topic Re: Code to calculate Moving Median in SAS Procedures

Code to calculate Moving Median

SwapnaKumari — Wed, 13 May 2015 09:34:05 GMT

Hi,

Can anyone please help me to get SAS code to calculate moving median for last 30 days.

Regards,

Swapna

Re: Code to calculate Moving Median

RW9 — Wed, 13 May 2015 09:48:07 GMT

First Google hit should help (has full code):

25027 - Compute the moving average of a variable

Re: Code to calculate Moving Median

SwapnaKumari — Wed, 13 May 2015 09:53:26 GMT

Hi,

Thanks for your reply.

The link which you shared is to calculate moving average and I have already gone through it..

But I am looking for a code to calculate Moving "MEDIAN" for last 30 days.

Regards.

Swapna

Re: Code to calculate Moving Median

RW9 — Wed, 13 May 2015 10:00:53 GMT

Ah. maybe have a look at the expand procedure then:

(Replace MOVAVE with the MOVMED)

22104 - How can I compute a moving average of a variable?

Per:

SAS/ETS(R) 9.2 User's Guide

Re: Code to calculate Moving Median

SwapnaKumari — Wed, 13 May 2015 10:07:29 GMT

Have gone to that option as well, and sorry to not mention that in my first post.

The challenge is we don't have SAS ETS with us, thus I need a code which should work in Base SAS.

Re: Code to calculate Moving Median

Ksharp — Wed, 13 May 2015 13:17:56 GMT

If you have SAS9.4 , then SQL can get that , otherwise use ARRAY.

Re: Code to calculate Moving Median

SwapnaKumari — Thu, 14 May 2015 04:50:25 GMT

Hi Xia,

Yes I am having SAS 9.4, It would be really great if you can please share some sample code, so that I can try it at my end.

Regards,

Swapna

Re: Code to calculate Moving Median

Reeza — Thu, 14 May 2015 04:56:37 GMT

SAS - moving min/max using arrays

You'll notice the code was originally sourced from this website.

Re: Code to calculate Moving Median

Ksharp — Thu, 14 May 2015 12:31:59 GMT

OK. Here is an example :

data have;
do date='01jan2014'd to today();
v=ranuni(1234);
output;
end;
format date date9.;
run;


proc sql;
create table want as 
 select *,(select median(v) from have where date between a.date-30 and a.date) as moving_median_30_day
  from have as a;
 quit;

Xia Keshan

Re: Code to calculate Moving Median

Reeza — Thu, 14 May 2015 15:30:36 GMT

Just a note that the SAS SQL Median function only works in SAS 9.4

Re: Code to calculate Moving Median

Ksharp — Fri, 15 May 2015 12:44:16 GMT

Thanks Reeza. I have already mentioned it before .