Hi Everyone, My problem is that for each record, I want to find the future "time" when future price> current record level. Since the data has many different object, I want to apply the above rule for each object time series.      the condition is: if price2 > level and obj=object then found=1; My code below can handle it. But what I worry is that SAS will go from current record to THE END of FILE if there is no future record that meet the condition Price>current level. It will be very much inefficient since it only need to check record of the same object. I wonder if the sort step will help SAS to process more efficiently, meaning when object change, SAS will stop checking but assign grater=0 (meaning condition is not met). If this sort step doesnt help, is there any way to make it process better? Thank you, HHC data have;   input object time price level;   datalines; 1 1     5     9 1 2     2     3 1 3     8     5 1 4     10    25 1 5     12    63 2 1     15     29 2 2     12     3 2 3     18     15 2 4     10    15 2 5     18    6 3 1     15     29 3 2     22     32 3 3     8     52 3 4     11    50 3 100     1200    6 ;run; proc sort; by object time;run; data want (keep=object time price level greater);   set have nobs=totalobs;   i+1;   found=0;   do j=i+1 to totalobs until (found=1) ;     set have(keep=object time price rename=(object =obj time=greater price=price2)) point=j;     if price2 > level and obj=object then found=1;   end;   if found=0 then greater=0; run; ... View more

Hi Everyone, The below codes repeatedly analyze var_1x var_2d var_3e.... and create new variable exit_1x exit_2d exit_3d.... respectively. I want to make a DO LOOP such as: Do secondpart from 1x TO 3e; Could you please help me with this? Thank you, HHC data have; input value     var_1x     var_2d     var_3e     var_4x; datalines; 0 2 3 4 5 2 2 2 1 4 4 2 3 1 2 5 3 6 7 8 ;run; data have; set have; id=_n_;run; %let secondpart=1x; data have; drop i found v2 id2; set have nobs=totalobs; i+1; do j=i to totalobs until (found=1); set have (keep=value id rename=(value=v2 id=id2)) point=j; if v2>var_&secondpart then do;     found=1;     exit_&secondpart=id2;     end; end; run; %let secondpart=2d; data have; drop i found v2 id2; set have nobs=totalobs; i+1; do j=i to totalobs until (found=1); set have (keep=value id rename=(value=v2 id=id2)) point=j; if v2>var_&secondpart then do;     found=1;     exit_&secondpart=id2;     end; end; run; %let secondpart=3e; data have; drop i found v2 id2; set have nobs=totalobs; i+1; do j=i to totalobs until (found=1); set have (keep=value id rename=(value=v2 id=id2)) point=j; if v2>var_&secondpart then do;     found=1;     exit_&secondpart=id2;     end; end; run; ... View more

Hi Everyone, I want to do a process similar to finding moving percentile. However, for each record, I want to look back 500 records (excluding the current record) and extract the value of the 475 th largest record (it is not the same as 95 percentile in SAS). I prefer this way to percentile since it is comparable with other software I use and I can control the value better. So for the data below, for the first record, the value-475 should be 476. Thank you for your help. HHC data have; do value=1 to 1000;output; end; ;run; ... View more

Hi Everyone, I want to run my code for different values of variable lookback using this rule Do lookback=4 to 10 by 2; I know that I can make a macro say %macro mymacro(lookback=) and then list the value. This code is for demonstration purpose only. I really want to make a DO to pass the value into the body of the code. Could you please help me with that? Thank you, HHC Do lookback=4 to 10 by 2; data pfm; set pfm; drop i j l1 h1; lowest=1000; highest=0; i+1; do j=i to i+ lookback; set pfm (keep=low high rename =(low=l1 high=h1)) point=j; if lowest>l1  then lowest=l1; if highest<h1  then highest=h1; end; run; data pfm; set pfm; rename lowest=lowest_lookback  *How can I turn it into number lookback?; highest=highest_lookback; run; .... ... View more