topic Re: How to use condition to build a new form from excel in SAS Forecasting and Econometrics

How to use condition to build a new form from excel

Xinhui — Wed, 22 Mar 2017 15:12:43 GMT

Hello

Plese see attachments, we have several option contracts in our excel doucument, how can I do to use SAS to build a new form from excel, which contract is

datadate expriation

11/01/2013 11/08/2013

11/08/2013 11/16/2013

11/15/2013 11/22/2013

11/22/2013 11/29/2013

Re: How to use condition to build a new form from excel

Kurt_Bremser — Wed, 22 Mar 2017 15:22:39 GMT

SAS works with SAS datasets. Please post your example dataset as a data step using the macro from https://communities.sas.com/t5/SAS-Communities-Library/How-to-create-a-data-step-version-of-your-data-AKA-generate/ta-p/258712

Excel files do not convey structural information about SAS datasets, and they can carry malware, so they are blocked on many corporate firewalls for security reasons.

Re: How to use condition to build a new form from excel

Xinhui — Wed, 22 Mar 2017 15:26:05 GMT

Here is our sas bdat

Re: How to use condition to build a new form from excel

Kurt_Bremser — Wed, 22 Mar 2017 15:32:37 GMT

So you want to extract 4 lines of data from your dataset. What is the functional rule for extracting/building those lines?

Re: How to use condition to build a new form from excel

Xinhui — Wed, 22 Mar 2017 15:45:42 GMT

I want to select the contract weely which begin at 11/01/2013, such as begin at (varible name datadate) 11/01/2013, expriate at 11/08/2013, and then datadate=11/08/2013, expriation date is 11/16/2013, since 11/16/2013 is holiday, market not opened at that day, so next contract is from 11/15/2013 to 11/22/2013. Finaly, we pick up all the contrcat which

datadate expriation

11/01/2013 11/08/2013

11/08/2013 11/16/2013

11/15/2013 11/22/2013

11/22/2013 11/29/2013

I think we can use lag function to do that, but I don't know how to coding it.