hello
I have this program to calculate the variable flux. I want that the program begin the calculation only after 3 missing value for each id (rank_no here)
data flux1;
set JOINT_Ftna2;
by rank_no;
rtri=((mret))*(lag1(mret))*(lag2(mret))-1;
flux=(new_TNA_LATEST-lag3(new_TNA_LATEST)*(1+rtri))/lag3(new_TNA_LATEST);
run;
Have
CALDT | Rank_NO | CRSP_FUNDNO | MRET | new_TNA_LATEST | rtri |
1985-02-28 | 1 | 53 | 1,00062422 | 39,2 | |
1985-03-29 | 1 | 53 | 1,00935745 | 39,2 | |
1985-04-30 | 1 | 53 | 1,00061805 | 39,2 | 0,01061174 |
1985-05-31 | 1 | 53 | 1,05514655 | 39,2 | 0,06567826 |
1985-06-28 | 1 | 53 | 1,02113917 | 39,2 | 0,07811738 |
1985-07-31 | 1 | 53 | 1,00115009 | 39,2 | 0,07869063 |
1985-08-30 | 1 | 53 | 0,99478865 | 39,2 | 0,01698593 |
1985-09-30 | 1 | 53 | 0,98020955 | 39,2 | -0,02377722 |
1997-09-30 | 2 | 103 | 1,05448301 | 113,689 | 0,1056362 |
1997-10-31 | 2 | 103 | 0,97858404 | 113,689 | 0,02168359 |
1997-11-28 | 2 | 103 | 1,02221451 | 113,689 | 0,0548234 |
1997-12-31 | 2 | 103 | 1,00469527 | 49,983 | 0,00501959 |
1998-01-30 | 2 | 103 | 0,9622905 | 49,983 | -0,01171411 |
1998-02-27 | 2 | 103 | 1,09756894 | 49,983 | 0,06113921 |
1998-03-31 | 2 | 103 | 1,03639974 | 49,983 | 0,09462485 |
1998-04-30 | 2 | 103 | 1,01915709 | 49,983 | 0,15931173 |
want
CALDT | Rank_NO | CRSP_FUNDNO | MRET | new_TNA_LATEST | rtri | flux |
1985-02-28 | 1 | 53 | 1,00062422 | 39,2 | ||
1985-03-29 | 1 | 53 | 1,00935745 | 39,2 | ||
1985-04-30 | 1 | 53 | 1,00061805 | 39,2 | 0,01061174 | |
1985-05-31 | 1 | 53 | 1,05514655 | 39,2 | 0,06567826 | -0,06567826 |
1985-06-28 | 1 | 53 | 1,02113917 | 39,2 | 0,07811738 | -0,07811738 |
1985-07-31 | 1 | 53 | 1,00115009 | 39,2 | 0,07869063 | -0,07869063 |
1985-08-30 | 1 | 53 | 0,99478865 | 39,2 | 0,01698593 | -0,01698593 |
1985-09-30 | 1 | 53 | 0,98020955 | 39,2 | -0,02377722 | 0,02377722 |
1997-09-30 | 2 | 103 | 1,05448301 | 113,689 | 0,1056362 | |
1997-10-31 | 2 | 103 | 0,97858404 | 113,689 | 0,02168359 | |
1997-11-28 | 2 | 103 | 1,02221451 | 113,689 | 0,0548234 | |
1997-12-31 | 2 | 103 | 1,00469527 | 49,983 | 0,00501959 | -0,56537283 |
1998-01-30 | 2 | 103 | 0,9622905 | 49,983 | -0,01171411 | 0,01171411 |
1998-02-27 | 2 | 103 | 1,09756894 | 49,983 | 0,06113921 | -0,06113921 |
1998-03-31 | 2 | 103 | 1,03639974 | 49,983 | 0,09462485 | -0,09462485 |
1998-04-30 | 2 | 103 | 1,01915709 | 49,983 | 0,15931173 | -0,15931173 |
You missed a step. What exactly do you mean by missing value in: " I want that the program begin the calculation only after 3 missing value for each id (rank_no here)"?
Your Have data does not show any "missing values" for 3 of anything. The most you show is two missing values of RTRI for Rank_no=1.
Are you ready for the spotlight? We're accepting content ideas for SAS Innovate 2025 to be held May 6-9 in Orlando, FL. The call is open until September 16. Read more here about why you should contribute and what is in it for you!
Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.
Find more tutorials on the SAS Users YouTube channel.
Select SAS Training centers are offering in-person courses. View upcoming courses for: