Hi Xia, Thank you for your reply but your code is still not working with the groups it is only replacing the first group and remaining are still same. anyways I found a different way to calculate the same, so sharing the code with you.. /*Replacing the 0 Values in stadev varibale with the 2nd value of Stdev*/ data temp1; merge Moving_Stdev  Moving_Stdev (firstobs=2 rename=(Stdev=_Std)); if Stdev="0" then Stdev=_Std; drop _Std; run; /*Replacing the 3rd Value in every group in stadev varibale with the 2nd value of Stdev*/ data Final ; set temp1; l2=lag1(Stdev); if time = 3 then Stdev = l2; drop time l2; run; Thanks for your help.. Regards, Swapna ... View more

Hi Xia, I tried running the code shared by you.. It is working only for 1st group n failing for remaining groups. also now the first value 0 for the remaining groups are not replacing with the second value.. something is gong wrong can you please help. Please find the same input::- as_of_date Instrument_Type Country TIME Moving_Stdev30 28Nov2013 Commercial loans Australia 0 0.00 need to repalce 0 with 2nd value i.e 6.22 29Nov2013 Commercial loans Australia 1 6.22 02Dec2013 Commercial loans Australia 2 9.53 need to replace 3rd value with 2nd value i.e 6.22 03Dec2013 Commercial loans Australia 3 77.73 04Dec2013 Commercial loans Australia 4 68.23 05Dec2013 Commercial loans Australia 5 80.13 ` 28Nov2013 Commercial loans Austria 0 0.00 29Nov2013 Commercial loans Austria 1 30.55 02Dec2013 Commercial loans Austria 2 52.76 03Dec2013 Commercial loans Austria 3 50.97 04Dec2013 Commercial loans Austria 4 44.43 05Dec2013 Commercial loans Austria 5 42.34 Regards, Swapna ... View more

Hi Xia, Yes I do have the group variables please find the proc expand code which will give u insight of the group variables I have in my data set:- PROC EXPAND DATA = temp1 OUT=Moving_Stdev ; CONVERT Exposure = Moving_Stdev30 / TRANSFORMOUT=(MOVSTD 30); by Instrument_Type Country; RUN; your code is running fine but i need the code which should change all the by group variable 3rd cell value with 2nd cell value Regards, Swapna ... View more

Hi Xia, Now I want the 3 cell value of standard deviation also to be same as 2nd cell value of standard deviation. for example:- As of date Std. 28/11/2014 0 Instead of 0 it should pick up the 2nd value i.e 365 29/11/2014 365 30/11/2014 365 3rd value should also be as same as 2nd value 1/12/2014 371 2/12/2014 392 It would be really great if you can please share a sample code for the above as well. Regards, Swapna ... View more

Hi Xia, Perfect, It worked, Thank you... Regards, Swapna ... View more

Apologies, I think the above example is not very clear so sending the more clear one on what I exactly need. Example: As of date Std. 28/11/2014 0 Instead of 0 it should pick up the 2nd value i.e 365 29/11/2014 365 30/11/2014 378 1/12/2014 371 2/12/2014 392 Regards, Swapna ... View more

Hi Xia, Yes I am having SAS 9.4, It would be really great if you can please share some sample code, so that I can try it at my end. Regards, Swapna ... View more

Have gone to that option as well, and sorry to not mention that in my first post. The challenge is we don't have SAS ETS with us, thus I need a code which should work in Base SAS. ... View more

Hi, Thanks for your reply. The link which you shared is to calculate moving average and I have already gone through it.. But I am looking for a code to calculate Moving "MEDIAN" for last 30 days. Regards. Swapna ... View more

Hi Teja, Thank you for the alternatives, but the client does not want to change the design..:smileyplain: But yes thanks a ton for confirming the limitations and possibilities.. Regards, Swapna ... View more