topic Re: Column to Triangle Matrix in SAS Programming

Column to Triangle Matrix

masterLearner01 — Sun, 10 Jun 2018 13:07:35 GMT

Hello all,

I've been working on a project for a couple weeks now and am unsure of where to go from here. This will be my first post, although I have been browsing this great community forum for so long, always learning.

I have a HUGE dataset currently that looks something like this:

Year	Month	Pmt
2017	1	34.77685505
2017	1	47.85238688
2017	1	11.15835
2017	2	44.31531843
2017	2	1.044526792
2017	3	66.05520417
2017	4	62.55252575
2017	5	86.27913541
2017	6	89.09913235
2017	9	37.12795924
2017	14	29.66068787
2018	1	93.88662208
2018	1	84.94683944
2018	3	94.91144317

This is only a very very small subset of the data.

My goal is to: Create a triangle matrix with incremental data. It should basically look like this:

	Month
	3	6	9	12	15	18	21	24	27	30	33	36	39
Year
2017	205.2026413	237.9307935	37.12795924	0	29.66068787	0	0	0	0	0	0	0	0
2018	273.7449047	0

AGAIN, this is a much smaller portion of the dataset. The years range from 1940-2018, and the quarters range from 3-600.

What my method is right now:

1. I create more than 100 tables with incremental data. For example I will create table q0003 which is a table that looks like this:

2017 205.2026413

2018 273.7449047

It just tells me incremental data from the 00th month to the 03th month for each year.

And then q0306 would be

2017 237.9307935

2018 0

2. I join all these >100 tables giving me an incremental triangle.

This process seems extremely long and very unintuitive. Also not really able to be replicated when dataset is updated. Is there any better method you could provide me with?

Any questions, just ask.

Thanks everyone.

Re: Column to Triangle Matrix

PaigeMiller — Sun, 10 Jun 2018 13:25:28 GMT

What is month 15, 18, 21, etc.??

How is the 205.2026413 for 2017 computed?

Re: Column to Triangle Matrix

masterLearner01 — Sun, 10 Jun 2018 13:32:44 GMT

Month 15,18,21, etc. are the number of months after the year has started.

So Month 15 in the 2017 row would be any payments where the year = 2017 and the 12<Month<= 15.

The 205.2026413 for 2017 is computed by taking the summation of pmt where year = 2017 and 0< Month <= 3. Which would be the first 6 rows of Pmt.

Re: Column to Triangle Matrix

PaigeMiller — Sun, 10 Jun 2018 13:36:39 GMT

So month 15 of 2017 is March 2018?

Re: Column to Triangle Matrix

masterLearner01 — Sun, 10 Jun 2018 13:42:05 GMT

Yes, BUT it's only for payments that came in during Month 15, or March 2018, for invoices created in 2017.

So that's why the pmt <= 3 and Year=2018 are not included in the final table under month 15 of 2017.

Does this make more sense?

Re: Column to Triangle Matrix

PaigeMiller — Sun, 10 Jun 2018 13:53:43 GMT

How would one know what year the invoice is, if it is not in your original data as shown?

Re: Column to Triangle Matrix

masterLearner01 — Sun, 10 Jun 2018 13:56:53 GMT

The "Year" column in my original dataset (the first dataset) is the Year of the Invoice. The "Month" column is the month that the invoice is paid.

For example, if we have

Year Month Pmt

2014 34 100

That is a $100 payment in October 2016 for an invoice created 2014.

Re: Column to Triangle Matrix

PaigeMiller — Sun, 10 Jun 2018 14:57:24 GMT

Thanks for the explanation.

This is UNTESTED CODE

data have2;
    set have;
    month=floor((month-1)/3);
run;

proc report data=have2;
    columns year month,pmt;
    define year/group;
    define month/across;
    define pmt/analysis sum;
run;