r***@yahoo.fr
2009-07-18 10:06:49 UTC
Hello everyone,
I just started using SAS and after reading the Little SAS book I am
finally getting my hands dirty.
I am trying to import a 2003 excel file (255 columns) composed of a
set of 254 stocks with weekly returns and the associated dates in the
first column. At the top row column represent stocks' names (254
stocks, the first column is used for the date). It has blank rows for
unavailable returns and weekly returns in number form when the data is
available (altough specified as type : general in excel properties).
I am currently having two issues with this import procedure:
1. it misses the observations in the excel file
2. it is not using the appropriate datatype (CHARACTER instead of
NUMBER)
stocks returns in the SAS data set (in the ensuing rows) are left
blank except for stocks which have data available right at the
beginning of the date range (most stocks start trading after this date
therefore leaving a number of blank rows)
I have tried changing the GUESSINGROWS property through regedit but
the import statement still leave out tons of data. As I found out
GUESSINGROWS only check for variable attributes and not the data
itself.
Furthermore, I am wondering why SAS is not recognizing the returns
serie of each stock as number data type (for the stock which were
correctly imported the format is BEST12.).
I would really appreciate it if someone had any tips regarding those
issues
thank you
I just started using SAS and after reading the Little SAS book I am
finally getting my hands dirty.
I am trying to import a 2003 excel file (255 columns) composed of a
set of 254 stocks with weekly returns and the associated dates in the
first column. At the top row column represent stocks' names (254
stocks, the first column is used for the date). It has blank rows for
unavailable returns and weekly returns in number form when the data is
available (altough specified as type : general in excel properties).
I am currently having two issues with this import procedure:
1. it misses the observations in the excel file
2. it is not using the appropriate datatype (CHARACTER instead of
NUMBER)
stocks returns in the SAS data set (in the ensuing rows) are left
blank except for stocks which have data available right at the
beginning of the date range (most stocks start trading after this date
therefore leaving a number of blank rows)
I have tried changing the GUESSINGROWS property through regedit but
the import statement still leave out tons of data. As I found out
GUESSINGROWS only check for variable attributes and not the data
itself.
Furthermore, I am wondering why SAS is not recognizing the returns
serie of each stock as number data type (for the stock which were
correctly imported the format is BEST12.).
I would really appreciate it if someone had any tips regarding those
issues
thank you