Hello!
I'm just starting to learn SAS, I have a seemingly straightforward logic that I don't know how to execute. If possible, would you please provide me an Example coding?
What I need to do is:
If within the same code, Interest(t+1)is less than Interest(t), then output coupon=interest(t), keep date, code. In the example below, it is observation 6.
obs. date code interest
1 1/1/2015 1 0.2
2 1/2/2015 1 0.5
3 1/3/2015 1 1.9
4 1/4/2015 1 2.5
5 1/5/2015 1 3.8
6 1/1/2015 2 2.1
7 1/2/2015 2 0
8 1/3/2015 2 0.1
9 1/4/2015 2 0.2
10 1/5/2015 2 0.3
output sample should look like either:
obs. date code interest coupon
1 1/1/2015 2 2.1 2.1
or
obs. date code interest coupon
1 1/1/2015 1 0.2
2 1/2/2015 1 0.5
3 1/3/2015 1 1.9
4 1/4/2015 1 2.5
5 1/5/2015 1 3.8
6 1/1/2015 2 2.1 2.1
7 1/2/2015 2 0
8 1/3/2015 2 0.1
9 1/4/2015 2 0.2
10 1/5/2015 2 0.3