Ok, so I solved my problem!
data test;
set test;
Quarter=intck('qtr','01apr96'd,recdats);
put _all_;
run;
proc sort data=test;
by ticker quarter;
run;
proc sort data=wtvol;
by ticker quarter;
run;
data test;
merge test(in=a) wtvol(in=b);
by ticker quarter;
frommerg=a;
fromwtvol=b;
run;
data test;
set test;
if frommerg=0 then delete;
run;
data test;
set test;
if fromwtvol = 0 then delete;
run;
data test;
set test;
drop frommerg fromwtvol;
run;
I created a quarter variable in my base dataset and merged the 2 sets based on quarter and ticker.
John
2010-03-15 11:51:19