topic Re: How to generate Time Series Date based on this variable previous numbers in SAS Data Management

How to generate Time Series Date based on this variable previous numbers

loving_apples — Sun, 16 Mar 2014 19:31:03 GMT

Good afternoon,

I may have a problem to generate new data. As we can see that after Jan-01-2014, Rev is 0. And I would like to fill Rev after Jan-01-2014 by calculating: Rev=lag2(Rev)*Exp(Num). However, there is no data for Rev after Jan-01-2014, so SAS cannot calculate Rev based on the lagged Rev. I tried Retain but it didn't work:(

Num	Rev	Date
3	45454	Jan-01-2013
4	354353	Feb-01-2013
7	25425	Mar-01-2013
3	254235	Jan-01-2014
8		Feb-01-2014
9		Mar-01-2014
12		Jan-01-2015
45		Feb-01-2015lag

Re: How to generate Time Series Date based on this variable previous numbers

Astounding — Mon, 17 Mar 2014 02:21:45 GMT

Yes, that would be a problem. LAG works on the original values when the LAG function is invoked, rather than the subsequent values after manipulating the data.

Here's a workaround, creating your own stream of values that mimics what the LAG function would do but after manipulating the data.

data want;

back2 = back1;

back1 = rev;

retain back1;

set have;

if rev=. then rev=back2 * exp(num);

* optionally, once the program is working, drop back1 back2;

run;

Good luck.

Re: How to generate Time Series Date based on this variable previous numbers

loving_apples — Mon, 17 Mar 2014 12:58:54 GMT

Great thanks Astounding, but what if I need lag4 instead of lag2, what I shall change the code?