topic Re: Proc Expand - MovAve - numeric precision in SAS Procedures

Proc Expand - MovAve - numeric precision

hellind — Tue, 14 Apr 2015 06:39:02 GMT

I can view variable UTIL as 0. Before this, I use UTIL=round(a/b,0.0001) to calculate UTIL.

And then I use proc expand as below:

PROC EXPAND data=trade_util out=trade_util1;

ID misdate;

BY customer;

CONVERT util=util_MEAN3 / transformout=(movave 3 lag 1);

RUN;

Do anyone know why for moving average of 3 zeros, I get numbers like

-8.67362E-18

-3.1984E-18

-8.2038E-18

-3.79471E-18

-9.1073E-18

I follow it up with code like this, but how can I avoid this extra step? It has something to do with numeric precision.

data work.trade_util1;

set work.trade_util1;

util_MEAN3=max(0,util_MEAN3);

run;

Re: Proc Expand - MovAve - numeric precision

hellind — Thu, 16 Apr 2015 02:20:30 GMT

Would anyone know the reason for the mov average mean to be such small numbers?

Re: Proc Expand - MovAve - numeric precision

Ksharp — Thu, 16 Apr 2015 13:06:39 GMT

Not sure if it could work. Make UTIL be a small length .

length UTIL 3 ;

and why not use INT() ?

Xia Keshan

Re: Proc Expand - MovAve - numeric precision

PGStats — Thu, 16 Apr 2015 21:16:48 GMT

I thing proc expand is geared for speed and skips the numerical precautions that are common in other procedures. You will have to follow the procedure call with a datastep to round() or fuzz() output values. If only for display, numerical formats will do the rounding for you.