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