Hi Madam/Sir,
I want to construct the standard deviation of quarterly sales over the the preceding 16 quarters using the attached file ("songdata").
GVKEY | DATADATE | FYEARQ | FQTR | saleq |
1004 | 19850228 | 1984 | 3 | 50.939 |
1004 | 19850531 | 1984 | 4 | 60.128 |
1004 | 19850831 | 1985 | 1 | 53.836 |
1004 | 19851130 | 1985 | 2 | 61.04 |
1004 | 19860228 | 1985 | 3 | 64.541 |
1004 | 19860531 | 1985 | 4 | 68.595 |
1004 | 19860831 | 1986 | 1 | 66.376 |
1004 | 19861130 | 1986 | 2 | 75.907 |
1004 | 19870228 | 1986 | 3 | 71.83 |
1004 | 19870531 | 1986 | 4 | 84.079 |
1004 | 19870831 | 1987 | 1 | 74.543 |
1004 | 19871130 | 1987 | 2 | 81.31 |
1004 | 19880229 | 1987 | 3 | 92.951 |
1004 | 19880531 | 1987 | 4 | 100.858 |
1004 | 19880831 | 1988 | 1 | 90.007 |
1004 | 19881130 | 1988 | 2 | 100.645 |
I try to find the relevant code, but it is hard to revise this code. Any help will be highly appreciated.
data a2; set a1;
by gvkey;
array t {16} _temporary_;
if first.gvkey then call missing(of t{*});
do fy=sum(lag(fyearq),1) to fyearq-1;
t{1+mod(fy,16)}=.;
stdsale=std(of t{*});
run;
Thank you
Joon1
data want;
array p{0:15} _temporary_;
set have;
by gvkey;
if first.gvkey then call missing(of p{*});
p{mod(_n_,16)} = saleq;
stdsales = std( of p(*));
run;
For this approach to work you must have continuous time periods. If your time periods are not continuous and you're missing quarters this approach will not work.
https://gist.github.com/statgeek/27e23c015eae7953eff2
data want;
array p{0:15} _temporary_;
set have;
by gvkey;
if first.gvkey then call missing(of p{*});
p{mod(_n_,16)} = saleq;
stdsales = std( of p(*));
run;
For this approach to work you must have continuous time periods. If your time periods are not continuous and you're missing quarters this approach will not work.
https://gist.github.com/statgeek/27e23c015eae7953eff2
Thank you so much. I greatly appreciate for your help.
Joon1
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