topic lag statement in SAS Procedures

lag statement

sasphd — Tue, 18 Apr 2017 18:01:06 GMT

can someone tell me how to write lagged variable in proc panel

I write

y= lag(X);

it does not work???????????

Re: lag statement

art297 — Tue, 18 Apr 2017 18:16:01 GMT

lag X1(1 3) X2(3 6 9) X3(2) / out=A_lag;

It's defined at: http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_panel_sect015.htm

Art, CEO, AnalystFinder.com

Re: lag statement

sasphd — Tue, 18 Apr 2017 18:18:27 GMT

I see that

What does it mean

(1 3)

(3 6 9)

(2)

Re: lag statement

art297 — Tue, 18 Apr 2017 18:22:42 GMT

if you only want a lag of 1 for variable X you would use: lag x(1);

Art, CEO, AnalystFinder.com

Re: lag statement

Reeza — Tue, 18 Apr 2017 18:24:32 GMT

RTM - the link was provided.

LAG var( ... ) , ..., var( ... ) < / OUT= SAS-data-set > ;

So the VAR indicates the variable that a lag will be created for, while the numbers in the parentheses indicate the lag that will be calculated ie

lag var1 (1 2 3) creates 3 lagged variables for a lag of 1, 2 and 3 periods respectively.

RTM to see how the variables are labeled or alternatives to the LAG function.

Re: lag statement

sasphd — Tue, 18 Apr 2017 18:32:25 GMT

I write my program like that but it does not work

proc panel data= flux;
id rankdate rank_no;
model flux= lag estimate(1) / fixone noint HCCME=0 cluster;
ods output ParameterEstimates=res;
run;

Re: lag statement

art297 — Tue, 18 Apr 2017 18:43:18 GMT

lag is not an option but, rather, a statement. e.g.,

LAG var( ... ) , ..., var( ... ) < / OUT= SAS-data-set > ;

You use it to create an output dataset that would then be analyzed with a separate call to proc panek,

Art, CEO, AnalystFinder.com

Re: lag statement

sasphd — Wed, 19 Apr 2017 12:50:06 GMT

can you please write for me an example of the statement

Re: lag statement

Rick_SAS — Wed, 19 Apr 2017 13:14:17 GMT

??? The blue text in art297's original reply is called a hyperlink. If you click on it, your browser will display the documentation, which contains the example that you are asking for.