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Xinhui
Obsidian | Level 7

Hello

    Plese see attachments, we have several option contracts in our excel doucument, how can I do to use SAS to build a new form from excel, which contract is 

datadate          expriation

11/01/2013      11/08/2013

11/08/2013      11/16/2013

11/15/2013      11/22/2013

11/22/2013      11/29/2013

 

4 REPLIES 4
Kurt_Bremser
Super User

SAS works with SAS datasets. Please post your example dataset as a data step using the macro from https://communities.sas.com/t5/SAS-Communities-Library/How-to-create-a-data-step-version-of-your-dat...

Excel files do not convey structural information about SAS datasets, and they can carry malware, so they are blocked on many corporate firewalls for security reasons.

Xinhui
Obsidian | Level 7

Here is our sas bdat

Xinhui
Obsidian | Level 7

I want to select the contract weely which begin at 11/01/2013,  such as begin at (varible name datadate) 11/01/2013, expriate at 11/08/2013, and then datadate=11/08/2013, expriation date is 11/16/2013, since 11/16/2013 is holiday, market not opened at that day, so next contract is from 11/15/2013 to 11/22/2013. Finaly, we pick up all the contrcat which  

datadate          expriation

11/01/2013      11/08/2013

11/08/2013      11/16/2013

11/15/2013      11/22/2013

11/22/2013      11/29/2013

 I think we can use lag function to do that, but I don't know how to coding it.

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