Hi Oriti, The below program might help you. You can find more details about the Timeseries, Means and Expand procedures in support.sas.com . You will have to adjust the program with your own choices on how to replace the missing values (previous rate or average rate). Data interest_rate ; input observation_date DDMMYY10. month_1 month_3 month_6 year_1 year_2 year_3 year_5 year_7 year_10 year_20 year_30 ; format observation_date DDMMYY10. ; cards ; 16/09/1993 . . 3.16 3.39 3.88 4.19 4.74 5.12 5.37 . 6.01 17/09/1993 . . 3.17 3.39 3.89 4.19 4.75 5.11 5.38 . 6.04 20/09/1993 . . 3.16 3.41 3.92 4.23 4.79 5.13 5.42 . 6.08 21/09/1993 . . 3.14 3.38 3.9 4.21 4.8 5.19 5.47 . 6.14 22/09/1993 . . 3.15 3.39 3.9 4.22 4.81 5.17 5.45 . 6.1 23/09/1993 . . 3.15 3.39 3.87 4.22 4.8 5.15 5.42 . 6.06 24/09/1993 . . 3.15 3.39 3.9 4.22 4.81 5.14 5.42 . 6.06 27/09/1993 . . 3.1 3.32 3.81 4.12 4.69 5.01 5.3 . 5.97 28/09/1993 . . 3.12 3.32 3.79 4.11 4.67 4.98 5.28 . 5.94 29/09/1993 . . 3.15 3.36 3.84 4.19 4.74 5.03 5.35 . 6 30/09/1993 . . 3.13 3.39 3.89 4.24 4.79 5.11 5.4 . 6.04 01/10/1993 . . 3.11 3.35 3.84 4.18 4.72 5.03 5.34 6.12 5.98 04/10/1993 . . 3.17 3.35 3.85 4.16 4.71 5.04 5.34 6.1 5.99 05/10/1993 . . 3.2 3.38 3.86 4.18 4.72 5.05 5.35 6.12 6.01 06/10/1993 . 3.04 3.19 3.36 3.85 4.16 4.7 5.05 5.35 6.12 6.01 07/10/1993 . 3.05 3.17 3.35 3.83 4.15 4.69 5.05 5.33 6.11 6.01 08/10/1993 . 3.05 3.16 3.33 3.78 4.09 4.61 4.96 5.26 6.02 5.92 12/10/1993 . 3.12 3.21 3.36 3.82 4.11 4.64 4.97 5.27 6.02 5.92 13/10/1993 . 3.1 3.2 3.36 3.84 4.11 4.64 4.98 5.27 6.03 5.92 14/10/1993 . 3.08 3.18 3.36 3.82 4.09 4.61 4.93 5.23 5.98 5.86 ;run ; /*Create time series and replace with latest rate*/ proc timeseries data = interest_rate out=IR_impute ; id observation_date interval = day setmissing=prev; var month_1 month_3 month_6 year_1 year_2 year_3 year_5 year_7 year_10 year_20 year_30 ; quit ; /* Replacing with JOIN method */ proc expand data=interest_rate out=IR_impute2 from=day; id observation_date; convert month_3=spline_month_3 / method=join; convert year_20=spline_year_20 / method=join; run; /* Replace previous values with the average rate for Month1 month3 and year20 */ proc means data=IR_impute noprint ; var month_1 month_3 month_6 year_1 year_2 year_3 year_5 year_7 year_10 year_20 year_30 ; output out=data_out mean(month_1)=M1 mean(month_3)=M3 mean(year_20)=Y20; run; data final; if _n_=1 then set Data_out (drop=_type_ _freq_ ); set interest_rate; if month_1=. then month_1=M1; if month_3=. then month_3=M3; if year_20=. then year_20=Y20; drop M1 M3 Y20; run;
... View more
