hello,
I want to this caluation by rank_no and to specify that if I begin a new rank_no not to do it
I write this but it seems not work?
data flux1;
set JOINT_Ftna2;
by rank_no;
rtri=((mret))*(lag1(mret))*(lag2(mret))-1;
flux=(new_TNA_LATEST-lag(new_TNA_LATEST)*(1+rtri))/lag(new_TNA_LATEST);
if first.rank_no then flux=.;
run;
I have this data
CALDT | Rank_NO | MRET | new_TNA_LATEST | rtri | flux |
1985-03-29 | 1 | 1,00935745 | 39,2 | ||
1985-04-30 | 1 | 1,00061805 | 39,2 | 0,01061174 | -0,01061174 |
1985-05-31 | 1 | 1,05514655 | 39,2 | 0,06567826 | -0,06567826 |
1985-06-28 | 1 | 1,02113917 | 39,2 | 0,07811738 | -0,07811738 |
1985-07-31 | 1 | 1,00115009 | 39,2 | 0,07869063 | -0,07869063 |
1985-08-30 | 1 | 0,99478865 | 39,2 | 0,01698593 | -0,01698593 |
1985-09-30 | 1 | 0,98020955 | 39,2 | -0,02377722 | 0,02377722 |
1985-10-31 | 1 | 1,05225653 | 39,2 | 0,02605675 | -0,02605675 |
1985-11-29 | 1 | 1,04958722 | 39,2 | 0,08257774 | -0,08257774 |
1985-12-31 | 1 | 1,04352557 | 39,2 | 0,15250617 | -0,15250617 |
1989-01-31 | 2 | 1,02924367 | 2,792 | 0,01954959 | |
1989-02-28 | 2 | 0,98887854 | 2,792 | -0,00035636 | 0,00035636 |
1989-03-31 | 2 | 1,01144648 | 2,792 | 0,02944717 | -0,02944717 |
1989-04-28 | 2 | 1,04709994 | 2,792 | 0,04730697 | -0,04730697 |
1989-05-31 | 2 | 1,05215827 | 2,792 | 0,11432562 | -0,11432562 |
1989-06-30 | 2 | 0,9864359 | 2,792 | 0,0867711 | -0,0867711 |
1989-07-31 | 2 | 1,050077 | 2,792 | 0,08986095 | -0,08986095 |
1989-08-31 | 2 | 1,04562886 | 2,792 | 0,08309757 | -0,08309757 |
1989-09-29 | 2 | 0,997994 | 2,792 | 0,09578825 | -0,09578825 |
Define 'seems not work'?
Please show what are you expecting versus what you're getting in the future.
You're setting FLUX to missing at the first of each rank which seems to be happening? Did you want to do the same for RTI as well?
Since you didn't reset that variable, it is crossing ranks as well.
If that's the case, modify your IF statement to include both variables and use CALL MISSING which allows you to do this for multiple variables at once.
data flux1;
set JOINT_Ftna2;
by rank_no;
rtri=((mret))*(lag1(mret))*(lag2(mret))-1;
flux=(new_TNA_LATEST-lag(new_TNA_LATEST)*(1+rtri))/lag(new_TNA_LATEST);
if first.rank_no then call missing( flux, RTI);
run;
@sasphd wrote:
hello,
I want to this caluation by rank_no and to specify that if I begin a new rank_no not to do it
I write this but it seems not work?
data flux1;
set JOINT_Ftna2;
by rank_no;
rtri=((mret))*(lag1(mret))*(lag2(mret))-1;
flux=(new_TNA_LATEST-lag(new_TNA_LATEST)*(1+rtri))/lag(new_TNA_LATEST);
if first.rank_no then flux=.;
run;I have this data
CALDT Rank_NO MRET new_TNA_LATEST rtri flux 1985-03-29 1 1,00935745 39,2 1985-04-30 1 1,00061805 39,2 0,01061174 -0,01061174 1985-05-31 1 1,05514655 39,2 0,06567826 -0,06567826 1985-06-28 1 1,02113917 39,2 0,07811738 -0,07811738 1985-07-31 1 1,00115009 39,2 0,07869063 -0,07869063 1985-08-30 1 0,99478865 39,2 0,01698593 -0,01698593 1985-09-30 1 0,98020955 39,2 -0,02377722 0,02377722 1985-10-31 1 1,05225653 39,2 0,02605675 -0,02605675 1985-11-29 1 1,04958722 39,2 0,08257774 -0,08257774 1985-12-31 1 1,04352557 39,2 0,15250617 -0,15250617 1989-01-31 2 1,02924367 2,792 0,01954959 1989-02-28 2 0,98887854 2,792 -0,00035636 0,00035636 1989-03-31 2 1,01144648 2,792 0,02944717 -0,02944717 1989-04-28 2 1,04709994 2,792 0,04730697 -0,04730697 1989-05-31 2 1,05215827 2,792 0,11432562 -0,11432562 1989-06-30 2 0,9864359 2,792 0,0867711 -0,0867711 1989-07-31 2 1,050077 2,792 0,08986095 -0,08986095 1989-08-31 2 1,04562886 2,792 0,08309757 -0,08309757 1989-09-29 2 0,997994 2,792 0,09578825 -0,09578825
I want to this caluation by rank_no and to specify that if I begin a new rank_no not to do it
I'm not sure what you mean by this. Can you show us the desired output?
