SAS Dates Coding

Benn — Fri, 23 Nov 2012 13:41:17 GMT

Hey guys,

I am trying to form portfolios on month T by looking back characteristics on month T-1.

This is the code I have written (It may appear very convoluted to you, because I'm new to SAS).

DATA Crsp;

SET Rawcrsp;

REFYEAR=PUT(DATE,YEAR.);

REFMONTH=PUT(DATE,MONTH.);

REFDATE= PUT(DATE,YYMMn.);

LENGTH PORTFOLIOYEAR $4.;

PORTFOLIOYEAR=REFYEAR;

LENGTH PORTFOLIOMONTH $2.;

PORTFOLIOMONTH=REFMONTH+1;

IF PORTFOLIOMONTH=13 THEN PORTFOLIOMONTH=1;

IF PORTFOLIOMONTH=13 THEN PORTFOLIOYEAR=REFYEAR+1;

LENGTH PORTFOLIODATE $6.;

PORTFOLIODATE=REFDATE;

RUN;

I have tabbed the 2 lines of code that I'm having trouble with.

Because December (12) will determine the portfolio in Jan (1). However, I am unsure how can I adjust the year so that it becomes the next year i.e. 200712 will determine a portfolio in 200801.

The other problem I have is how can I merge the columns PORTFOLIOYEAR AND PORTFOLIOMONTH to give me PORTFOLIODATE.

The reason is because I have written a long code following this (And only realised that I overlooked the Dec and Jan issue today). And the PORTFOLIODATE is crucial, if not the rest of my codes need to be edited.

Thanks guys. Appreciate the help!

Re: SAS Dates Coding

LinusH — Fri, 23 Nov 2012 13:51:50 GMT

If appropriate for your scenario, I would take a look at the intnx function.

topic Re: SAS Dates Coding in SAS Procedures

SAS Dates Coding

Re: SAS Dates Coding