creating variables

Amalik — Sat, 02 Jun 2018 08:17:30 GMT

Hi,

I have the following data with first two variables only i.e permno and date.

PERMNO	DATE	WINID	TIME
1	1-Jan-00	1	Jan-00
…	…	1	Jan-00
1	31-Jan-00	1	Jan-00
1	1-Feb-00	2	Feb-00
…	….	2	Feb-00
1	28-Feb-00	2	Feb-00
2	1-Jan-00	3	Jan-00
…	…	3	Jan-00
2	31-Jan-00	3	Jan-00
2	1-Feb-00	4	Feb-00
…	….	4	Feb-00
2	28-Feb-00	4	Feb-00

I created the third variable winid using the following code as suggested by one of the community members. The variable winid is dependent on the number of days in a month and is created using the following code,

 winid + (intnx('month',date,0.'b') ne intnx('month',lag(date),0,'b'));

My first question is how should I modify this code to create winid that takes into account every quarter rather than just the number of days in a month i.e

PERMNO	DATE	WINID	TIME
1	1-Jan-00	1	Mar-00
…	…	1	Mar-00
1	31-Mar-00	1	Mar-00
1	1-Apr-00	2	Jun-00
…	….	2	Jun-00
1	30-Jun-00	2	Jun-00
2	1-Jan-00	3	Mar-00
…	…	3	Mar-00
2	31-Jan-00	3	Mar-00
2	1-Feb-00	4	Jun-00
…	….	4	Jun-00
2	28-Feb-00	4	Jun-00

My second question is how can I create the fourth variable TIME such that it shows me just the last date of every window as suggested by my table above.

Thanks

Re: creating variables

Patrick — Sat, 02 Jun 2018 09:09:04 GMT

@Amalik

Do you understand the algorithm and functions you're already using?

 winid + (intnx('month',date,0.'b') ne intnx('month',lag(date),0,'b'));

If you do then it shouldn't be hard to understand that all you need to do is to change the interval from month to quarter.

As for this "time" variable: Function INTNX() allows you to shift dates to the beginning or end of a date/time/datetime interval like quarter.

topic creating variables in SAS Programming

creating variables

Re: creating variables