Date:         Wed, 21 Dec 2011 08:28:43 -0600
Reply-To:     Robin R High <rhigh@UNMC.EDU>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Robin R High <rhigh@UNMC.EDU>
Subject:      Re: Calculating Volatility
Comments: To: Gabe <gzs872@GMAIL.COM>
In-Reply-To:  <CACLnYdsXrtd=Yy4RmDt4+-7MLJvty7fkRMYNzJiRVSNC=socxg@mail.gmail.com>
Content-Type: text/plain; charset="US-ASCII"

Gabe,

PROC EXPAND could help:

DATA tmp;
DO country=1 to 3 ;
  DO day=1 to 200;
    y = 100 + 5*rannor(208938);
    OUTPUT;
  END;
END;

PROC Sort data=tmp;
BY country day;
RUN;


PROC EXPAND DATA=tmp OUT=tmp5 method=none;
BY country; ID day;
CONVERT y = y_mn  / transformout=(movave 12);
CONVERT y = y_std / transformout=(movstd 12);
run;

proc print data=tmp5 NOobs; run;


Robin High
UNMC





From:
Gabe <gzs872@GMAIL.COM>
To:
SAS-L@LISTSERV.UGA.EDU
Date:
12/20/2011 11:26 PM
Subject:
Calculating Volatility
Sent by:
"SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>



Hi Everyone,

I am trying to calculate a monthly exchange rate volatility for OECD
countries (about 25 countries). I have 5 years (i.e 5*240 days)
observations for all 25 countries.
It is essentially the same as a moving standard deviation of 12 order.  I
could do it for one country using excel but time consuming for a lot of
countries.
I greatly appreciate, if anyone help me on how to compute it using SAS.

Thank you,

Gabe

On Tue, Dec 20, 2011 at 10:34 PM, SAS Analyst
<analystprasad@yahoo.co.in>wrote:

> Hi,
> How to insert logo into excel.I have tried with ods tagsets.excelxp and
> unable to add logo.pls tell me how to add logo into excel.
>
> Regards,
> Prasad
>