07-23-2016 07:05 AM
proc expand data=XXX out=XXX method=none;
convert high = high1 / transformin=(movmax 12 trimleft 10);
I want to get the Maxmium obs from the most recent 12 obs in the moving windows. But I want to skip the most recent 1 observation. In fact I use 1-11st obs, while skipping 12st obs. How to code it?
11-20-2016 05:29 PM
Better late than never?
convert high=high1 / transformin=(lag 1) transformout=(movmax 12 trimleft 10);
This makes the current value of high tied with the preceding, so max over 12 obs, is the same as max over preceding 11 obs.