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Generating lags of multiple variables at once

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Generating lags of multiple variables at once

Hello!  I have a question which I'm sure is very easy, but I'm stumped.

How do I generate lags of multiple variables at once?  I have 105 variables -- each variable I need to lag once and twice.

I've created an array, and tried a number of DO statements, but nothing seems to work.  Anyone have any ideas?

Thanks!

Super Contributor
Posts: 543

Re: Generating lags of multiple variables at once

Something like this could work. But you have to be careful with you first.keyword to reset all the lag values to . so it doesn't carry over the value from prior record...

but this piece of code should get you started:

proc sql;

    select cat("prev_",name,"= lag(",name,");") into: my_list separated by " "

    from dictionary.columns

    where libname = "SASHELP" & memname = "CLASS" ;

quit;

data temp;

    set sashelp.class;

    &my_list.;

run;

All you need to change is the name of your library (WORK?) and the name of the dataset. Make sure you use CAPS.


Good luck!

Anca

Super User
Posts: 10,871

Re: Generating lags of multiple variables at once

array vars <your list of vars here>;

array L1vars <your list of vars prefixed with L1 here>;

array L2vars <your list of vars prefixed with L2 here>;

Do i = 1 to dim(vars);

     L1Vars = lag(vars);

     L2Vars = lag2(vars);

end;

drop i;

should work unless you make the do loop conditional.

The LAG2 variables will be blank for the first two records and the Lag variables blank on the first record.

Super User
Posts: 9,775

Re: Generating lags of multiple variables at once

Tow optional ways :

set x point=_n_-1

And

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