data work.smallmarket;
set work.market;
where country=Nigeria;
NetMargin=profit2/Rev2;
keep Product# NetMargin DT;
run;
Question 1: How can i calculate an industry average NetMargin by date (DT) across all products bearing in mind that not all products will have any data? i.e. no data is not the same as 0.
Question 2: How can I calculate a moving industry average for NetMargin?
Question 1:
proc sort data= smallmarket; by date_var; run;
proc means data=smallmarket noprint;
by createdportaldate;
output out= by_date
mean(NetMargin)=
;
run;
Question 2:
If you have access, you could use Proc expand, if not, then you can find a worked example at:
http://support.sas.com/kb/25/027.html
Edit: found better example:
https://communities.sas.com/t5/Base-SAS-Programming/Calculate-moving-average-by-group/td-p/296267?nobounce
Related
For an if-query I would like to create a macro varibale giving the respective frequency of the underlying time
series. I tried to get some descriptive statistics from proc time series. However, they unfortunately do not include the figure for the frequency.
The underlying times series does not necessarily conclude all periods of the frequency. That excludes a selected count by proc sql from my point of view.
Does anyone know an efficient procedure to determine the frequency without computing the frequency on my own (in a data step or a proc sql code)?
You can use the outspectra statement to help learn what kind of seasonality it has. Based on the data, give PROC TIMESERIES your best guess of day, month, etc. In the example below, we know we want to forecast by month but we do not know what seasonality it has.
proc timeseries data=sashelp.air outspectra=spectra;
id date interval=month;
var air;
run;
Plot this spectra dataset in proc sgplot and you'll see something that looks like this:
proc sgplot data=spectra;
where NOT missing(period);
series x=period y=p;
run;
This line will naturally increase over time, but we're looking for a bumps in the line. Notice the large bump somewhere between 0 and 24 months and the several smaller bumps before it. Let's zoom in on that by filtering out the longer periods.
proc sgplot data=spectra;
where period < 24 and NOT missing(period);
series x=period y=p;
run;
It's pretty clear that there is a strong seasonality of 12, with potentially smaller cycles at 3 and 6 months. From this plot, we can conclude that our seasonality should be 12 based on our spectra plot.
You can turn this into a macro to help identify the season if you'd like. Simply search for the largest bump within a reasonable timeframe. In our case we'll choose 36 because we do not suspect that we have any seasonality > 36 months.
proc sort data=spectra;
by period;
run;
data identify_period;
set spectra;
by period;
where NOT missing(period) AND period LE 36;
delta = abs(p - lag(p) );
run;
proc sql;
select period, max(delta) as max_delta
from identify_period
having delta = max(delta)
;
quit;
Output:
PERIOD max_delta
12 163712
I don't know how to do this without data step logic, but you could wrap the data step in a macro as follows:
%macro get_frequency(data,date_variable,output_variable);
proc sort data=&data (keep=&date_variable) out=__tempsorted;
by &date_variable;
run;
data _null_;
set __tempsorted end=lastobs;
prevdate=lag(&date_variable);
if _n_ > 1 then do;
interval_number+1;
interval_total + (&date_variable - prevdate);
end;
if lastobs then do;
average_interval = interval_total/interval_number;
frequency = round(365.25/average_interval);
call symput ("&output_variable",left(put(frequency,best32.)));
end;
run;
proc datasets nolist;
delete __tempsorted;
run;
quit;
%mend get_frequency;
Then you can call the macro on your original data set timeseries to examine the variable date and create a new macro variable frequency1 with the required frequency.
data work.timeseries;
input date date. value;
format date date9.;
datalines;
01Oct18 3000
01Nov18 4000
01Dec18 6500
01Jan19 7000
01Feb19 4000
01Mar19 5000
01Apr19 7500
01May19 4800
01Jun19 4500
;
run;
%get_frequency(timeseries,date,freqency1)
%put &=frequency1;
This seems to work on your sample data where each date is the first of the month. If your dates are evenly distributed (e.g. always near month start/end, or always near mid-month etc.) then this macro should work ok. Obviously if you have multiple observations per date then it will give the completely incorrect frequency.
