Contributor
Posts: 44

# Code to calculate Moving Median

Hi,

Can anyone please help me to get SAS code to calculate moving median for last 30 days.

Regards,

Swapna

Super User
Posts: 9,617

## Re: Code to calculate Moving Median

First Google hit should help (has full code):

25027 - Compute the moving average of a variable

Contributor
Posts: 44

## Re: Code to calculate Moving Median

Hi,

The link which you shared is to calculate moving average and I have already gone through it..

But I am looking for a code to calculate Moving "MEDIAN" for last 30 days.

Regards.

Swapna

Super User
Posts: 9,617

## Re: Code to calculate Moving Median

Ah. maybe have a look at the expand procedure then:

(Replace MOVAVE with the MOVMED)

22104 - How can I compute a moving average of a variable?

Per:

SAS/ETS(R) 9.2 User's Guide

Contributor
Posts: 44

## Re: Code to calculate Moving Median

Have gone to that option as well, and sorry to not mention that in my first post.

The challenge is we don't have SAS ETS with us, thus I need a code which should work in Base SAS.

Super User
Posts: 10,788

## Re: Code to calculate Moving Median

If you have SAS9.4 , then SQL can get that , otherwise use ARRAY.

Contributor
Posts: 44

## Re: Code to calculate Moving Median

Hi Xia,

Yes I am having SAS 9.4, It would be really great if you can please share some sample code, so that I can try it at my end.

Regards,

Swapna

Super User
Posts: 23,791

## Re: Code to calculate Moving Median

SAS - moving min/max using arrays

You'll notice the code was originally sourced from this website.

Super User
Posts: 10,788

## Re: Code to calculate Moving Median

OK. Here is an example :

data have;
do date='01jan2014'd to today();
v=ranuni(1234);
output;
end;
format date date9.;
run;

proc sql;
create table want as
select *,(select median(v) from have where date between a.date-30 and a.date) as moving_median_30_day
from have as a;
quit;

Xia Keshan

Super User
Posts: 23,791

## Re: Code to calculate Moving Median

Just a note that the SAS SQL Median function only works in SAS 9.4

Super User
Posts: 10,788

## Re: Code to calculate Moving Median

Thanks Reeza. I have already mentioned it  before .

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