条:
ERROR: There is only 1 usable input observation. At least 2 are required. (Some observations may have been ignored because of
previous errors.)
ERROR: The ID variable value date=20050404 is extreme and invalid at observation number 1047055 in data set
我的代码如下(proc expand这一块, permno是公司代码)
PROC EXPAND DATA=data OUT=data1
FROM=day TO=week;
CONVERT ret_d = ret_w / observed=(beginning,average);
ID date;
BY permno;
RUN;