topic Re: Taking First Differences in SAS Programming

Taking First Differences

maroulator — Sun, 11 Nov 2012 20:53:00 GMT

To whom it may concern,

I have a column of data that looks like column 1 below. What kind of code do I need to run to get column 2; column 2 is column 1 staggered, so that I can eventually take the first difference between columns 1 and 2.

Any help would be appreciated.

Christos

Column 1 Column 2 First Difference

1 [Blank] 1-[Blank]

2 1 2-1=1

3 2 3-2=1

4 3 4-3=1

5 4 5-4=1

6 5 6-5=1

Re: Taking First Differences

RichardinOz — Sun, 11 Nov 2012 21:33:24 GMT

You need the LAG() function, or better still the DIF() function which will directly calculate the difference between successive observations.

diff1 = dif(x) ;

The first row will return a null value.

Richard in Oz

Re: Taking First Differences

art297 — Sun, 11 Nov 2012 22:35:17 GMT

Richard should get the credit for the correct answer but, in case Richard was sufficiently clear:

data want;

input column1;

column2=lag(column1);

first_difference=dif(column1);

cards;

;

Re: Taking First Differences

maroulator — Mon, 12 Nov 2012 01:00:01 GMT

Thaks to both! Very helpful.