topic Re: Computing Percentage Changes in SAS Programming

Computing Percentage Changes

rfortin — Thu, 16 Feb 2017 13:56:32 GMT

I have an economic data series of positive and negative numbers and i am having difficulty computing the percentage change. I compute percentage change as: [(current - prior)/prior]*100 (I am using the lag function for prior). This works fine if the numbers are positive but errors occur in some cases with 2 negative numbers or a positive and a negative number. For example:

prior 4

current 2 -50% OK

prior 2

current 4 100% OK

prior -4

current -2 - 50% error

prior -2

current -4 100% error

prior 4

current -2 -150% OK

prior -4

current 2 -150% error

prior 2

current -4 -300% OK

prior -2

current 4 -300% error

Re: Computing Percentage Changes

gamotte — Thu, 16 Feb 2017 14:02:47 GMT

Can you please provide an example dataset (in the form of a data step with datalines) and the program you used with a copy of the error message ?

Re: Computing Percentage Changes

Reeza — Thu, 16 Feb 2017 14:20:27 GMT

Look at proc expand for creating the new variable.

Re: Computing Percentage Changes

ThierryHerrie — Thu, 16 Feb 2017 14:30:44 GMT

Could you post your code? I've tried this example and it works fine:

23         data _null_ ;
24           prior = -2 ;
25           current = -4 ;
26           dif = ((current - prior)/prior)*100 ;
27           put dif= ;
28         run ;

dif=100
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds

Re: Computing Percentage Changes

ballardw — Thu, 16 Feb 2017 15:12:18 GMT

You will have to describe WHY you consider some of the results "errors".

whith prior=-4 and current = -2 then your formula resolves to:

-2 - (-4) = 2

2/ -4 = -0.5

-0.5*100 = -50

So the -50% is correct from your formula. So either your formula is incorrect or your belief that the value is incorrect is wrong or you have not completely stated the problem.

As an aside, there is a companion function to LAG called DIF that is the equivalent of Var - lag(var). So you can use Dif(var).

Re: Computing Percentage Changes

mkeintz — Thu, 16 Feb 2017 15:15:32 GMT

I think you are concerned about the sign of the pct. From -4 to -2 you get -50%, but I think you want +50%. I.e. you want the direction of the change to determine sign of pct.

data series;

input current @@;

pct= 100*sign(dif(current))*abs(dif(current)/lag(current));

datalines;

4 2 4 -2 -4 -2 2 -4 4

run;

Re: Computing Percentage Changes

rfortin — Thu, 16 Feb 2017 17:17:40 GMT

Yes, this is exactly what I wanted to do. ( I.e. you want the direction of the change to determine sign of pct.)

Thanks for your help. rfortin