Hi, I know there's somebody out there that knows how this can be coded in SAS. What I'm looking for is a way to detect drastic price changes (upward or downward) within a 7 month period... so I have a large time series data (segregated by a couple of BY groups) that can have these drastic price changes, for example price from one month jumps up by 70% and then 4 months later drops by 40% or so... This spike is what I'd like to find. I've done something with lags, and it seems to work 'Ok', but I know there is some coding out there that either someone tried, or makes better sense.. thanks all..
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