Hi all,
I have data (Rsquare2) here and want to calculate r2_avg over past 12 months except the most recent month (t-12 to t-2). Then I tried to use your code but the result is strange. Could you pleas help me with this?
CUSIP | Endwindow | cValue2 | r2 |
3783310 | 30-Dec-88 | 0.5625 | 0.5625 |
3783310 | 31-Jan-89 | 0.5616 | 0.5616 |
3783310 | 28-Feb-89 | 0.5113 | 0.5113 |
3783310 | 31-Mar-89 | 0.5193 | 0.5193 |
3783310 | 28-Apr-89 | 0.5078 | 0.5078 |
3783310 | 31-May-89 | 0.5152 | 0.5152 |
3783310 | 30-Jun-89 | 0.5077 | 0.5077 |
3783310 | 31-Jul-89 | 0.5031 | 0.5031 |
3783310 | 31-Aug-89 | 0.4442 | 0.4442 |
3783310 | 29-Sep-89 | 0.431 | 0.431 |
3783310 | 31-Oct-89 | 0.4183 | 0.4183 |
3783310 | 30-Nov-89 | 0.4154 | 0.4154 |
3783310 | 29-Dec-89 | 0.4165 | 0.4165 |
3783310 | 31-Jan-90 | 0.3833 | 0.3833 |
3783310 | 28-Feb-90 | 0.3059 | 0.3059 |
3783310 | 30-Mar-90 | 0.2968 | 0.2968 |
3783310 | 30-Apr-90 | 0.3056 | 0.3056 |
3783310 | 31-May-90 | 0.3628 | 0.3628 |
3783310 | 29-Jun-90 | 0.356 | 0.356 |
3783310 | 31-Jul-90 | 0.3486 | 0.3486 |
proc sql;
create table want as
select t1. cusip, t1.endwindow format=mmyyd., mean(t2.r2) as r2_avg,
count(*) as months
from Rsquare2 as t1 inner join Rsquare2 as t2 on
t2.endwindow between intnx("month", t1.endwindow,-12,"beginning") and
intnx("month", t1.endwindow,-2,"beginning")
group by t1.cusip, t1.endwindow ;
select * from want;
quit;
CUSIP | Endwindow | r2_avg | months |
3783310 | Mar-89 | 0.46613 | 3 |
3783310 | Apr-89 | 0.4671 | 6 |
3783310 | May-89 | 0.46352 | 9 |
3783310 | Jun-89 | 0.46389 | 12 |
3783310 | Jul-89 | 0.45912 | 15 |
3783310 | Aug-89 | 0.45827 | 18 |
3783310 | Sep-89 | 0.45742 | 21 |
3783310 | Oct-89 | 0.45698 | 24 |
3783310 | Nov-89 | 0.45267 | 27 |
3783310 | Dec-89 | 0.44914 | 30 |
3783310 | Jan-90 | 0.44388 | 30 |
3783310 | Feb-90 | 0.43923 | 30 |
3783310 | Mar-90 | 0.43656 | 30 |
3783310 | Apr-90 | 0.4313 | 30 |
3783310 | May-90 | 0.41893 | 30 |
3783310 | Jun-90 | 0.40439 | 30 |
3783310 | Jul-90 | 0.39083 | 30 |
Thank you so much,
Ha
Your day of each row is not the same, suggest make a index variable and
n between n-12 and a.n-2
CUSIP | Endwindow | cValue2 | N |
3783310 | 30-Dec-88 | 0.5625 | 1 |
3783310 | 31-Jan-89 | 0.5616 | 2 |
...................
OR make a new varible which have the same day.
CUSIP | Endwindow |
32342 01-Dec-88
32342 01-Jan-89
Your day of each row is not the same, suggest make a index variable and
n between n-12 and a.n-2
CUSIP | Endwindow | cValue2 | N |
3783310 | 30-Dec-88 | 0.5625 | 1 |
3783310 | 31-Jan-89 | 0.5616 | 2 |
...................
OR make a new varible which have the same day.
CUSIP | Endwindow |
32342 01-Dec-88
32342 01-Jan-89
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 25. Read more here about why you should contribute and what is in it for you!
Learn how use the CAT functions in SAS to join values from multiple variables into a single value.
Find more tutorials on the SAS Users YouTube channel.