I write this but it seems not work?
What about it doesn't work? Show us.
if first.rank_no then flux=.;
Doesn't work is awful vague.
Are there errors in the log?: Post the code and log in a code box opened with the "<>" to maintain formatting of error messages.
No output? Post any log in a code box.
Unexpected output? Provide input data in the form of data step code pasted into a code box, the actual results and the expected results. Instructions here: https://communities.sas.com/t5/SAS-Communities-Library/How-to-create-a-data-step-version-of-your-dat... will show how to turn an existing SAS data set into data step code that can be pasted into a forum code box using the "<>" icon or attached as text to show exactly what you have and that we can test code against.
@sasphd wrote:
hello,
I want to this caluation by rank_no and to specify that if I begin a new rank_no not to do it
I write this but it seems not work?
data flux1;
set JOINT_Ftna2;
by rank_no;
rtri=((mret))*(lag1(mret))*(lag2(mret))-1;
flux=(new_TNA_LATEST-lag(new_TNA_LATEST)*(1+rtri))/lag(new_TNA_LATEST);
if first.rank_no then flux=.;
run;I have this data
CALDT Rank_NO MRET new_TNA_LATEST rtri flux 1985-03-29 1 1,00935745 39,2 1985-04-30 1 1,00061805 39,2 0,01061174 -0,01061174 1985-05-31 1 1,05514655 39,2 0,06567826 -0,06567826 1985-06-28 1 1,02113917 39,2 0,07811738 -0,07811738 1985-07-31 1 1,00115009 39,2 0,07869063 -0,07869063 1985-08-30 1 0,99478865 39,2 0,01698593 -0,01698593 1985-09-30 1 0,98020955 39,2 -0,02377722 0,02377722 1985-10-31 1 1,05225653 39,2 0,02605675 -0,02605675 1985-11-29 1 1,04958722 39,2 0,08257774 -0,08257774 1985-12-31 1 1,04352557 39,2 0,15250617 -0,15250617 1989-01-31 2 1,02924367 2,792 0,01954959 1989-02-28 2 0,98887854 2,792 -0,00035636 0,00035636 1989-03-31 2 1,01144648 2,792 0,02944717 -0,02944717 1989-04-28 2 1,04709994 2,792 0,04730697 -0,04730697 1989-05-31 2 1,05215827 2,792 0,11432562 -0,11432562 1989-06-30 2 0,9864359 2,792 0,0867711 -0,0867711 1989-07-31 2 1,050077 2,792 0,08986095 -0,08986095 1989-08-31 2 1,04562886 2,792 0,08309757 -0,08309757 1989-09-29 2 0,997994 2,792 0,09578825 -0,09578825
Define 'seems not work'?
Please show what are you expecting versus what you're getting in the future.
You're setting FLUX to missing at the first of each rank which seems to be happening? Did you want to do the same for RTI as well?
Since you didn't reset that variable, it is crossing ranks as well.
If that's the case, modify your IF statement to include both variables and use CALL MISSING which allows you to do this for multiple variables at once.
data flux1;
set JOINT_Ftna2;
by rank_no;
rtri=((mret))*(lag1(mret))*(lag2(mret))-1;
flux=(new_TNA_LATEST-lag(new_TNA_LATEST)*(1+rtri))/lag(new_TNA_LATEST);
if first.rank_no then call missing( flux, RTI);
run;
@sasphd wrote:
hello,
I want to this caluation by rank_no and to specify that if I begin a new rank_no not to do it
I write this but it seems not work?
data flux1;
set JOINT_Ftna2;
by rank_no;
rtri=((mret))*(lag1(mret))*(lag2(mret))-1;
flux=(new_TNA_LATEST-lag(new_TNA_LATEST)*(1+rtri))/lag(new_TNA_LATEST);
if first.rank_no then flux=.;
run;I have this data
CALDT Rank_NO MRET new_TNA_LATEST rtri flux 1985-03-29 1 1,00935745 39,2 1985-04-30 1 1,00061805 39,2 0,01061174 -0,01061174 1985-05-31 1 1,05514655 39,2 0,06567826 -0,06567826 1985-06-28 1 1,02113917 39,2 0,07811738 -0,07811738 1985-07-31 1 1,00115009 39,2 0,07869063 -0,07869063 1985-08-30 1 0,99478865 39,2 0,01698593 -0,01698593 1985-09-30 1 0,98020955 39,2 -0,02377722 0,02377722 1985-10-31 1 1,05225653 39,2 0,02605675 -0,02605675 1985-11-29 1 1,04958722 39,2 0,08257774 -0,08257774 1985-12-31 1 1,04352557 39,2 0,15250617 -0,15250617 1989-01-31 2 1,02924367 2,792 0,01954959 1989-02-28 2 0,98887854 2,792 -0,00035636 0,00035636 1989-03-31 2 1,01144648 2,792 0,02944717 -0,02944717 1989-04-28 2 1,04709994 2,792 0,04730697 -0,04730697 1989-05-31 2 1,05215827 2,792 0,11432562 -0,11432562 1989-06-30 2 0,9864359 2,792 0,0867711 -0,0867711 1989-07-31 2 1,050077 2,792 0,08986095 -0,08986095 1989-08-31 2 1,04562886 2,792 0,08309757 -0,08309757 1989-09-29 2 0,997994 2,792 0,09578825 -0,09578825
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