Comment ajuster une variable en la divisant par la somme des observations des jours précédents?

Je veux écrire un code pour exécuter la formule qui est indiqué ci-dessous:Comment ajuster une variable en la divisant par la somme des observations des jours précédents?

le volume ajusté pour chaque nom et la date = IntradayVolume/(dailyvolume pour cinq derniers jours)

Et j'utilise des codes qui sont présentés ci-dessous :

*Division for calculating adjusted volume; 
proc sort data=sampledata_sumvolso02 out=sampledata_sumvolso02; 
by TRD_STCK_CD TRD_EVENT_DT; 
run; 

*Adjusted intraday volume for days of a week; 
data sampledata_adjvol02; 
    do until(last.TRD_STCK_CD); 
      do until(last.TRD_EVENT_DT); 
       set sampledata_sumvolso02; 
       by TRD_STCK_CD TRD_EVENT_DT; 

       if first.TRD_STCK_CD then 
        n=0; 

       if first.TRD_EVENT_DT then 
        n+1; 

       if n>7 then 
        do; 
          if not missing(IntradayVolume) then 
           adjusted_volume=divide(IntradayVolume,temp); 
           else call missing(adjusted_volume); 
        end; 

       if last.TRD_EVENT_DT then 
        temp=dailyvolume; 
       output; 
      end; 
    end; 
    drop temp n; 
run;

Voici un échantillon de mes données:

