- data indata;
- input stock ret date date10.;
- format date date8.;
- cards;
- 1 -0.1 '23dec07'd
- 2 -0.09 '23dec07'd
- 1 -0.08 '24dec07'd
- 2 -0.07 '24dec07'd
- 1 -0.06 '25dec07'd
- 2 -0.05 '25dec07'd
- 1 -0.04 '23dec06'd
- 2 -0.03 '23dec06'd
- 1 -0.02 '24dec06'd
- 2 -0.01 '24dec06'd
- 1 0 '25dec06'd
- 2 0.01 '25dec06'd
- 1 0.02 '27aug07'd
- 2 0.03 '27aug07'd
- 1 0.04 '28aug07'd
- 2 0.05 '28aug07'd
- 1 0.06 '29aug07'd
- 2 0.07 '29aug07'd
- ;
- run;
- proc sql;
- create table new as
- select d.stock, d.date, a.ret_avg as avg1 format 6.4,
- b.ret_avg as avg2 format 6.4, c.ret_avg as avg3 format 6.4
- from indata as d,
- (select stock, sum(ret)/count(ret) as ret_avg from indata where 1<INTCK( 'day', date, '1jan08'd)<=10 group by stock) as a,
- (select stock, sum(ret)/count(ret) as ret_avg from indata where 1<INTCK( 'day', date, '2jan07'd)<=10 group by stock) as b,
- (select stock, sum(ret)/count(ret) as ret_avg from indata where 1<INTCK( 'day', date, '3sep07'd)<=10 group by stock) as c
- where a.stock=b.stock=c.stock=d.stock
- order by stock, date;
- quit;


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