How to replace a join with a datastep in SAS - sas

Question

I am trying to calculate some statistics for a given variable based on the client id and the time horizon. My current solution is show below, however, I would like to know if there is a way to reformat the code into a datastep instead of an sql join, because the join takes a very long time to execute on my real dataset.
data have1(drop=t);
id = 1;
dt = '31dec2020'd;
do t=1 to 10;
dt = dt + 1;
var = rand('uniform');
output;
end;
format dt ddmmyyp10.;
run;
data have2(drop=t);
id = 2;
dt = '31dec2020'd;
do t=1 to 10;
dt = dt + 1;
var = rand('uniform');
output;
end;
format dt ddmmyyp10.;
run;
data have_fin;
set have1 have2;
run;
Proc sql;
create table want1 as
select a.id, a.dt,a.var, mean(b.var) as mean_var_3d
from have_fin as a
left join have_fin as b
on a.id = b.id and intnx('day',a.dt,-3,'S') < b.dt <= a.dt
group by 1,2,3;
Quit;
Proc sql;
create table want2 as
select a.id, a.dt,a.var, mean(b.var) as mean_var_3d
from have_fin as a
left join have_fin as b
on a.id = b.id and intnx('day',a.dt,-6,'S') < b.dt <= a.dt
group by 1,2,3;
Quit;

Answer 1

Use temporary arrays and a single data step instead.
This does the same thing in a single step.
Sort data to ensure order is correct
Declare a temporary array for each set of moving average you want to calculate.
Ensure the array is empty at the start of each ID
Assign values to array in correct index. MOD() allows you to dynamically index the data without have to include a separate counter variable.
Take the average of the array. If you want the array to ignore the first two values - because it has only 1/2 data points you can conditionally calculate this as well.
*sort to ensure data is in correct order (Step 1);
proc sort data=have_fin;
by id dt;
run;
data want;
*Step 2;
array p3{0:2} _temporary_;
array p6(0:5) _temporary_;
set have_fin;
by ID;
*clear values at the start of each ID for the array Step3;
if first.ID then call missing(of p3{*}, of p6(*));
*assign the value to the array, the mod function indexes the array so it's continuously the most recent 3/6 values;
*Step 4;
p3{mod(_n_,3)} = var;
p6{mod(_n_,6)} = var;
*Step 5 - calculates statistic of interest, average in this case;
mean3d = mean(of p3(*));
mean6d = mean(of p6(*));
;
run;
And if you have SAS/ETS licensed this is super trivial.
*prints product to log - check if you have SAS/ETS licensed;
proc product_status;run;
*sorts data;
proc sort data=have_fin;
by id dt;
run;
*calculates moving average;
proc expand data=have_fin out=want_expand;
by ID;
id dt;
convert var = mean_3d / method=none transformout= (movave 3);
convert var = mean_6d / method=none transformout= (movave 6);
run;