## Find rolling max from today up to start day

Hi,

My data has ID, date, Value. For each Id, at a given date, I want to find the Max value up to that date.

My code below works but I wonder if there is any shorter/faster way, such as using proc expand.

Thanks,

HHC

``````data have;
input id date value;
datalines;
1 1 2
1 2 15
1 3 6
1 4 17
1 5 8
1 6 9
2 1 60
2 2 50
2 3 600
;run;
proc sort data=have; by id descending date; run;

data want;
set have nobs=nobs;
drop i j _: exit;
i+1;
max_value=0;
exit=0;
do j=i to nobs until (exit=1);
set have (keep=id date value rename=(id=_id date = _date value=_value)) point=j;
if id^=_id then do;exit=1;leave; end;
if max_value<_value then max_value=_value;

end;
run;``````

1 ACCEPTED SOLUTION

Accepted Solutions

## Re: Find rolling max from today up to start day

@hhchenfx wrote:

My data has ID, date, Value. For each Id, at a given date, I want to find the Max value up to that date.

My code below works but I wonder if there is any shorter/faster way, such as using proc expand.

What an odd question. The first thing you should do is look at the documentation for PROC EXPAND.

However, this much simpler DATA step will work:

``````data want;
set have;
by id;
retain maxvalue;
if first.id then maxvalue=value;
else if value>maxvalue then maxvalue=value;
run;``````

--
Paige Miller

## Re: Find rolling max from today up to start day

@hhchenfx wrote:

My data has ID, date, Value. For each Id, at a given date, I want to find the Max value up to that date.

My code below works but I wonder if there is any shorter/faster way, such as using proc expand.

What an odd question. The first thing you should do is look at the documentation for PROC EXPAND.

However, this much simpler DATA step will work:

``````data want;
set have;
by id;
retain maxvalue;
if first.id then maxvalue=value;
else if value>maxvalue then maxvalue=value;
run;``````

--
Paige Miller
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