I have a dataset with visitors and weather variables. I'm trying to forecast visitors based on the weather variables. Since the dataset only consists of visitors in season there is missing values and gaps for every year. When running proc reg in sas it's all okay but the issue comes when i'm using proc VARMAX. I cannot run the regression due to missing values. How can i tackle this?
proc varmax data=tivoli4 printall plots=forecast(all);
id obs interval=day;
model lvisitors = rain sunshine averagetemp
dfebruary dmarch dmay djune djuly daugust doctober dnovember ddecember
dwednesday dthursday dfriday dsaturday dsunday
d_24Dec2016 d_05Dec2013 d_24Dec2017 d_24Dec2014 d_24Dec2015 d_24Dec2019
d_24Dec2018 d_24Sep2012 d_06Jul2015
d_08feb2019 d_16oct2014 d_15oct2019 d_20oct2016 d_15oct2015 d_22sep2017 d_08jul2015
d_20Sep2019 d_08jul2016 d_16oct2013 d_01aug2012 d_18oct2012 d_23dec2012 d_30nov2013 d_20sep2014 d_17oct2012 d_17jun2014
dFrock2012 dFrock2013 dFrock2014 dFrock2015 dFrock2016 dFrock2017 dFrock2018 dFrock2019
dYear2015 dYear2016 dYear2017
/p=7 q=2 Method=ml dftest;
garch p=1 q=1 form=ccc OUTHT=CONDITIONAL;
restrict
ar(3,1,1)=0, ar(4,1,1)=0, ar(5,1,1)=0,
XL(0,1,13)=0, XL(0,1,14)=0, XL(0,1,13)=0, XL(0,1,27)=0, XL(0,1,38)=0, XL(0,1,42)=0;
output lead=10 out=forecast;
run;
As with any forecast, you will first need to prepare your time-series. You should first run through your data through PROC TIMESERIES to fill-in or impute missing values. The impute choice that is most appropriate is dependent on your variables. The below code will:
Sum lvisitors by day and set missing values to 0
Set missing values of averagetemp to average
Set missing values of rain, sunshine, and your variables starting with d to 0 (assuming these are indicators)
Code:
proc timeseries data=have out=want;
id obs interval = day
setmissing = 0
notsorted
;
var lvisitors / accumulate=total;
crossvar averagetemp / accumulate=none setmissing=average;
crossvar rain sunshine d: / accumulate=none;
run;
Important Time Interval Consideration
Depending on your data, this could bias your error rate and estimates since you always know no one will be around in the off-season. If you have many missing values for off-season data, you will want to remove those rows.
Since PROC VARMAX does not support custom time intervals, you can instead create a simple time identifier. You can alternatively turn this into a format for proc format and converttime_id at the end.
data want;
set have;
time_id+1;
run;
proc varmax data=want;
id time_id interval=day;
...
output lead=10 out=myforecast;
run;
data myforecast;
merge myforecast
want(keep=time_id date)
;
by time_id;
run;
Or, if you made a format:
data myforecast;
set myforecast;
date = put(time_id, timeid.);
drop time_id;
run;
Is it possible to score a data set with a model created by PROC ARIMA in SAS?
This is the code I have that is not working:
proc arima data=work.data;
identify var=x crosscorr=(y(7) y(30));
estimate outest=work.arima;
run;
proc score data=work.data score=work.arima type=parms predict out=pred;
var x;
run;
When I run this code I get an error from the PROC SCORE portion that says "ERROR: Variable x not found." The x column is in the data set work.data.
proc score does not support autocorrelated variables. The simplest way to get an out-of-sample score is to combine both proc arima and a data step. Here's an example using sashelp.air.
