topic Generating Multiple Lags? in SAS Procedures

Generating Multiple Lags?

deleted_user — Fri, 19 Jun 2009 20:18:05 GMT

Hi:
I want to generate multiple lags(4000+) for many variables ( a, b, c). how is it possible w/o writing thousands of statements:

lag_a_1 = lag1(a);
lag_a_2 = lag2(a);
.
.
.
lag_a_4000= lag4000(a); . . . and so on for other variables.

I tried using Array function in the following but it doesnt work:

DATA xxx.yyy (drop = i);
SET xxx.yyy;

ARRAY Lag_a_{4000};
do i= 1 to 4000;
Lag_a_(i)= lag(i)(a);
end;
run;
any help?
Regards
Moazzam

Re: Generating Multiple Lags?

NickR — Fri, 19 Jun 2009 20:59:18 GMT

Try this...

%macro check;
data X;
set Y;
%do i = 1 %to 4000;
lag_a_&i = lag&i(a);
%end;
run;
%mend check;

%check;

Re: Generating Multiple Lags?

sbb — Fri, 19 Jun 2009 22:06:07 GMT

It may be useful to explain your interest with sample INPUT and OUTPUT (desired) data example, in case there may be an alternative approach?

Scott Barry
SBBWorks, Inc.