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;
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