topic Lag by variable amount in New SAS User

Lag by variable amount

eduard1231 — Mon, 07 Oct 2019 01:30:32 GMT

Hi everyone,

I need to calculate lag value that is not constant from time to time.

For example for first entry I want lag6() for second entry I want lag9() for third entry lag999().

Is there any way to do it? I tried to use %let function, but macro can be only constant so it was not working.

Re: Lag by variable amount

Tom — Mon, 07 Oct 2019 01:46:20 GMT

Since in general you will need to execute LAGn() function call on every observation just do that and store the results somewhere that you can conditionally retrieve them.

data want;
  set have ;
  x_lag6 = lag6(x);
  x_lag9 = lag9(x);
  x_lag999 = lag999(x);
  if entry=1 then new_var = x_lag6 ;
  else if entry=2 then new_var=x_lag9;
  else new_var=x_lag999;
run;

Provide a more complete description of what you are actually trying to do to see if there might be a better way to do what you want. Most likely one that does not use any of the LAGn() functions.

Re: Lag by variable amount

andreas_lds — Mon, 07 Oct 2019 06:18:01 GMT

Your problem is difficult to understand, please post example have and want datasets.

Re: Lag by variable amount

Kurt_Bremser — Mon, 07 Oct 2019 06:45:29 GMT

How many lags would you need at most?

Instead of the many function calls, I'd use either an array or a hash to create a sufficiently long FIFO chain.

Re: Lag by variable amount

Kurt_Bremser — Mon, 07 Oct 2019 07:45:34 GMT

Array code:

data want;
set have;
array mylags{1000} _temporary_;

/* your processing here */

/* at the end of the step */
do mylagindex = dim(mylags) to 2 by -1;
  mylags{mylagindex} = mylags{mylagindex-1};
end;
mylags{1} = x;
drop mylagindex;
run;

In your code, mylags{1} is equivalent to lag(x), and mylags{999} to lag999(x). The only thing you need to adapt in that code is the size of the array and which variable's value you assign to mylags{1}.