Date:         Thu, 21 Oct 2004 10:13:04 -0400
Reply-To:     Solomon Anchen <solo_in@REDIFFMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Solomon Anchen <solo_in@REDIFFMAIL.COM>
Subject:      Time sequence data processing

Hi ,
Here is what i am trying . Below is the input dataset.

data test;
input qt time8. price;
datalines;
09:37:03 34.5
09:38:40 34.5
09:39:30 34.48
09:43:21 34.5
09:45:32 34.51
09:50:31 34.5
09:54:32 34.52
09:56:34 34.51
09:59:09 34.52
;
run;

for each observation i would like the subsequent higher price .Below is the
expected output.

expected results:
qt       price     nxt higher price nxt higher price time
09:37:03 34.5      34.51             09:45:32
09:38:40 34.5      34.51             09:45:32
09:39:30 34.48     34.5              09:43:21
09:43:21 34.5      34.51             09:45:32
09:45:32 34.51     34.52             09:54:32
09:50:31 34.5      34.52             09:54:32
09:54:32 34.52     default value     default value
09:56:34 34.51     34.52             09:59:09
09:59:09 34.52     default value     default value

This is just a sample , the actual input dataset has roughly 20 million
observations , so performance is paramount in a situation like this.

Thanks,
Solomon