SAS-observation1減去observation2

我想計算出的價格在時間噸減去價格在時間噸+ 1安全我在一天ķ。特別地，t + 1定義爲價格在時間t之後至少5分鐘的價格。因此，我添加了一個變量來調整時間間隔，並使用以下代碼在時間t + 1上創建一行價格。以下是輸入數據的示例。SAS-observation1減去observation2

data test4; 
     length _ric$ 25 type$ 5 interval$ 15 time_l_$ 25 ; 
     input _ric$ date_l_ time_l_ type$ price interval$; 
     datalines; 
     AXPA031407800.U 20131212 9:52:56.537 Trade 5.85 09:50:00 
    AXPA031407800.U 20131212 9:52:56.537 Trade 5.85 09:50:00 
    AXPA031407800.U 20131212 9:53:13.586 Trade 5.8 09:50:00 
    AXPA031407800.U 20131212 9:53:13.586 Trade 5.8 09:50:00 
    AXPA031407800.U 20131212 9:53:13.607 Trade 5.8 09:50:00 
    AXPA031407800.U 20131212 9:53:13.607 Trade 5.8 09:50:00 
    AXPA031407800.U 20131212 9:53:34.990 Trade 5.8 09:50:00 
    AXPA031407800.U 20131212 9:55:12.990 Trade 5.7 09:55:00 
    AXPA031407800.U 20131212 9:55:12.990 Trade 5.7 09:55:00 
    AXPA031407800.U 20131212 9:55:13.002 Trade 5.7 09:55:00 
    AXPA031407800.U 20131212 9:55:13.002 Trade 5.7 09:55:00 
    AXPA031407800.U 20131212 9:55:13.002 Trade 5.7 09:55:00 
    AXPA031407800.U 20131212 9:55:13.011 Trade 5.7 09:55:00 
    AXPA031407900.U 20131205 9:37:58.420 Trade 6.25 09:35:00 
    AXPA031407900.U 20131205 9:39:04.996 Trade 6.25 09:35:00 
    AXPA031407900.U 20131205 9:39:04.996 Trade 6.25 09:35:00 
    AXPA031407900.U 20131205 9:39:04.996 Trade 6.25 09:35:00 
    AXPA031407900.U 20131205 9:39:04.996 Trade 6.25 09:35:00 
    AXPA031407900.U 20131205 9:39:04.996 Trade 6.25 09:35:00 
; 

data test1; 
    set test nobs=nobs; 
    do _i = _n_ to nobs until (new_date ne date_l_ or new_time > interval); 
    set test (rename=(date_l_=new_date price=new_price interval=new_time)) point=_i; 
    end; 
    if (date_l_ ne new_date) or (_i > nobs) then call missing(new_price); 
    run;

輸出數據如下所示。但是，_RIC（安全名稱），date_l_和time_l_已更改。如輸出數據所示，例如，AXPA031407800.U在輸入數據中有13個觀測值，但在輸出數據中有7個觀測值。

_ric type interval time_l_ date_l_ price new_date new_time new_price 
AXPA031407800.U Trade 09:50:00 9:55:12.990 20131212 5.85 20131212 09:55:00 5.7 
AXPA031407800.U Trade 09:50:00 9:55:12.990 20131212 5.85 20131212 09:55:00 5.7 
AXPA031407800.U Trade 09:50:00 9:55:12.990 20131212 5.8 20131212 09:55:00 5.7 
AXPA031407800.U Trade 09:50:00 9:55:12.990 20131212 5.8 20131212 09:55:00 5.7 
AXPA031407800.U Trade 09:50:00 9:55:12.990 20131212 5.8 20131212 09:55:00 5.7 
AXPA031407800.U Trade 09:50:00 9:55:12.990 20131212 5.8 20131212 09:55:00 5.7 
AXPA031407800.U Trade 09:50:00 9:55:12.990 20131212 5.8 20131212 09:55:00 5.7 
AXPA031407900.U Trade 09:55:00 9:37:58.420 20131212 5.7 20131205 09:35:00  
AXPA031407900.U Trade 09:55:00 9:37:58.420 20131212 5.7 20131205 09:35:00  
AXPA031407900.U Trade 09:55:00 9:37:58.420 20131212 5.7 20131205 09:35:00  
AXPA031407900.U Trade 09:55:00 9:37:58.420 20131212 5.7 20131205 09:35:00  
AXPA031407900.U Trade 09:55:00 9:37:58.420 20131212 5.7 20131205 09:35:00  
AXPA031407900.U Trade 09:55:00 9:37:58.420 20131212 5.7 20131205 09:35:00  
AXPA031407900.U Trade 09:35:00 9:39:04.996 20131205 6.25 20131205 09:35:00  
AXPA031407900.U Trade 09:35:00 9:39:04.996 20131205 6.25 20131205 09:35:00  
AXPA031407900.U Trade 09:35:00 9:39:04.996 20131205 6.25 20131205 09:35:00  
AXPA031407900.U Trade 09:35:00 9:39:04.996 20131205 6.25 20131205 09:35:00  
AXPA031407900.U Trade 09:35:00 9:39:04.996 20131205 6.25 20131205 09:35:00  
AXPA031407900.U Trade 09:35:00 9:39:04.996 20131205 6.25 20131205 09:35:00

