topic Re: moving statistics with proc expand in SAS Forecasting and Econometrics

moving statistics with proc expand

proctice — Fri, 30 Mar 2018 04:30:09 GMT

I want a movsum 4 but I don't want that first couple of observations that are computed with 1, 2, 3 observations. I only want observations that are computed with 4 observations. I have several by groups so it is not that easy to just delete them. Is there a way to tell proc expand not to include them or an easy way to delete when you have many by groups. Thanks.

Re: moving statistics with proc expand

dw_sas — Fri, 30 Mar 2018 14:40:39 GMT

Hi,

You can add the TRIMLEFT 3 operand after the MOVSUM 4 specification in your CONVERT statement to set the first 3 moving sum values within each BY group to missing. For example:

convert x=movsum_x / transform=(movsum 4 trimleft 3);

I hope this helps!