data WORK.SAMPLEDATA_SUMVOLSO02; 
    infile datalines dsd truncover; 
    input TRD_STCK_CD:$15. TRD_PR:32. TRD_TUROVR:14. TRD_EVENT_DT:DATE9. TRD_EVENT_TM:TIME5. TRD_EVENT_ROUNDED:32. TRD_EVENT_ROUFOR:$5. CountedVOLUME:32. DailyVolume:32. IntradayVolume:32.; 
    format TRD_TUROVR 14. TRD_EVENT_DT DATE9. TRD_EVENT_TM TIME5.; 
    label TRD_STCK_CD="TRD_STCK_CD" TRD_PR="TRD_PR" TRD_TUROVR="TRD_TUROVR" TRD_EVENT_DT="TRD_EVENT_DT"; 
datalines4; 
BALI1,850,9260,24MAR2008,9:14,34200,9:30,7871000,, 
BALI1,850,2000,23MAR2008,9:15,34200,9:30,1700000,, 
BALI1,850,10000,22MAR2008,9:15,34200,9:30,8500000,, 
BALI1,850,6000,21MAR2008,9:15,34200,9:30,5100000,, 
BALI1,850,10000,20MAR2008,9:29,34200,9:30,8500000,31671000,31671000 
BANK1,1164,10729,20MAR2008,9:38,36000,10:00,12488556,,12488556 
BANK1,1148,2000,21MAR2008,11:24,41400,11:30,2296000,, 
BANK1,1147,1575,22MAR2008,11:24,41400,11:30,1806525,16591081,4102525 
BHMN1,1013,1500,14MAR2008,9:00,34200,9:30,1519500,, 
BHMN1,1013,1500,15MAR2008,9:00,34200,9:30,1519500,, 
BHMN1,1013,1500,16MAR2008,9:00,34200,9:30,1519500,, 
BHMN1,1013,1500,17MAR2008,9:00,34200,9:30,1519500,, 
BHMN1,1013,1500,18MAR2008,9:00,34200,9:30,1519500,, 
BHMN1,1013,1500,19MAR2008,9:00,34200,9:30,1519500,, 
BHMN1,1013,1000,20MAR2008,9:00,34200,9:30,1013000,, 
BHMN1,1013,450,21MAR2008,9:00,34200,9:30,455850,, 
BHMN1,1013,1500,22MAR2008,9:00,34200,9:30,1519500,, 
BHMN1,1013,1500,23MAR2008,9:00,34200,9:30,1519500,, 
BHMN1,1013,1500,24MAR2008,9:04,34200,9:30,1519500,, 
BHMN1,1013,1500,25MAR2008,9:04,34200,9:30,1519500,, 
BHMN1,1013,601,26MAR2008,9:05,34200,9:30,608813,, 
BHMN1,1013,697,27MAR2008,9:06,34200,9:30,706061,, 
BHMN1,1013,1500,28MAR2008,9:08,34200,9:30,1519500,, 
BHMN1,1013,1500,29MAR2008,9:08,34200,9:30,1519500,, 
BHMN1,1013,1500,12MAR2008,9:09,34200,9:30,1519500,, 
BHMN1,1013,1500,13MAR2008,9:16,34200,9:30,1519500,, 
BHMN1,1013,1500,14MAR2008,9:22,34200,9:30,1519500,,25576224 
BHMN1,1013,1500,15MAR2008,9:41,36000,10:00,1519500,,1519500 
BHMN1,1013,1500,16MAR2008,10:13,37800,10:30,1519500,, 
BHMN1,1013,1500,17MAR2008,10:13,37800,10:30,1519500,,3039000 
BHMN1,1013,1500,18MAR2008,11:25,41400,11:30,1519500,,1519500 
BHMN1,1013,1500,19MAR2008,11:51,43200,12:00,1519500,33173724,1519500 
CHML1,12000,745,20MAR2008,9:00,34200,9:30,8940000,, 
CHML1,12000,82,21MAR2008,9:00,34200,9:30,984000,, 
CHML1,11998,206,22MAR2008,9:07,34200,9:30,2471588,, 
CHML1,11998,414,23MAR2008,9:09,34200,9:30,4967172,, 
CHML1,11998,348,24MAR2008,9:12,34200,9:30,4175304,, 
CHML1,11996,82,25MAR2008,9:15,34200,9:30,983672,, 
CHML1,11996,1240,26MAR2008,9:16,34200,9:30,14875040,, 
CHML1,11996,414,27MAR2008,9:17,34200,9:30,4966344,, 
CHML1,11970,1000,28MAR2008,9:21,34200,9:30,11970000,, 
CHML1,11964,158,29MAR2008,9:22,34200,9:30,1890312,, 
CHML1,11990,1946,20MAR2008,9:23,34200,9:30,23332540,,79555972 
CHML1,11851,500,19MAR2008,10:42,39600,11:00,5925500,, 
CHML1,11852,1054,18MAR2008,10:44,39600,11:00,12492008,, 
CHML1,11900,2000,17MAR2008,10:56,39600,11:00,23800000,,42217508 
CHML1,11913,244,16MAR2008,11:08,41400,11:30,2906772,, 
CHML1,11913,56,15MAR2008,11:09,41400,11:30,667128,, 
CHML1,11968,944,14MAR2008,11:13,41400,11:30,11297792,, 
CHML1,11968,2056,13MAR2008,11:27,41400,11:30,24606208,, 
CHML1,11987,380,14MAR2008,11:29,41400,11:30,4555060,,44032960 
CHML1,11988,620,11MAR2008,11:30,43200,12:00,7432560,, 
CHML1,11981,1663,12MAR2008,11:52,43200,12:00,19924403,, 
CHML1,11981,765,24MAR2008,11:52,43200,12:00,9165465,202328868,36522428 
CRBN1,1486,1700,22MAR2008,9:00,34200,9:30,2526200,, 
CRBN1,1485,3353,24MAR2008,9:21,34200,9:30,4979205,7505405,7505405 
DADE1,1685,2972,24MAR2008,10:04,37800,10:30,5007820,,5007820 
DADE1,1632,2000,20MAR2008,11:49,43200,12:00,3264000,, 
DADE1,1631,5000,21MAR2008,11:49,43200,12:00,8155000,, 
DADE1,1630,3000,22MAR2008,11:49,43200,12:00,4890000,, 
DADE1,1630,2000,23MAR2008,11:50,43200,12:00,3260000,, 
DADE1,1630,8000,24MAR2008,11:50,43200,12:00,13040000,37616820,32609000 
DFRB1,7450,124,24MAR2008,10:54,39600,11:00,923800,,923800 
DFRB1,7450,132,24MAR2008,11:16,41400,11:30,983400,1907200,983400 
DJBR1,7491,3000,24MAR2008,10:06,37800,10:30,22473000,22473000,22473000 
DRZK1,14890,72,24MAR2008,11:58,43200,12:00,1072080,1072080,1072080 
FIBR1,2846,100,24MAR2008,11:17,41400,11:30,284600,284600,284600 
FKAS1,3584,5173,20MAR2008,9:15,34200,9:30,18540032,, 
FKAS1,3584,3000,21MAR2008,9:15,34200,9:30,10752000,, 
FKAS1,3585,1827,22MAR2008,9:15,34200,9:30,6549795,,35841827 
FKAS1,3585,183,23MAR2008,9:35,36000,10:00,656055,, 
FKAS1,3585,3200,24MAR2008,9:35,36000,10:00,11472000,,12128055 
FKAS1,3539,2000,25MAR2008,11:02,41400,11:30,7078000,, 
FKAS1,3538,8000,26MAR2008,11:02,41400,11:30,28304000,, 
FKAS1,3538,2000,27MAR2008,11:02,41400,11:30,7076000,, 
FKAS1,3537,8000,28MAR2008,11:02,41400,11:30,28296000,, 
FKAS1,3537,2000,29MAR2008,11:02,41400,11:30,7074000,, 
FKAS1,3535,8000,20MAR2008,11:02,41400,11:30,28280000,, 
FKAS1,3535,2000,19MAR2008,11:03,41400,11:30,7070000,, 
FKAS1,3535,6617,18MAR2008,11:03,41400,11:30,23391095,, 
FKAS1,3533,100,17MAR2008,11:03,41400,11:30,353300,, 
FKAS1,3533,1283,16MAR2008,11:07,41400,11:30,4532839,, 
FKAS1,3533,2763,15MAR2008,11:08,41400,11:30,9761679,, 
FKAS1,3529,10000,14MAR2008,11:15,41400,11:30,35290000,, 
FKAS1,3516,10000,13MAR2008,11:17,41400,11:30,35160000,, 
FKAS1,3516,10000,12MAR2008,11:19,41400,11:30,35160000,, 
FKAS1,3516,39,11MAR2008,11:19,41400,11:30,137124,, 
FKAS1,3515,2000,19MAR2008,11:25,41400,11:30,7030000,, 
FKAS1,3515,198,24MAR2008,11:25,41400,11:30,695970,, 
FKAS1,3515,9802,20MAR2008,11:25,41400,11:30,34454030,,299144037 
FKAS1,3515,4000,21MAR2008,11:48,43200,12:00,14060000,, 
FKAS1,3513,6000,22MAR2008,11:52,43200,12:00,21078000,, 
FKAS1,3514,2000,23MAR2008,11:52,43200,12:00,7028000,, 
FKAS1,3514,1085,24MAR2008,11:52,43200,12:00,3812690,, 
FKAS1,3500,1000,25MAR2008,11:56,43200,12:00,3500000,396592609,49478690 
FOLD1,3198,390,24MAR2008,9:09,34200,9:30,1247220,,1247220 
FOLD1,3197,2000,27MAR2008,10:31,39600,11:00,6394000,, 
FOLD1,3191,2000,28MAR2008,10:32,39600,11:00,6382000,, 
FOLD1,3190,4000,20MAR2008,10:33,39600,11:00,12760000,, 
FOLD1,3190,542,18MAR2008,10:33,39600,11:00,1728980,, 
;;;;

