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.
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