Problem: Your Linkenddt is a datetime variable and Linkdt is a date. So the two values do not use the same units of measure. Dates are number of days since 01JAN1960 and datetimes are numbers of seconds from 01Jan1960:00:00:00.   Just opening your data set link it shows linkenddt values like : 29DEC67:00:00:00 so your post didn't pay any attention to the format of the actual values in the set.   By the way, you might want to watch this behavior when reading from popular Microsoft data sources. Many of them include a no hours, minutes or seconds time portion because the software is defaulting to date time storage and formats even though dates are intended. When all of the values for time are 00:00:00 you might consider trimming the values permanently using the datepart function.   To compare dates with datetimes you likely want to use a.date <= datepart (b.LINKENDDT) ... View more

Perhaps look here for a start https://communities.sas.com/t5/Base-SAS-Programming/Standard-deviation-on-rolling-basis/m-p/446482/highlight/true#M112023 ... View more

Yes. I have given you two pieces of advice:  1. Isolate the problem into a single, self-contained IML program. 2. Debug and visualize the integrand first before you worry about the integrand.   When you have done these two things, the problem should be apparent. If not, post the reduced and simplified example. ... View more