The name of the file is the member name that SAS will use to reference it. Member names cannot use () characters, unless you change the VALIDMEMNAME system option to EXTEND.   ... View more

Change the code so the Regression is only calculated on the last day of the month. It should be a relatively simply %IF statement.   ... View more

Thanks, I'll try that. In this case I think I am OK, as the dataset used with retain and first is sorted already, so the first observation in each run id group is the one I want.  ... View more

Thanks everyone for the codes, they all work perfectly. Regards ... View more

Thank you, @FloydNevseta  this works perfectly. The codes provided by @ballardw @Reeza and @Kurt_Bremser also do what I want. Seems that  the correct use of retain is the key here.  As advised, in the future, I will post a SAS data set  to make things easier. Thank you all very much!  ... View more

Many thanks, works very well. ... View more

Thank you so much, works perfectly! ... View more

Thank you! ... View more

Just copy and paste. Dump the values to the SAS log. data _null_; set have; put wficn manager_id date :yymmdd10. ; run; Then paste them into your program.   If you want a macro for generating code from data try this one. https://github.com/sasutils/macros/blob/master/ds2post.sas It does a better job of making readable and workable code than the one in the SAS communities post. Example from the macro defintion: * Pull macro definition from GITHUB and dump code to the SAS log ; filename ds2post url 'https://raw.githubusercontent.com/sasutils/macros/master/ds2post.sas' ; %include ds2post ; %ds2post(sashelp.class)   PS Avoid using MDY or DMY order to display dates.  Either choice will confuse half of your audience.  Use YMD order or SAS's DATE format. ... View more

Thanks RW9 for the reply. However, i have many dates and by variables so a macro is the only way to go. the code i use below is just a small sample, my data rurns from 1960 to 2017, and i need rolling regressions going back N months for each by variable (maybe around 10K of them) in each month. I have tried your suggestion below, but i still get errors messages.. Many thanks again ... View more