topic Re: Calculating a rolling mean for one observation in SAS Programming

Calculating a rolling mean for one observation

biri_29 — Wed, 06 Dec 2017 07:25:52 GMT

Hi Everybody,

I have a real trouble with a mean calculation.In fact, I want to calculate the rolling mean for this set using a array statement.

Here are samples of what I have and what I want. In others words :

m0=mean(v0)=v0 ; m1=mean(v0, v1) ; m2=mean(of v0 -v2) & m3=mean(of v0 -v3).

I tried this code but got an error :

data have;
input v0 v1 v2 v3;
datalines;
2 3 5 4
4 6 2 8
3 4 7 2
;
run;

data want;
input m0 m1 m2 m3;
datalines;
2 2 3 3.25
4 5 4 5
3 3.5 5 4.25
;
run;

data want;
set have;

array temp(0:3) T0 - T3; 
array wish(0:3) m0 - m3;

do i = 0 to 3;

	if i = 0 then do;
	temp(i) = v0;
	wish(i) = temp(i)/(i+1);
	end;
	else temp(i) = temp(i-1) + vi;
	wish(i) = temp(i)/(i+1);

end;
run ;

NOTE: Variable vi is uninitialized.
NOTE: Missing values were generated as a result of performing an operation on missing values.
Each place is given by: (Number of times) at (Line):(Column).
9 at 1062:30 9 at 1063:22
NOTE: There were 3 observations read from the data set WORK.HAVE.
NOTE: The data set WORK.WANT has 3 observations and 14 variables.

Will appreciate any kind of help!

Re: Calculating a rolling mean for one observation

RW9 — Wed, 06 Dec 2017 09:34:49 GMT

This:

else temp(i) = temp(i-1) + vi;

vi is never defined anywhere, I assume you want another array in there. Anyways, something like:

data want;
  set have;
  array m{3};
  m{1}=mean(v0);
  m{2}=mean(v0,v1);
  m{3}=mean(v0,v1,v2);
run;

Is the simplest method for just 3 variables, adding arrays and loops just expands the code.

Re: Calculating a rolling mean for one observation

PeterClemmensen — Wed, 06 Dec 2017 11:30:54 GMT

I agree with @RW9 that if you do not have more variables than in your sample data, his is the simplest way to go..

However, if you do have more variables than that, then do something like this

data have;
input v0 v1 v2 v3;
datalines;
2 3 5 4
4 6 2 8
3 4 7 2
;
run;

data want(keep=m0-m3);
	set have;
	array temp{*} v0-v3;
	array wish{*} m0-m3;
	sum=0;
	do i=1 to dim(temp);
		sum+sum(of temp[i]);
		wish[i]=sum/i;
	end;
run;

Re: Calculating a rolling mean for one observation

PeterClemmensen — Wed, 06 Dec 2017 11:33:46 GMT

Also, there seems to be a mismatch between what you say you want and your "want" data set.

Eg you say you want m1=mean(v0, v1) , which for the first observation means that m1=mean(2,3)=2.5, but m1=2 in your "want" data set? 🙂

Re: Calculating a rolling mean for one observation

biri_29 — Wed, 06 Dec 2017 16:51:41 GMT

draycut, thank you so much, indeed your solution works perfectly. Of course, I have 24 variables but can you quikly explain me what does the statement sum=0?

Re: Calculating a rolling mean for one observation

biri_29 — Wed, 06 Dec 2017 16:58:25 GMT

you're right, draycut. There it was a mistype.

Re: Calculating a rolling mean for one observation

PeterClemmensen — Thu, 07 Dec 2017 12:26:58 GMT

Anytime, glad to help 🙂

You do not need it. You would need it, had I written

sum=sum+sum(of temp[i]);

instead of

sum+sum(of temp[i]);