Sum a number of specific rows before and after - sas

Question

I want to do a sum of 250 previous rows for each row, starting from the row 250th.
X= lag1(VWRETD)+ lag2(VWRETD)+ ... +lag250(VWRETD)
X = sum ( lag1(VWRETD), lag2(VWRETD), ... ,lag250(VWRETD) )
I try to use lag function, but it does not work for too many lags.
I also want to calculate sum of 250 next rows after each row.

Answer 1

What you're looking for is a moving sum both forwards and backwards where the sum is missing until that 250th observation. The easiest way to do this is with PROC EXPAND.
Sample data:
data have;
do MKDate = '01JAN1993'd to '31DEC2000'd;
VWRET = rand('uniform');
output;
end;
format MKDate mmddyy10.;
run;
Code:
proc expand data=have out=want;
id MKDate;
convert VWRET = x_backwards_250 / transform=(movsum 250 trimleft 250);
convert VWRET = x_forwards_250 / transform=(reverse movsum 250 trimleft 250 reverse);
run;
Here's what the transformation operations are doing:
Creating a backwards moving sum of 250 observations, then setting the initial 250 to missing.
Reversing VWRET, creating a moving sum of 250 observations, setting the initial 250 to missing, then reversing it again. This effectively creates a forward moving sum.

Answer 2

The key is how to read observations from previous and post rows. As for your sum(n1, n2,...,nx) function, you can replace it with iterative summation.
This example uses multiple set skill to achieve summing a variable from 25 previous and post rows:
data test;
set sashelp.air nobs=nobs;
if 25<_n_<nobs-25+1 then do;
do i=_n_-25 to _n_-1;
set sashelp.air(keep=air rename=air=pre_air) point=i;
sum_pre=sum(sum_pre,pre_air);
end;
do j=_n_+1 to _n_+25;
set sashelp.air(keep=air rename=air=post_air) point=j;
sum_post=sum(sum_post,post_air);
end;
end;
drop pre_air post_air;
run;
Only 26th to nobs-25th rows will be calculated, where nobs stands for number of observations of the setting data sashelp.air.
Multiple set may take long time when meeting big dataset, if you want to be more effective, you can use array and DOW-loop to instead multiple set skill:
data test;
array _val_[1024]_temporary_;
if _n_=1 then do i=1 by 1 until(eof);
set sashelp.air end=eof;
_val_[i]=air;
end;
set sashelp.air nobs=nobs;
if 25<_n_<nobs-25+1 then do;
do i=_n_-25 to _n_-1;
sum_pre=sum(sum_pre,_val_[i]);
end;
do j=_n_+1 to _n_+25;
sum_post=sum(sum_post,_val_[j]);
end;
end;
drop i j;
run;
The weakness is you have to give a dimension number to array, it should be equal or great than nobs.
These skills are from a concept called "Table Look-Up", For SAS context, read "Table Look-Up by Direct Addressing: Key-Indexing -- Bitmapping -- Hashing", Paul Dorfman, SUGI 26.

Answer 3

You don't want use normal arithmetic with missing values becasue then the result is always a missing value. Use the SUM() function instead.
You don't need to spell out all of the lags. Just keep a normal running sum but add the wrinkle of removing the last one in by subtraction. So your equation only needs to reference the one lagged value.
Here is a simple example using running sum of 5 using SASHELP.CLASS data as an example:
%let n=5 ;
data step1;
set sashelp.class(keep=name age);
retain running_sum ;
running_sum=sum(running_sum,age,-(sum(0,lag&n.(age))));
if _n_ >= &n then want=running_sum;
run;
So the sum of the first 5 observations is 68. But for the next observation the sum goes down to 66 since the age on the 6th observation is 2 less than the age on the first observation.
To calculate the other variable sort the dataset in descending order and use the same logic to make another variable.