I have the following programming codes to create lags and lead value:
proc sort data=main
out=sorted; by permno fyear; run;
proc expand data=sorted out=sorted method = none;
by permno;
id fyear;
convert idiorisk = idiorisk_lag1 / transformout=(lag 1);
convert idiorisk = idiorisk_lag2 / transformout=(lag 2);
convert idiorisk = idiorisk_lag3 / transformout=(lag 3);
convert idiorisk = idiorisk_lag4 / transformout=(lag 4);
convert idiorisk = idiorisk_lead1 / transformout=(lead 1);
convert idiorisk;
run;
there is a view that ' method=none ' is not appropriate for time series data. Is that true?
i attach my data for your reference, the result looks fine.
Since you are not really doing 'expanding' per se, for your purpose, using '' method=none ' is appropriate.
Regards,
Haikuo
Since you are not really doing 'expanding' per se, for your purpose, using '' method=none ' is appropriate.
Regards,
Haikuo
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