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Recent content by ctse

  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

    Thanks Klaz. You've done it again!
  4. 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 . ...
  5. ctse

    Occurence between intervals

    That's terrific thinking and it works! Thank you, c+
  6. 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...
  7. ctse

    Data manipulation

    Thanks again Klaz.
  8. 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...
  9. ctse

    CSV DATE FORMAT

    Thanks Klaz. It worked perfectly! c+
  10. 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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