topic Re: Monthly rolling average in SAS Procedures

Monthly rolling average

Benn — Mon, 04 Feb 2013 14:13:22 GMT

Hi Guys,

I am trying to compute monthly rolling averages and my dates are in the format YYYYMM.

Hope someone will be familiar with codes like this.

Thanks!

Re: Monthly rolling average

DBailey — Mon, 04 Feb 2013 14:16:27 GMT

its useful to have sample data...but...3 month rolling average

proc sql;

create table want as

select

t1.dt

,avg(t2.....???) as monthly_rolling_avg

from

want t1

inner join want t2

t2.date between intnx('month',t1.date,-3) and t1.date

group by t1.dt;

quit;

Re: Monthly rolling average

Haikuo — Mon, 04 Feb 2013 18:01:18 GMT

Without seeing some sample data, suggestions can't be specific:

1. If you have SAS/ETS, then Proc Expand is your best bet. Rolling Average is just one of its build-in functions.

2. If you choose to use Proc SQL like being suggested, 'group by' needs to be applied on an unique id of every row from t1.

3. Data step, by using temporary array, mod() and/or 'by' processing. Please search 'rolling' or 'moving' in the forum, you will see many posts with similar questions and answers.

Good luck,

Haikuo.