Date:         Mon, 1 Dec 2008 19:55:09 -0500
Reply-To:     kwu0914 <kwu0914@GMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         kwu0914 <kwu0914@GMAIL.COM>
Organization: Aioe.org NNTP Server
Subject:      Re: Past n days average price
Comments: To: sas-l@uga.edu

I should make the question more clear:
Day 1 is the most recently day, such as input data set is in following
format:

day                     price
12-01-2008         10
11-30-2008         12
11-29-2008         11
11-28-2008         14
11-27-2008         16
11-26-2008         17

so the computing average has to be performed forward, not backward.
Also if n = 200, 200 LAG statements might be noisy.

"Mary" <mlhoward@avalon.net> wrote in message
news:073401c9540d$d00a6520$832fa8c0@HP82083701405...
> Yes.  You can use the lag functions, but be careful about not putting them
> in IF statements.
>
> data test;
> infile cards;
> input day price;
> lag1price= lag1(price);
> lag2price= lag2(price);
> lag3price= lag3(price);
> movingaverage= (price + lag1price + lag2price + lag3price) /4;
> cards;
> 1 10
> 2 12
> 3 11
> 4 14
> 5 16
> 6 17
> run;
>
> -Mary
>
>
> "kwu0914" <kwu0914@GMAIL.COM> wrote in message
> news:gh1rhm$ts5$1@aioe.org...
>> Hello all SAS_L, here is a data set A:
>>
>> day      price
>> 1         10
>> 2         12
>> 3         11
>> 4         14
>> 5         16
>> 6         17
>> .......
>>
>> my question is how to compute past n days average? For example,
>> if n = 3 then the desired output will be:
>>
>> day      price       day3_avg
>> 1         10           11       <--- (10+12+11)/3
>> 2         12           12.3    <--- (12+11+14)/3
>> 3         11           13.7    <--- (11+14+16)/3
>> 4         14           15.7    <--- (14+16+17)/3
>> 5         16           ......
>> 6         17           ......
>>
>> Any suggestions? Few words of idea is enough!! Seems problem can not be
>> solved
>> in one pass, if this is the case, what the minimum # of pass does program
>> really need?
>> Is it possibile to run less than in O(N) time? Thanks! Kevin