SAS Time Series Data - Fill time series with missing time points and calculate moving average

sas_timeSeries_procExpand.sas

/*this is an example of time series data. 
1. Create a time series data set with missing intervals (IBM)
2. Add back missing entries using PROC TIMESERIES (IBM_NO_MISSING)
3. Calculate moving average - 12 month average
*/

/*1*/
data ibm;
	set sashelp.stocks;
	where stock='IBM';

	if month(date)=7 then
		delete;
run;

proc sort data=ibm;
	by date;
run;

/*2*/
proc timeseries data=ibm out=ibm_no_missing;
	id date interval=month start='01Aug1986'd end='01Dec2005'd;
	var open;
run;

/*3*/
proc expand data=ibm_no_missing out=want;
	id date;
	convert open = open_12 / method=none transformout= (movave 12);
run;