topic specifc average in SAS Procedures

specifc average

redrover99 — Mon, 24 Sep 2012 01:41:47 GMT

Hi all

I need help, I’m looking to calculate the 5 year average for per_change. This five year average must be specific for each company identified by the permn number, and have consecutive years

EG:

Permno	year	Per_change	5yravg
10001	2001	0.2
10001	2002	0.6
10001	2003	0.4
10001	2004	0.22
10001	2005	0.3	0.344
10001	2006	0.5	0.404

I have attached my data any help in this command would be greatly appreciated.

Re: specifc average

Haikuo — Mon, 24 Sep 2012 02:31:00 GMT

Hi,

If you have SAS/ETS, check out the documentation on Proc Expand, which has been built in with such a functionality. Here is to show you one approach with data step:

filename test 'c:\temp\test.csv';

data have;

infile test dsd truncover firstobs=2;

input gvkey$ lpermno$ fyear PER_CHANGE;

run;

data want;

array t(0:4) _temporary_;

do _n_=1 by 1 until (last.lpermno);

set have;

by lpermno notsorted;

t(mod(_n_,5))=per_change;

if _n_>=5 then mov5avg=mean(of t(*));

output;

end;

call missing(of t(*));

run;

Haikuo