how to do sas va comparison with prev period and derive a flag

[jithuzoom]

ifrs_id	report_date	ead	ecl	period_id	crr_stage_identifier	stage_movement
X1	20161231	8	77	current period	2	stage 1 to stage 2
X2	20161231	6	55	current period	1	stage 3 to stage 1
X1	20161130	6	45	previous period	1
X2	20161130	4	34	previous period	3

Hi folks,

I have all historial reords in a single lasr dataset as shown above ;I also got period_id to show period data in addtion to report_date.The credit rating field (crr_stage_identifier),a numeric item needs to be compared with previous period record and create the calculated character field, stage_movement with message as shown in the data above.

For example, IFRS_ID,X1 moved from credit rating stage 1 in previous period  to stage 2 in current period and hence stage_movement got value as 'stage 1 to stage 2'.

same way, I would like to create caluated fields for ead and ecl differences from previous period.

[FredrikE]

I think the fastes and easiest way is to do some dataprep in a data step before you load the data into VA.

Then you can handle for example time gaps and other "defects" in your data.

With retain and firs/last you will get full control 🙂

//Fredrik