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Loop in SAS

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Loop in SAS

Hi I am trying to replicate a loop in Excel VBA using SAS but being quite a new user, am not quite sure how to proceed.

I have prices recorded over time from 8.30am to 3.05pm on a daily basis for five years and want to estimate a rolling window with a one-minute interval. For example, I want to estimate average of prices each day from 8.31am to 2.06pm. The next window is going to be from 8.32am to 2.07pm and so on until the last window which is from 9.30am to 3.05pm.

The {i} refers to increments of 1minute. I want to rename the dataset with the {i} number as well.

The loop starts from {i} = 1 to 60.

I have written this code below and have been trying to trying to replace {i} with the numbers in the loop.

NOTE: I am also not sure about this line in the code too: "where myTIME <= '14:05:00't + minute{i};" . I am trying to put a limit to tell SAS where I want it to end each day and to increment that ending time by 1 minute each time.


data work.{i}test;
set work.source;
by myDay;
retain ORIGINDatetime;
FIRSTOBS = first.myDay;
if FIRSTOBS then do;
ORIGINDatetime = myDateTime + (60 * {i});
format ORIGINDatetime datetime.;

data work.{i}test01;
set work.{i}test;
where myTIME <= '14:05:00't + minute{i};

proc sql;
create table work.{i}test02 as
select myDay,mean(price) as avg_price
from work.{i}test01
group by myDay;
Super Contributor
Super Contributor
Posts: 3,174

Re: Loop in SAS

Closing the loop....see reply here:
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