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statgeek/SAS_moving_stats.sas

Last active January 6, 2018 05:04
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SAS - moving min/max using arrays
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SAS_moving_stats.sas
/*
How to calculate a moving min/max with a window of 4.
Resets by group ID
https://communities.sas.com/message/244232
Courtesy of PGStats
*/
data want;
array p{0:3} _temporary_;
set have; by object;
if first.object then call missing(of p{*});
p{mod(_n_,4)} = price;
lowest = min(of p{*});
highest = max(of p{*});
run;
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