I used following code and wanted to take lag return value for each id each date, but the result is not desirable. Please check and let me know what's wrong. thanks
data want;
set have;
by id date;
if first.id then lagret = .; else lagret=lag(ret);
run;
The challenge you're facing is caused by using the lag() function conditionally.
http://support.sas.com/kb/24/665.html
http://support.sas.com/resources/papers/proceedings09/055-2009.pdf
Formulate your program as below and things will work as - I believe - you intended it to work.
data want;
set have;
by id date;
lagret=lag(ret);
if first.id then
lagret = .;
run;
The challenge you're facing is caused by using the lag() function conditionally.
http://support.sas.com/kb/24/665.html
http://support.sas.com/resources/papers/proceedings09/055-2009.pdf
Formulate your program as below and things will work as - I believe - you intended it to work.
data want;
set have;
by id date;
lagret=lag(ret);
if first.id then
lagret = .;
run;
Don't miss out on SAS Innovate - Register now for the FREE Livestream!
Can't make it to Vegas? No problem! Watch our general sessions LIVE or on-demand starting April 17th. Hear from SAS execs, best-selling author Adam Grant, Hot Ones host Sean Evans, top tech journalist Kara Swisher, AI expert Cassie Kozyrkov, and the mind-blowing dance crew iLuminate! Plus, get access to over 20 breakout sessions.
Learn how use the CAT functions in SAS to join values from multiple variables into a single value.
Find more tutorials on the SAS Users YouTube channel.