|Date: ||Tue, 2 Jul 2002 10:23:58 -0400|
|Reply-To: ||jimmy chan <jimmy.chan@HEC.CA>|
|Sender: ||"SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>|
|From: ||jimmy chan <jimmy.chan@HEC.CA>|
|Content-Type: ||text/plain; charset=us-ascii|
(For Mr. McLerran: this question is nothing about the previous
questions, but yes, I have to work with the same database)
I want to calculate the covariance between two variables (like return
and lag(return)), is there a procedure in SAS for calculating it ? (And
I don't need any other statistics, even serial correlation). For
example, in Excel, I can do this : covar(A1:A30,B1:B30), how to do it
in SAS ?
Thanks a lot !