how to take lag value

SeanZ — Tue, 19 Nov 2013 07:12:15 GMT

I used following code and wanted to take lag return value for each id each date, but the result is not desirable. Please check and let me know what's wrong. thanks

data want;

set have;

by id date;

if first.id then lagret = .; else lagret=lag(ret);

run;

Re: how to take lag value

Patrick — Tue, 19 Nov 2013 10:23:51 GMT

The challenge you're facing is caused by using the lag() function conditionally.

http://support.sas.com/kb/24/665.html

http://support.sas.com/resources/papers/proceedings09/055-2009.pdf

Formulate your program as below and things will work as - I believe - you intended it to work.

data want;

set have;

by id date;

lagret=lag(ret);

if first.id then

lagret = .;

run;

topic how to take lag value in SAS Programming

how to take lag value

Re: how to take lag value