Your code is not doing anything with the QUARTER variable.  Does every PID have exactly 6 observations? Do they all cover '99Q1' to '00Q2'?  If not then you might need to somehow map the actual QUARTER value into the index into your array.   Assuming that each PID has at most 6 observations and that you want to preserve the actual values of QUARTER here is another way that takes a little less coding because it places the SET statement inside of a DO loop so that each iteration of the DATA step covers one PID value.   data trp; do _n_=1 by 1 until (last.pid) ; set prices; by PID; array qtr(6) $4 qtr1-qtr6 ; array CostA(6) A1 - A6; array CostB(6) B1 - B6; qtr(_n_)=quarter; costa(_n_)= cost1; costb(_n_)= cost2; end; run;     ... View more

As others have implied an Array is not the correct method for solving this problem. In SAS, an Array is used on a single row, typically, not across multiple rows.    You can summarize data using a summary PROC, PROC SQL, or a data step using FIRST/LAST.  ... View more