Hi, I want to create dummies in SAS. My plan is, everytime AnnouncementDate ne . I want to make a variable called event=2 and the next one also (event=2) as well as the five previous observations 1 And all this flagged if the Previous 5 observations and the day after the announcement date are not empty. and in a by class (by stock for example). If this now switches to the next stock, it should start over and not take the previous observations into account. This is my current code for an example dataset that I got help with below. But at the proc format step it says: ERROR: Start is greater than end. I tried removing the $ or sort by start. nothing works... Thankful for any help! data have;
input date announcementdate event_want conflict_want $;
datalines;
1115 . . .
2115 . . .
3115 . . .
4115 . . .
5115 . . .
6115 . 1 .
7115 . 1 .
8115 . 1 .
9115 . 1 .
10115 . 1 .
11115 1115 2 .
12115 . 2 .
13115 . . .
14115 . 1 .
16115 . 1 .
17115 . 1 .
18115 . 1 .
19115 . 1 .
20115 20115 2 .
21115 . 1 Y
21115 . 1 Y
22115 22115 2 Y
23115 . 2 Y
24115 . . .
25115 . . .
;;;;
run;
data for_fmt;
set have nobs=nobs;
length fmtname $16;
fmtname = 'eventf';
if _n_=1 then do; *HLO='o' gives the 'other' value;
start=.;
end =.;
label = ' ';
hlo='o';
output;
end;
hlo=' ';
if not missing(announcementdate) then do;
start = max(1,_n_-5);
end = max(1,_n_-1);
label='1';
output;
start = _n_;
end = min(_n_+1,nobs);
label='2';
output;
end;
run; *now we have a dataset of the ranges - but they overlap;
data for_fmt_conflicts;
merge for_fmt(in=a) for_fmt(in=_in_next firstobs=2 keep=start rename=start=next_start); *look-ahead merge;
retain new_start conflict_marker;
if hlo='o' then do; *again the 'other' row;
output;
fmtname='conflictf';
output;
end;
else if end gt next_start and (_in_next) then do; *if the next row will be a conflict, adjust the end back one and indicate where next should start;
end = end-1;
new_start = end+1;
conflict_marker=1;
output;
end;
else if conflict_marker=1 then do; *if this is a conflict row type 1;
start = new_start;
output;
fmtname='conflictf';
label ='Y';
output;
conflict_marker=2;
end;
else if conflict_marker=2 then do; *if this is the 2s for a conflict row;
output;
fmtname='conflictf';
label ='Y';
output;
conflict_marker=0;
end;
else output;
run;
proc sort data=for_fmt_conflicts; *must sort to get fmtnames grouped together;
by fmtname start;
run;
proc format cntlin=for_fmt_conflicts; *import formats;
quit;
data want; *now apply formats;
set have;
event = put(_n_,eventf.);
conflict = put(_n_,conflictf.);
run;
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