computation of rolling average

srikanthyadav44 — Mon, 30 Sep 2019 05:14:02 GMT

dear all

i have to compute average of a variable in panel data set on rolling basis.

Earlier, i used the following commond to compute rolling standard deviation as suggested by the members in this community and it worked well.

roc sql;
   create table want as
   select *, 
          (select std(sales) from have 
             where Company_Name=a.Company_Name
               and a.year-5 le year le a.year)
                 as stddev format=8.2
   from have as a;
quit;

please let me know, what changes i have to do to compute rolling average for the same dataset.

thanks in advance

Re: computation of rolling average

PeterClemmensen — Mon, 30 Sep 2019 08:29:28 GMT

Simply change the function std to mean like this

proc sql;
   create table want as
   select *, 
          (select mean(sales) from have 
             where Company_Name=a.Company_Name
               and a.year-5 le year le a.year)
                 as MovAv format=8.2
   from have as a;
quit;

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computation of rolling average

Re: computation of rolling average