maintenant, je veux diviser Intradayvolume variabl e par la variable Dailyvolume agrégée dans une semaine avant aujourd'hui. Il est important de spécifier pour SAS de diagnostiquer les jours d'une semaine et de l'adapter à la variable de date de mon jeu de données. Parce que le format de la variable de date de mon ensemble de données est ddmmyy. Je veux dire SAS devrait trouver quels jours d'une semaine sont aujourd'hui et agrège la variable Dailyvolume d'une semaine avant aujourd'hui comme dénominateur.

Comment puis-je exécuter cette formule?

Merci d'avance.

Source

2017-08-09 Amin Karimi

Voici une solution à cette question: [Answer] (https://stackoverflow.com/questions/45699911/how-can-i-calculate-the-division-using-sas/45709253#45709253) –

data sampledata_adjvol (drop=cnt dv_:); 
    set Sampledata_SumVolSo; 
    by TRD_STCK_CD TRD_EVENT_DT; 
    retain dv_1 dv_2 dv_3 dv_4 cnt 0 dv_sum; 
    if first.TRD_STCK_CD then do; 
     cnt=0; 
     dv_1=0; 
     dv_2=0; 
     dv_3=0; 
     dv_4=0; 
     dv_sum=0; 
    end; 
     adjusted_volume_5=intradayvolume/dv_sum; 
    if last.TRD_EVENT_DT then do; 
     cnt=cnt+1; 
     if cnt=1 then dv_4=dailyvolume; 
     else if cnt=2 then dv_3=dailyvolume; 
     else if cnt=3 then dv_2=dailyvolume; 
     else if cnt=4 then dv_1=dailyvolume; 
     else do; 
      dv_sum=dailyvolume+dv_1+dv_2+dv_3+dv_4; 
      dv_4=dv_3; 
      dv_3=dv_2; 
      dv_2=dv_1; 
      dv_1=dailyvolume; 
     end; 
    end; 
run;

Source

2017-10-31 16:26:08

Je ne sais pas exactement ce que vous faites là, mais une approche pourrait être de créer un tableau temporaire et l'indexer avec la date. Puis recherchez dans cet index. Vous auriez quelques problèmes avec ce simpliste d'une méthode avec des vacances et autres, mais il devrait vous donner au moins une bonne réponse.

Par exemple (encore une fois, je ne comprends pas tout à fait vos variables ou ce que vous faites, c'est donc une idée approximative):

*Adjusted intraday volume for days of a week; 
data sampledata_adjvol02; 
    array prevdat[32767] _temporary_; 
    do until(last.TRD_STCK_CD); 
      do until(last.TRD_EVENT_DT); 
       set sampledata_sumvolso02; 
       by TRD_STCK_CD TRD_EVENT_DT; 

       if first.TRD_STCK_CD then 
        n=0; 

       if first.TRD_EVENT_DT then 
        n+1; 

       if n>7 then 
        do; 
          if not missing(IntradayVolume) then 
           adjusted_volume=divide(IntradayVolume,prevdat[TRD_EVENT_DT-7]); 
           else call missing(adjusted_volume); 
        end; 

       if last.TRD_EVENT_DT then 
        temp=dailyvolume; 
       output; 
       prevdat[TRD_EVENT_DT] = sum(prevdat[TRD_EVENT_DT],countedVolume); 
      end; 

    end; 

    call missing(of prevdat[*]); 
    drop temp n; 
run;

Source

2017-08-09 21:32:31 Joe

Qu'est-ce que 32767? –

@AminKarimi 32767 fait référence au nombre de cellules dans le tableau. – pinegulf

Comment ajuster une variable en la divisant par la somme des observations des jours précédents?

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