⨳ Calculating Period-to-Period Changes in SAS ⨳

2007 Oct 06, Saturday

⨳ 1 minute read ⨳ 222 words ⨳ date valuessas

recently a co-worker asked me how to do period-to-period changes in proc tabulate. since i didn’t know of any procedural way to do this, i figured it can be done in the data step.

data example;
  format period yyq6. value 3.;
  input period:date9. value;
  change = dif(value)/lag(value);
01oct2005 100
01jan2006 120
01apr2006 125
01jul2006 120
01oct2006 145
01jan2007 150

the aggregated data set is probably going to be a proc means output data set. however you get to the aggregate dataset, adding the diff(value)/lag(value) will give you the relative change. to present this info in a fairly meaningful way, i use proc tabulate:

proc tabulate data=example noseps;
  class period;
  var value change;
  table period=' ',
        value*sum=' '*f=8.
        change*sum=' '*f=percent8.1;

which produces this output:

  value change
2005Q4 100 .
2006Q1 120 20.0%
2006Q2 125 4.2%
2006Q3 120 ( 4.0%)
2006Q4 145 20.8%
2007Q1 150 3.4%

Calculating Period-to-Period Changes in SAS - October 6, 2007 - Richard Koopmann