EWMA using data step

samira — Wed, 29 Mar 2017 19:59:32 GMT

Hello;

Since I do not have ETS package licensed, I am trying to use data step in sas to calculate EWMA (Exponential Weighted Moving Average).

Let me give you an example of what I need to calculate EWMA. Assume I have the following dataset:

I want to add two columns named "smoothed" and "forecasted". the first element of the forcasted column is average of the "ILI_Percent", so we have:

the smoothed value of each row is going to be : 0.5 * ILI_Percent [i] + 0.5 * forecasted[i]

and the next value of the forecasted column is equal to the prevouis value of smoothed column: smoothed[i]=forecasted[i+1]

so we are going to have:

I am trying to do the same thing in data step, but I am not sure how can I reach to previous element of a column in data step. I would be appriciate if someone help me with this.

Re: EWMA using data step

art297 — Wed, 29 Mar 2017 22:05:09 GMT

If it's something you calculate, use a retain statement to hold the value in a variable. If it is a value that is already in the dataset, use the lag function.

Art, CEO, AnalystFinder.com

Re: EWMA using data step

Ksharp — Thu, 30 Mar 2017 07:36:49 GMT

Look this:

http://blogs.sas.com/content/iml/2016/01/27/moving-average-in-sas.html

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EWMA using data step

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Re: EWMA using data step