Merging datasets with 2 different time variables in SAS

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Published on 2010-03-15T09:56:43Z Indexed on 2010/03/15 9:59 UTC
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Hye Guys,

for those regularly browsing this site sorry for already another question (however I did solve my last question myself!)

I have another problem with merging datasets, it seems that accounting for time in datasets is a real pain in the ass. I succesfully managed to merge on months in my previous datasets, however it seems I have a final dataset which only has quarter as a time count variable. So where all my normal databases have month 1- xxx as an indicator of time, this database had quarter as an indicator of time.

I still want to add the variables of this last database, let's call it TVOL, into my WORK database.

Quick summary

QUARTER: Quarter 0 = JAN1996-MAR1996

Month: Month 0 = JAN1996

Example: TVOL

TVOL _ Ticker ____ Quarter

1500 _ AA ________ -1

52546 _ BB ________ 15

Example: WORK

BETA _ Ticker ____ Month

1.52 _ AA ________ 2

1.54__ BB _______ 3

Example: Merged:

BETA ______ TVOL __ Ticker ____ Month

1.52 _______ 500 ___ AA _______ 2

I now want to merge this 2 tables using following relationship

if the month is in quarter 1, the data of quarter 0 has to be used, so if i have an observation i nWORK with date 2FEB1996 the TVOL of quarter -1 has to be put behind this observation.

Something like IF month = quarter i use data quarter i-1.

Also, as TVOL is measured quarterly and I have to put in monthly I have to take the average, so (TVOL/3) should be added as a variable.

Thanks!

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