topic Re: Stock return and do loop in SAS Programming

Stock return and do loop

Anon123 — Fri, 15 Jul 2016 14:12:02 GMT

Hi I have this code

%let K=6;

data thesis.test7;

set thesis.test2;

array returns SPY--AFL;

do i= 1+&K to dim(returns);

returns[i]=(returns[i]-lag(returns[i]))/lag(returns[i]);

end;

run;

I would like the return computation to start at row 1+K and have the previous rows blank but it starts at column 1+K with the stock prices shown for previous columns.

What am I doing wrong?

Thanks in advance.

Re: Stock return and do loop

ballardw — Fri, 15 Jul 2016 17:49:08 GMT

The automatic variable _n_ has the row number and can be used for such processing:

data thesis.test7;
   set thesis.test2;
   array returns SPY--AFL;
   if _n_ > &k then do i= 1 to dim(returns);
   returns[i]=(returns[i]-lag(returns[i]))/lag(returns[i]);
   end;
run;

HOWEVER, the lag function, when it executes for row 7 all the lagged values will be missing because that is the first time the lag function is called.

You might be better off creating an array of non-conditional lagged values and reference that array instead of using lag(returns[i])

Re: Stock return and do loop

Anon123 — Fri, 15 Jul 2016 19:23:02 GMT

Cool thanks I'll try that out. Just another quick question, I'm new to the language SAS uses,
is there a way to generalize
array returns SPY--AFL
i.e. take the first column to the last column?

Thank you for your time.

Re: Stock return and do loop

ballardw — Fri, 15 Jul 2016 19:58:12 GMT

To you mean to reverse the order of processing (AFL first and SPY last)? Easiest would be to change the index of the do loop:

Do i = dim(returns) to 1 by (-1);

If you are thinking of something else you may need to go into more details and the reasons why. Preferrably in a separate topic.

Re: Stock return and do loop

Ksharp — Sat, 16 Jul 2016 06:10:40 GMT

Better post your data as text , No one would like to type it for you .
And most important thing is post your output too .