Help using Base SAS procedures

lead and lag-proc expand

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Contributor mei
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Posts: 62
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lead and lag-proc expand

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.


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‎05-04-2012 09:19 AM
Respected Advisor
Posts: 3,156

Re: lead and lag-proc expand

Since you are not really doing 'expanding' per se, for your purpose, using '' method=none ' is appropriate.

Regards,

Haikuo

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Solution
‎05-04-2012 09:19 AM
Respected Advisor
Posts: 3,156

Re: lead and lag-proc expand

Since you are not really doing 'expanding' per se, for your purpose, using '' method=none ' is appropriate.

Regards,

Haikuo

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