loop over with macrovariables

[Kiteulf]

      Proc sql;
create table				Autoreg_L6M_&t1  as 
select distinct						objectregnbr 

							,case when input(put(period,yymmn6.),best32.) GE &t6  then mean(depreciation) end as Mean_depreciation_L6m
					 


from						pricedata31
where						input(put(period,yymmn6.),best32.) GE &t6
and							input(put(period,yymmn6.),best32.) Le &t1 
group by					objectregnbr
;
Quit;

      Proc sql;
create table				Autoreg_L6M_&t2  as 
select distinct						objectregnbr 

							,case when input(put(period,yymmn6.),best32.) GE &t7  then mean(depreciation) end as Mean_depreciation_L6m
					 


from						pricedata31
where						input(put(period,yymmn6.),best32.) GE &t7
and							input(put(period,yymmn6.),best32.) LE &t2 
group by					objectregnbr
;
Quit;
 

As you see this can get super repetitive with 36 months to go.

Are there any way to make this loop over and increase to the next macro variable?

[RW9 · Accepted solution]

The simple answer is don't model your data that way.  You are trying to use SAS like Excel with a transposed thinking.  Work with long (normalised data) and then transpose up only when needed, it will make your code faster and simpler.  If you produce some test data and show what you want out, I can show you.  The alternative is you either use array processing in a datastep (second on the list of recommendations), or thirdly write some macro loops - bad idea, dodgy coding, slow etc. not recommended.