Hi, I have wficn1 which is fund id at the CRSP data. I have a post variable that turns on when there is a change to the fund. In the attached sample data, I have 4 wficn1s (100001, 102349, 102356, 603184). For fund 102349, as you can see “post” turns on at 2010 1st quarter. I wanted to create a dataset with following variables: t, tplus1, tplus2, tplus3….and so on, in addition to tminus1, tminus2, tminus3…..and so on. So for this fund, I wanted t to be equal to one for 2010 1q, tplus1 to be equal to one for 2010 2q, and tminus1 to be equal to one for 2009 4q, and so on. i wanted to do this by fund.    The issue is that post turns on at different times for different funds. And sometimes, it will never turn on. anybody with insights on how to do this? i have attached the sas file.  Thank you! ... View more

Hi, i have a data set that has millions of obs. the variables are: date, volume, companyname, pseudovolume   the issue is that i only have volume until day 365 and have to roll the volume to get the next one starting the 366th date.   so, i would first sort the dataset by companyname and date   then i wanted to write a sas macro doing the following   if date is the 366th date, volume=(pseudovolume-psedovolume_lag)+volume at day 1. if date is the 367th date, volume=(pseudovolume-psedovolume_lag)+volume at day 2. if date is the 368th date, volume=(pseudovolume-psedovolume_lag)+volume at day 3.   i have to do this on and on until 13000th date. is there anyway to do this using sas macro ? thanks in advance   ... View more