How to extract positive and negative numbers for corresponding calculation

[CheerfulChu]

Dear  Expert

Do you know to extract positive and negative numbers from the columns separately and use it to calculate the standard deviation?

I have a table

Asset rd    rd1   rd2 rd3

APPL 0.2 -0.1 -1.2   0.6

IBM   4.1  -2.3 -1.1  4.2

I wish to calculate standard deviation for positve and negative values separately ie for APPL

spread_pos = std(0.2, 0.6)

spread_neg = std(-0.1, -1.2)

spread_ratio = spread_pos / spread_neg

Hence the final table will look like

Asset rd    rd1   rd2   rd3   spread_ratio

APPL 0.2 -0.1  -1.2   0.6   0.363

IBM   4.1  -2.3  -1.1   4.2   0.083

Is it possible to do within a data set?

data XXX;

  set tableA

  if rd > 0 or rd1 > 0 or rd2 > 0 or rd3 >0 then do

    spread_pos = std(rd, rd1, rd2, rd3);

  end;

 if rd < 0 or rd1 < 0 or rd2 < 0 or rd3 <0 then do

    spread_neg = std(rd, rd1, rd2, rd3);

  end;

  spread_ratio = spread_pos / spread_neg;

  by asset;

run;

The code above has problem. It will always calculate the standard deviation for all rdX.

Many thanks

Leo

[RW9]

You could use three arrays:

array rd...;

array pos...;

array neg...;

do i=1 to dim(rd);

  if rd{i} > 0 then pos{i}=rd{i};

  else neg{i}=rd{i};

end;

res1=std(of pos{*});

res2=std(of neg{*});

[CheerfulChu]

Hi Expert,

Code works great.

However, i receive one error which is when there are no elements or only one element when calculating:

 res1=std(of pos{*});

Is it possible to assign res1 = . when the number of elements in pos array is less than 2? I cant use dim(pos) because I have defined:

array pos {12} pos1 - pos12;

Many thanks

[RW9]

Use an if statement and dim() function:

if dim(pos) > 2 then res1=std(of pos{*});

No need to fill in . as that is default.