Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Find a Community

- Home
- /
- SAS Programming
- /
- SAS Procedures
- /
- Working With Dates

- RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

3 weeks ago

Hi All,

I have a question on restricting dates. I have columns like so -- "Date", "Price", "Tflag". Wherever the "Tflag" column = '***', I would like to take the range of T+2 and T-2 for date. What i did originally was create lags(one ascending, one descending) of Date and created two new variables Date1 and Date2. This created the correct range on each tflag = ***. But i cannot figure out how to restrict my Date column by this range I created. Also, it is important to note that we are dealing with Trading Days and not just standard days. I say this because if a Tflag is on 6/25/2018 then the t-2 day would be 6/21/2018 and t+2 would be 6/27/2018. This would encompass a total of five dates, which it always should be unless there is significant days in a row.

Thanks.

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to jrdykstr93

3 weeks ago

Have you looked at INTNX with the WEEKDAY option? Though you may want to create your own calendar to account for the unique calendar.

Otherwise, a SQL self join usually works, and/or using PROC EXPAND to calculate a moving statistics with the CONVERT statement.

@jrdykstr93 wrote:

Hi All,

I have a question on restricting dates. I have columns like so -- "Date", "Price", "Tflag". Wherever the "Tflag" column = '***', I would like to take the range of T+2 and T-2 for date. What i did originally was create lags(one ascending, one descending) of Date and created two new variables Date1 and Date2. This created the correct range on each tflag = ***. But i cannot figure out how to restrict my Date column by this range I created. Also, it is important to note that we are dealing with Trading Days and not just standard days. I say this because if a Tflag is on 6/25/2018 then the t-2 day would be 6/21/2018 and t+2 would be 6/27/2018. This would encompass a total of five dates, which it always should be unless there is significant days in a row.

Thanks.

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to Reeza

3 weeks ago

My SQL knowledge is embarrassing. But I will look into proc expand. Thanks.l

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to jrdykstr93

3 weeks ago

You have omitted critical information.

How do you want to account for holidays? SAS can detect weekdays, but you need to somehow supply the holiday information.

What is the order to the observations? Do the observations you want to select fall both before and after the observation where tflag is *** ?

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to Astounding

3 weeks ago

Its only trading days. So holidays are excluded. The subset of observations I would like to select fall T-2 and T+2 based on what date there is a tflag = '***'.

- Mark as New
- Bookmark
- Subscribe
- RSS Feed
- Permalink
- Email to a Friend
- Report Inappropriate Content

Posted in reply to jrdykstr93

3 weeks ago

So if T-1 is a holiday, you still want T-2 to T+2? Not T-3 to T+2?