這是我創建一個新變量Price_next_interval的目標結果。新變量代表同一天下一個時間段的價格。

_RIC   Date_l_  time_l_   type Price interval Price_next_interval 
AXPA031407800.U 20131212 9:52:56.537 Trade 5.85 09:50:00 5.7 
AXPA031407800.U 20131212 9:52:56.537 Trade 5.85 09:50:00 5.7 
AXPA031407800.U 20131212 9:53:13.586 Trade 5.8  09:50:00 5.7 
AXPA031407800.U 20131212 9:53:13.586 Trade 5.8  09:50:00 5.7 
AXPA031407800.U 20131212 9:53:13.607 Trade 5.8  09:50:00 5.7 
AXPA031407800.U 20131212 9:53:13.607 Trade 5.8  09:50:00 5.7 
AXPA031407800.U 20131212 9:53:34.990 Trade 5.8  09:50:00 5.7 
AXPA031407800.U 20131212 9:55:12.990 Trade 5.7  09:55:00 . 
AXPA031407800.U 20131212 9:55:12.990 Trade 5.7  09:55:00 . 
AXPA031407800.U 20131212 9:55:13.002 Trade 5.7  09:55:00 . 
AXPA031407800.U 20131212 9:55:13.002 Trade 5.7  09:55:00 . 
AXPA031407800.U 20131212 9:55:13.002 Trade 5.7  09:55:00 . 
AXPA031407800.U 20131212 9:55:13.011 Trade 5.7  09:55:00 . 
AXPA031407900.U 20131205 9:37:58.420 Trade 6.25 09:35:00 6.28 
AXPA031407900.U 20131205 9:45:04.996 Trade 6.28 09:45:00 6.29 
AXPA031407900.U 20131205 9:45:04.996 Trade 6.28 09:45:00 6.29 
AXPA031407900.U 20131205 9:55:04.996 Trade 6.29 09:55:00 . 
AXPA031407900.U 20131205 9:55:04.996 Trade 6.29 09:55:00 . 
AXPA031407900.U 20131205 9:55:04.996 Trade 6.29 09:55:00 .

來源

2017-09-23 Neal801

請提供純文本格式的一些樣本輸入和輸出數據。否則，你有效地要求人們爲你抄錄數據。 – user667489

我添加了一個輸入和輸出數據的樣本，謝謝 – Neal801

這太好了 - 請你還可以添加你想要的輸出樣本的樣本嗎？ – user667489

這是容易做到通過逐組處理和retain而非point，在我看來：

data test4; 
     length _ric$ 25 type$ 5; 
     input _ric $ date_l_ :yymmdd8. time_l_ :time. type$ price interval :time. price_next_interval_goal; 
     format date_l_ yymmddn8. time_l_ interval time.; 
     datalines; 
AXPA031407800.U 20131212 9:52:56.537 Trade 5.85 09:50:00 5.7 
AXPA031407800.U 20131212 9:52:56.537 Trade 5.85 09:50:00 5.7 
AXPA031407800.U 20131212 9:53:13.586 Trade 5.8  09:50:00 5.7 
AXPA031407800.U 20131212 9:53:13.586 Trade 5.8  09:50:00 5.7 
AXPA031407800.U 20131212 9:53:13.607 Trade 5.8  09:50:00 5.7 
AXPA031407800.U 20131212 9:53:13.607 Trade 5.8  09:50:00 5.7 
AXPA031407800.U 20131212 9:53:34.990 Trade 5.8  09:50:00 5.7 
AXPA031407800.U 20131212 9:55:12.990 Trade 5.7  09:55:00 . 
AXPA031407800.U 20131212 9:55:12.990 Trade 5.7  09:55:00 . 
AXPA031407800.U 20131212 9:55:13.002 Trade 5.7  09:55:00 . 
AXPA031407800.U 20131212 9:55:13.002 Trade 5.7  09:55:00 . 
AXPA031407800.U 20131212 9:55:13.002 Trade 5.7  09:55:00 . 
AXPA031407800.U 20131212 9:55:13.011 Trade 5.7  09:55:00 . 
AXPA031407900.U 20131205 9:37:58.420 Trade 6.25 09:35:00 6.28 
AXPA031407900.U 20131205 9:45:04.996 Trade 6.28 09:45:00 6.29 
AXPA031407900.U 20131205 9:45:04.996 Trade 6.28 09:45:00 6.29 
AXPA031407900.U 20131205 9:55:04.996 Trade 6.29 09:55:00 . 
AXPA031407900.U 20131205 9:55:04.996 Trade 6.29 09:55:00 . 
AXPA031407900.U 20131205 9:55:04.996 Trade 6.29 09:55:00 . 
; 

/* Sort into reverse order */ 
proc sort data = v_want out = want; 
    by descending date_l_ interval; 
run; 

/* Carry the price forward via retain if we've got to the last row for this interval */ 
/* N.B. do not populate retained figure until after the row has been output*/ 
/* Clear the carried-forward figure at the start of each date*/ 
data want2; 
set test4; 
by descending date_l_ descending interval; 
if first.date_l_ then call missing(price_next_interval); 
output; 
retain price_next_interval; 
if last.interval then price_next_interval = price; 
run; 

/*Sort back into original order*/ 
proc sort data = want2; 
by descending date_l_ interval; 
run;

來源

2017-09-24 12:21:12 user667489

SAS-observation1減去observation2

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