Hello Hjonas, Try this: [pre] data r; set i; where YEAR(date)=2010; run; [/pre] If it will not help give us and example of your data. Sincerely, SPR ... View more

Hello Bqk, If I understand you corretly this is a solution: [pre] proc sort data=data1; by optionid descending date; run; data dataA dataB; retain out; set data1; if FIRST.optionid and OTM GT 0.1 then out="A"; else if FIRST.optionid and OTM LE 0.1 then out="B"; if out="A" then output dataA; if out="B" then output dataB; by optionid; drop out; run; proc sort data=dataA; by optionid date; run; data ra; retain lg; set dataA; hold=ABS(delta); lg=LAG(hold); if FIRST.optionid then do; AAA=hold; end; else do; AAA=hold-lg; end; by optionid; drop lg; run; proc sort data=dataB; by optionid date; run; data rb; retain lg; set dataB; hold=ABS(delta); lg=LAG(hold); if FIRST.optionid then do; AAA=hold; end; else do; AAA=hold-lg; end; if LAST.optionid then AAA=AAA+strike_price; by optionid; drop lg; run; [/pre] I should menthion than your condition "1. see the last day in the different optionid group. if the OTM > 0.1 then output dataA else output dataB" contradicts with the contents of your dataA and dataB. Also, it looks like your the "3. AAA is AAA+strike_price" applies to the last date for the current optionid. Sincerely, SPR ... View more

Hello SASPhile, This code does the trick: [pre] data _null_; vd=1103; m=MOD(vd,100); y=2000+INT(vd/100); d=PUT(MDY(m,01,y),MONYY7.); Mth1=SUBSTR(d,1,3)||"-"||SUBSTR(d,4); call SYMPUTX('Mth1',Mth1); run; %put Mth1=&Mth1; [/pre] Sincerely, SPR ... View more

Hello BenRB, You could use the following code: [pre] data i; month=5; year=2011; date=MDY(month,01,year); format date mmyyp8.; run; [/pre] Sincerely, SPR ... View more

Hello Uli, It is necessary to correct the following statement: if (0 < mod(input(SAMP,20.),1) < 1) then SAM=left(put(round(input(SAMP,20.),.000000001),20.9)); HTH, SPR ... View more

Hello Mroos, Please provide us with a small example of temp. Sincerely, SPR ... View more

Hello Chandler, I do not see any problems with your code. Views are used the same way as datasets. The difference is in creation of a view (namely in the data stetement): [pre] data a/view=a; x=1; output; run; [/pre] Sincerely, SPR ... View more

Hello Richard, This is another solution: [pre] data one; input row column element; datalines; 1 1 0.5 1 3 0.2 2 1 0.4 2 2 0.6 3 2 0.7 3 3 0.1 run; proc SQL; select MAX(row) as mr, MAX(Column) as mc into :mr, :mc from one ;quit; data v/view=v; do row=1 to &mr; do column=1 to &mc; element=0; output; end; end; run; data r; merge v one; by row column; run; [/pre] Sincerely, SPR ... View more

Hello BQK, This change to the code does the trick: [pre] proc sort data=t out=t nodupkey; by date TTM; run; proc expand data=t out=t1 (where=(exdate NE .)) METHOD=JOIN EXTRAPOLATE; var rate; id TTM; by date; run; proc SQL; create table data3 as select a.*,b.rate from data1 as a left join t1 as b on a.date=b.date and a.TTM=b.TTM ;quit; [/pre] Sincerely, SPR ... View more

Hello L&L, Is this what you need? [pre] ODS output CHISQ=Chi (keep=Statistic Prob where=(Statistic="Chi-Square")); proc freq data=SASHELP.CLASS; table sex*age/out=freq chisq; run; proc transpose data=freq out=r(drop=_:) prefix=Age_; var percent; id age; by sex; run; data r; length Sex $10; set r CHI(in=c rename=(Statistic=Sex Prob=Age_11)); if c then Sex="p-value"; run; [/pre] Sincerely, SPR Message was edited by: SPR ... View more

OK, this is it: [pre] data t; set data1 data2(rename=(days=TTM)); run; proc sort data=t; by date TTM; run; proc expand data=t out=data3 (where=(exdate NE .)) METHOD=JOIN EXTRAPOLATE; var rate; id TTM; by date; run; [/pre] However, instead of linear you can use spline interpolation (drop METJOD=JOIN), and I prefer of using regression... SPR ... View more

Hello SAS_, This is a possible solution: [pre] data i; input id s $ 3-118; datalines; 1 typist-type,printing,computer-coding,writing,driver-driving,caring,ceo-mainhead,cordinator,asstgm-lesswrk,maintanace run; data t; length r $50; set i; if FIRST.id then do; i=1; r="1"; end; do until (r=""); r=SCAN(s,i,","); i+1; output; end; by id; run; data r (keep=id Main_obs); retain id Main_obs; set t; if MOD(_n_,2)=1 then Main_obs=r; else do; Main_obs=TRIM(MAIN_Obs)||","||r; output; end; by id; run; [/pre] Sincerely, SPR ... View more

Hello BQK, I am not sure that understand you correctly but this is my solution: [pre] data data1; input date : yymmdd10. exdate:yymmdd10. TTM ; format date yymmdd10. exdate :yymmdd10. ; datalines; 2004/1/2 2004/1/17 15 2004/1/2 2004/2/21 50 2004/1/2 2004/3/20 78 2004/1/5 2004/1/17 12 2004/1/5 2004/2/21 47 2004/1/5 2004/3/20 75 run; data data2; input date : yymmdd10. days rate ; format date yymmdd10.; datalines; 2004/1/2 19 1.11326 2004/1/2 47 1.156422 2004/1/2 75 1.178702 2004/1/5 16 1.108422 2004/1/5 44 1.154383 2004/1/5 72 1.170505 run; proc reg data=data2 outest=reg; model rate=days; by date; run; data data3; retain date exdate TTM rate; merge data1 reg (keep=date intercept days); by date; rate=intercept+days*TTM; run; [/pre] Sincerely, SPR ... View more

Hello Laura, This is a solution for cases when your date is a numberical variable and character variable: [pre] data i; YourDate=200405; YourDat="200405"; output; YourDate=200602; YourDat="200602"; output; run; data r; set i; date=MDY(MOD(YourDate,100),01,INT(YourDate/100)); format date date7.; YD=input(YourDat,6.); dat=MDY(MOD(YD,100),01,INT(YD/100)); format dat date7.; run; [/pre] Sincerely, SPR Message was edited by: SPR ... View more

Hello Ken_oy, This is a solution: [pre] data a; bin=1; output; bin=2; output; bin=.; output; run; proc format; value bin 1= "Yes" 2= "No " other="Unk"; run; proc print data=a; format bin bin.; run; [/pre] Sincerely, SPR ... View more