Date:         Wed, 21 Apr 1999 19:58:47 GMT
Reply-To:     ljas@earthlink.net
Sender:       "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
From:         Jim Savage <ljas@EARTHLINK.NET>
Organization: EarthLink Network, Inc.
Subject:      Using LAG Function to Decay a Variable over Time
Content-Type: text/plain; charset=us-ascii

I am trying to do a simple calculation in which I want to have the values of a
new variable build up based on the values of an input variable and then decay
when the input variable declines.  This is being used in Advertising research
where we calculate a decayed/smoothed measure based on TV Gross Rating Points
which are usually spikes or pulses.  Here's the logic that I am trying to do:
 
Decayed GRP's for week 1 = Input GRP's for week1
Week 2 decayed GRP's = Input GRP's for week 2  + 80% of the Wk1 decayed GRP's
Week 3 decayed GRP's = Input GRP's for week 3  + 80% of the Wk2 decayed GRP's
 
After these decay operations are done for each week the result is raised to the
.65 power.
 
This works really well in a spreadsheet, but I thought it would be easier in
SAS, since that's where I'm going to do the model anyway.
 
Here's what I tried with no success.  I think there is something I don't
understand about the LAG function.
 
Data two; set one;
         by market;
retain DECAYGRP;
DECAYGRP=GRP;
DECAYGRP=lag1(DECAYGRP)*.8);
DECAYGRP=SUM(of GRP DECAYGRP););
if first.market then DECAYGRP=GRP;  /* want to start over for each market */
run;
 
The first 2 observations are calculated correctly, but from then
on the values are wrong.  Anyone have any thoughts as to
what I can do to fix this problem?
 
Jim Savage at ljas@earthlink.net
 
Savage Genealogy:  http://home.earthlink.net/~ljas/savage/index.htm
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