Step 1: Generate historical data
We leave out the year 1960 as our score dataset.
data have;
set sashelp.air;
where year(date) < 1960;
run;
Step 2: Generate a model and forecast
The nooutall option tells proc arima to only produce the 12 future forecasts.
proc arima data=have;
identify var=air(12);
estimate p=1 q=(2) method=ml;
forecast lead=12 id=date interval=month out=forecast nooutall;
run;
Step 3: Score
Merge together your forecast and full historical dataset to see how well the model did. I personally like the update statement because it will not replace anything with missing values.
data want;
update forecast(in=fcst)
sashelp.air(in=historical);
by Date;
/* Generate fit statistics */
Error = Forecast-Air;
PctError = Error/Air;
AbsPctError = abs(PctError);
/* Helpful for bookkeeping */
if(fcst) then Type = 'Score';
else if(historical) then Type = 'Est';
format PctError AbsPctError percent8.2;
run;
You can take this code and convert it into a generalized macro for yourself. That way in the future, if you wanted to score something, you could simply call a macro program to get what you need.
I have data on exam results for 2 years for a number of students. I have a column with the year, the students name and the mark. Some students don't appear in year 2 because they don't sit any exams in the second year. I want to show whether the performance of students persists or whether there's any pattern in their subsequent performance. I can split the data into two halves of equal size to account for the 'first-half' and 'second-half' marks. I can also split the first half into quintiles according to the exam results using 'proc rank'
I know the output I want is a 5 X 5 table that has the original 5 quintiles on one axis and the 5 subsequent quintiles plus a 'dropped out' category as well, so a 5 x 6 matrix. There will obviously be around 20% of the total number of students in each quintile in the first exam, and if there's no relationship there should be 16.67% in each of the 6 susequent categories. But I don't know how to proceed to show whether this is the case of not with this data.
How can I go about doing this in SAS, please? Could someone point me towards a good tutorial that would show how to set this up? I've been searching for terms like 'performance persistence' etc, but to no avail. . .
I've been proceeding like this to set up my dataset. I've added a column with 0 or 1 for the first or second half of the data using the first procedure below. I've also added a column with the quintile rank in terms of marks for all the students. But I think I've gone about this the wrong way. Shoudn't I be dividing the data into quintiles in each half, rather than across the whole two periods?
Proc rank groups=2;
var yearquarter;
ranks ExamRank;
run;
Proc rank groups=5;
var percentageResult;
ranks PerformanceRank;
run;
Thanks in advance.
Why are you dividing the data into quintiles?
I would leave the scores as they are, then make a scatterplot with
PROC SGPLOT data = dataset;
x = year1;
y = year2;
loess x = year1 y = year2;
run;
Here's a fairly basic example of the simple tabulation. I transpose your quintile data and then make a table. Here there is basically no relationship, except that I only allow a 5% DNF so you have more like 19% 19% 19% 19% 19% 5%.
data have;
do i = 1 to 10000;
do year = 1 to 2;
if year=2 and ranuni(7) < 0.05 then call missing(quintile);
else quintile = ceil(5*ranuni(7));
output;
end;
end;
run;
proc transpose data=have prefix=year out=have_t;
by i;
var quintile;
id year;
run;
proc tabulate data=have_t missing;
class year1 year2;
tables year1,year2*rowpctn;
run;
PROC CORRESP might be helpful for the analysis, though it doesn't look like it exactly does what you want.
proc corresp data=have_t outc=want outf=want2 missing;
tables year1,year2;
run;
I have this dataset here which looks like this:
Basically I want to manipulate the data set so that I have
GVKEY1 as unique such as 1004 then a unique year number such as 1996 then several gvkey2 after that. However the number of gvkey2 for each year is not the same. Does anyone know how to get around this problem? This means I will have several 12 lines of data for gvkey1 for 1004 since i have years from 1996 to 2008. Then for each year I will have many columns where each column will have a gvkey2.
Best Regards,
Naz
Can you not just use PROC TRANSPOSE?
proc sort data=your_data_set out=temp1;
by gvkey1 year;
run;
proc transpose data=temp1 out=temp2;
by gvkey1 year;
var gvkey2;
run;
This will give you a series of variables COL1 - COLx. Use the PREFIX option for different variable names.
I'm not sure I've understood your question, but if you're looking for unique gvkey1/year pairs, you could do either of these:
proc sql;
create table results as
select distinct gvkey1, year
from _your_data_set;
quit;
or
proc sort data=_your_data_set(keep=gvkey1 year) out=results nodupkey;
by gvkey1 year;
run;
If that's not what you're looking for, I suggest posting an example of the results you want.