Thank you for your reply. The process is similar to moving average and standard deviation in proc expand. It is a 5-year moving skewness that requires at least three values. the values for id=1 are calculated as follows: id year x skew 1 2000 5 0 = skew(5) 1 2001 6 0 = skew(5,6) 1 2002 . 0 = skew (5,6) because 2002 is missing 1 2003 9 1.29334278 =skew(5,6,9) 1 2004 4.6 1.5163234 =skew(5,6,9,4.6) 1 2005 7 0.43480062 = skew(6,9,4.6,7) 1 2006 3.9 0.51928908 = skew(9,4.6,7,3.9) 1 2007 4 0.97698034 = skew(9,4.6,7,3.9,4)
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