Date:         Thu, 19 Jun 2008 12:24:00 -0700
Reply-To:     "Nordlund, Dan (DSHS/RDA)" <NordlDJ@DSHS.WA.GOV>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         "Nordlund, Dan (DSHS/RDA)" <NordlDJ@DSHS.WA.GOV>
Subject:      Re: Computing Rolling Correlation in SAS
In-Reply-To:  <ecc785de-5f3e-4a6f-b960-5d4ea19c73d5@w1g2000prd.googlegroups.com>
Content-Type: text/plain; charset=iso-8859-1

> -----Original Message-----
> From: SAS(r) Discussion [mailto:SAS-L@LISTSERV.UGA.EDU] On
> Behalf Of HD
> Sent: Thursday, June 19, 2008 12:05 PM
> To: SAS-L@LISTSERV.UGA.EDU
> Subject: Computing Rolling Correlation in SAS
>
> Hi, I need to produce rolling correlation on a series of returns data
> using SAS. I m novice to SAS, please provide with suggestions.
>
> Thanks
> -HD
>
HD,

You really will need to provide more detail if you wish to get advice that is more than a guess at what it is you are trying to do.  What do _you_ mean by a rolling correlation?  What does your data look like and what kind of output do you want?  If you write back to SAS-L with more information I am sure that someone will be able to help (maybe even me :-).

Dan

Daniel J. Nordlund
Washington State Department of Social and Health Services
Planning, Performance, and Accountability
Research and Data Analysis Division
Olympia, WA  98504-5204