Hello, Reeza.Thanks for the reply. It's SAS dataset. So Basically, I have 10 folders with different names. Within each folder, there were many sas datasets. What I basically need is to create a new variable that's equal to its belonging folder name for each dataset.    Cheers,   XiaoBing  ... View more

Hello - This example might point you in the right direction: http://support.sas.com/documentation/cdl/en/etsug/60372/HTML/default/viewer.htm#etsug_autoreg_sect037.htm Thanks, Udo ... View more

You are doing a  Econometric Model . Post it at SAS Forecasting and Econometrics ... View more

This is a common problem in epidemiology.  Sufficiently so, that some macros have been developed.  Check out http://support.sas.com/resources/papers/proceedings10/061-2010.pdf (I just googled matching macro site:sas.com ). As LinusH suggests, you could do it as a one-off with SQL.  If your large data set is really big, the computer time might be huge. ... View more