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From: Mark on 25 May 2010 01:33
I have financial data sorted by Stock_Code and Date. Each Stock_Code
by-group has between 0 and 19 announcement dates, approximately 6
months apart. Announcement dates differ within a by-group and between
Stock_Codes.

Below is an example Timeline for each Stock_Code By-group:
First.Stock_Code.......Announcement.......Announcement (up to
19).........Last.Stock_Code.

For each Stock_Code by-group I want to cumulatively sum for each
observation: N, Information and Price between announcement dates. N
and Information are natural numbers.

The SAS code below began as an unsuccessful attempt to modify and
extend Howard Schreier’s code in the thread “Jump Out from DO Loop?”.

Data OUT1 ;
Do until (Last.Stock_Code ) ;
Set IN ;
By Stock_Code DATE;
If (Announcement = . ) then do;
Sum_N + N ;
Sum_Information + Information ;
Sum_Price + Price;
Output Out1;
End;
Else if (Announcement ne . ) then do;
Sum_N= N;
Sum_Information = Information ;
Sum_Price = Price ;
Output out1;
End;
End ;
Run;

The output I get is that:
Sum_Information and Sum_Price don’t sum, but equal Information and
Price respectively.
Sum_N cumulatively sums N as a one total at the end of the by-group
for the duration of the next by-group.

Thanks in advance for any suggestions.

From: Reeza on 25 May 2010 16:16
On May 24, 10:33 pm, "Mark(a)UTS" <ma_...(a)yahoo.com> wrote:
> I have financial data sorted by Stock_Code and Date. Each Stock_Code
> by-group has between 0 and 19 announcement dates, approximately 6
> months apart. Announcement dates differ within a by-group and between
> Stock_Codes.
>
> Below is an example Timeline for each Stock_Code By-group:
> First.Stock_Code.......Announcement.......Announcement (up to
> 19).........Last.Stock_Code.
>
> For each Stock_Code by-group I want to cumulatively sum for each
> observation: N, Information and Price between announcement dates. N
> and Information are natural numbers.
>
> The SAS code below began as an unsuccessful attempt to modify and
> extend Howard Schreier’s code in the thread “Jump Out from DO Loop?”.
>
> Data OUT1 ;
> Do until  (Last.Stock_Code ) ;
> Set IN ;
> By Stock_Code DATE;
> If (Announcement = . ) then do;
>      Sum_N + N ;
>      Sum_Information + Information ;
>      Sum_Price + Price;
>      Output Out1;
> End;
> Else if (Announcement ne . ) then do;
>       Sum_N= N;
>       Sum_Information = Information ;
>       Sum_Price = Price ;
>       Output out1;
> End;
> End ;
> Run;
>
> The output I get is that:
> Sum_Information and Sum_Price don’t sum, but equal Information and
> Price respectively.
> Sum_N cumulatively sums N as a one total at the end of the by-group
> for the duration of the next by-group.
>
> Thanks in advance for any suggestions.

add a retain for sum_information, sum_price and sum_n in your data
step.

I'm assuming your do loop should start AFTER you set IN the data step.
IN is also a reserved word so I'd consider labelling my dataset
something else.

Data OUT1 ;
retain sum_information 0 sum_price 0 sum_n 0;
Set IN ;
By Stock_Code DATE;
Do until (Last.Stock_Code ) ;
If (Announcement = . ) then do;
Sum_N + N ;
Sum_Information + Information ;
Sum_Price + Price;
Output Out1;
End;
Else if (Announcement ne . ) then do;
Sum_N= N;
Sum_Information = Information ;
Sum_Price = Price ;
Output out1;
End;
End ;
Run;

HTH,

From: Mark on 26 May 2010 23:40
Thanks Reeza,
the original code was a Dow loop, which put the "do until" loop
between the Data and Set statements.
I'm having trouble with Retain statements, so thanks again for
hightlighting the issue.


From: Tom Abernathy on 27 May 2010 08:11
Mark -
It is not clear what you are trying to do.
If you want to summarize by stock_code then use PROC SUMMARY with a
BY statement.
If you want to add the summary information for the whole stock_code
to each individual observations you have two choices.
1) Generate the summary and re-merge with the individual. You can use
PROC SUMMARY and a MERGE or use PROC SQL .
2) Use the DoWhile loop. In this case you will need TWO loops in the
same dataset . The first to generate the summary stats and the second
to generate the observations.
data want;
do until (last.stock_code);
set in;
by stock_code;
sum_n+n;
end;
do until (last.stock_code);
set in;
by stock_code;
output;
end;
run;

I have no idea what the test for missing announcement was in your
original code as I did not see anything in the problem description
about that.

- Tom
On May 26, 11:40 pm, "Mark(a)UTS" <ma_...(a)yahoo.com> wrote:
> Thanks Reeza,
> the original code was a Dow loop, which put the "do until" loop
> between the Data and Set statements.
> I'm having trouble with Retain statements, so thanks again for
> hightlighting the issue.

From: Mark on 1 Jun 2010 01:29
Thanks Tom,
I still need to master the art of asking SAS questions with clarity.
Pleased to see Dow loops haven't gone out of fashion.

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