How to winsorize and complete the lost data

[Reeza]

From what you've shown here, arrays won't help. 

[Shmuel]

I see that some companies have only one year data while other may have more.

I understand that for each company-year you want the all 4 periods.

I suggest you try next code:

proc sql;
    create table companies as
    select distint company, yymm_e
    from have;
quit;

data skeleton;
   set companies;
         year = year(yymm_e) -1;  /* assuming yymm_e is a sas date variable */  
             /*   if it is a six digits number then year = int(yymm_e / 100) -1;     */
         array qtr  03 06 09 12;
         do i=1 to 4;
              yymm = mdy(qtr,1,year);
             output;
         end;
         format yymm yymmn6. ;
         keep company yymm;
run;

data want;
  merge skeleton have;
     by company yymm;
run;

Look at each of the tables that were created at the process.

If the want table is not the desired result - please post the result of one company and show what's wrong with it and what should be.

[Reeza]

I believe this question has been answered here:

https://communities.sas.com/t5/Base-SAS-Programming/How-can-I-create-a-table/m-p/383905#M91605