topic Re: Lag variable in SAS Procedures

Lag variable

Costasg — Fri, 17 May 2013 21:05:38 GMT

Hello,

I would like to create a lag variable for D based on qtr and mgrno. Obviously LAG doesn't work here because it doesn't recognize different mgrno.

Any ideas on this?

Many thanks in advance.

Re: Lag variable

Anotherdream — Fri, 17 May 2013 21:54:31 GMT

If you can, give an example of what you actually want with you data as an output. I am not worrking what you mean by lag of qrt and mgrno, and your statement about lag.

Example, your qtr of 1980-4 has the mgrno 260 40 times. Do you want the D field lagged by 1 onto each of the 260 fields (so row 1 gets lagged into row 2). Or did you want the data structured as is to be lagged, regardless of the order or MGRNO?

Re: Lag variable

Costasg — Fri, 17 May 2013 22:01:35 GMT

What I would like to do is to have the Lag Value of D for each mgrno for each stock separately.

Each stock has many investors. I want the lagged value for the particular investor.

So for example

1981-1 520 AA should have the value of 1980-4 520 AA

1981-1 835 AA should have the value of 1980-4 835 AA.

I hope you can understand what I mean.

Many thanks.

Re: Lag variable

Tom — Fri, 17 May 2013 23:23:26 GMT

Sort the data in the right order then LAG() function will work.

data want ;

set have ;

by mgrno ticker qtr ;

lagd=lag(d);

if first.ticker then lagd=.;

run;

Re: Lag variable

Costasg — Sat, 18 May 2013 07:40:07 GMT

Many thanks Tom!