BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
Neal0801
Obsidian | Level 7

I attempted to calculate a formula based on price at different time (enter image description here). More specifically,enter image description here donates the first price observed at least 5 minutes after the price which is measured.

The following code is used to create a variable that represents enter image description here.

 

 

data WANT;
set  HAVE nobs=nobs;
do _i = _n_ to nobs until(other_date > date_l_);
    set  HAVE(
        rename=(    _ric=other_ric
                    date_l_= other_date 
                    price = other_price 
                    new_time = other_time)
        keep=_ric date_l_ price int1min new_time) 
        point=_i;
    if other_ric=_ric and new_time > new_time+300 and other_date = date_l_ then do;
        new_price = other_price;
        leave;
        end;
    end;
drop other_: ;
run;    

However, the code did not work correctly at all time. As shown in the pic, the new_price is correct in green rectangle but is incorrect in red rectangle. Could anyone help me to solve this problem? I attached a sample of data as well. 

 

enter image description here

 

 

1 ACCEPTED SOLUTION

Accepted Solutions
PGStats
Opal | Level 21

Shouldn't it be

 

if other_ric=_ric and other_time > new_time+300 and other_date = date_l_ then do;

PG

View solution in original post

1 REPLY 1
PGStats
Opal | Level 21

Shouldn't it be

 

if other_ric=_ric and other_time > new_time+300 and other_date = date_l_ then do;

PG

SAS Innovate 2025: Register Now

Registration is now open for SAS Innovate 2025 , our biggest and most exciting global event of the year! Join us in Orlando, FL, May 6-9.
Sign up by Dec. 31 to get the 2024 rate of just $495.
Register now!

How to Concatenate Values

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.

SAS Training: Just a Click Away

 Ready to level-up your skills? Choose your own adventure.

Browse our catalog!

Discussion stats
  • 1 reply
  • 614 views
  • 1 like
  • 2 in conversation