Date:         Thu, 12 Nov 2009 08:59:13 -0600
Reply-To:     Joe Matise <snoopy369@GMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Joe Matise <snoopy369@GMAIL.COM>
Subject:      Re: Asking for help~~~
Comments: To: Stanley Luo <shanminglo@gmail.com>
In-Reply-To:  <200911121018.nABKmPsC027538@malibu.cc.uga.edu>
Content-Type: text/plain; charset=ISO-8859-1

Are you using these for an analysis of some sort?  If so, I suggest doing
this as a view, and/or not doing it at all [you can put a BY variable that
incorporates what you need, usually].  A view would save the storage space
and disk write time while allowing you to subset still.

If you can assume a single record for each date, then this works.  However,
your example doesn't list 252 day periods; are they really weekdays or
something?  If so you'd need to adjust the number [you can use INTNX with
'WEEKDAY', for example].

%macro set_252(startd);
data dset_&startd/view=dset_&startd;
set twse_02_07;
if ("&startd"d-252) < date <= ("&startd"d);
run;
%mend set_252;

This is much faster than creating full datasets, as long as you're not
sending the dataset somewhere else.

Using INTNX for weekdays:
%macro set_252(startd);
data dset_&startd/view=dset_&startd;
set twse_02_07;
if intnx("WEEKDAY","&startd"d,252) < date <= ("&startd"d);
run;
%mend set_252;

-Joe

On Thu, Nov 12, 2009 at 4:18 AM, Stanley Luo <shanminglo@gmail.com> wrote:

> Dear SAS_Ls:
> I want to create several datasets including 252 obs each from an given day
> backward.
> For example, from 2003/03/26 back to 2002/03/22 then output as dataset,
> from 2003/07/09 back to 2002/07/05 then output as dataset. How do I
> achieve that using macro syntax?
> My original code is shown below
>
> DATA RDATE;
>     SET TWSE_02_07(FIRSTOBS=1 OBS=252);
>  WHERE '26MAR03'D >= DATE;
> RUN;
>
> Thanks in advance!!
>