topic Generating lags of multiple variables at once in SAS Procedures

Generating lags of multiple variables at once

TalonHill — Tue, 07 May 2013 16:40:22 GMT

Hello! I have a question which I'm sure is very easy, but I'm stumped.

How do I generate lags of multiple variables at once? I have 105 variables -- each variable I need to lag once and twice.

I've created an array, and tried a number of DO statements, but nothing seems to work. Anyone have any ideas?

Thanks!

Re: Generating lags of multiple variables at once

AncaTilea — Tue, 07 May 2013 18:07:56 GMT

Something like this could work. But you have to be careful with you first.keyword to reset all the lag values to . so it doesn't carry over the value from prior record...

but this piece of code should get you started:

proc sql;

select cat("prev_",name,"= lag(",name,");") into: my_list separated by " "

from dictionary.columns

where libname = "SASHELP" & memname = "CLASS" ;

quit;

data temp;

set sashelp.class;

&my_list.;

run;

All you need to change is the name of your library (WORK?) and the name of the dataset. Make sure you use CAPS.

Good luck!

Anca

Re: Generating lags of multiple variables at once

ballardw — Tue, 07 May 2013 22:28:15 GMT

array vars <your list of vars here>;

array L1vars <your list of vars prefixed with L1 here>;

array L2vars <your list of vars prefixed with L2 here>;

Do i = 1 to dim(vars);

L1Vars = lag(vars);

L2Vars = lag2(vars);

end;

drop i;

should work unless you make the do loop conditional.

The LAG2 variables will be blank for the first two records and the Lag variables blank on the first record.

Re: Generating lags of multiple variables at once

Ksharp — Wed, 08 May 2013 14:18:07 GMT

Tow optional ways :

set x point=_n_-1

And

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