Date:         Wed, 21 Apr 1999 22:34:56 GMT
Reply-To:     DNordlund <dnordlund@AOL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
From:         DNordlund <dnordlund@AOL.COM>
Organization: AOL http://www.aol.com
Subject:      Re: Using LAG Function to Decay a Variable over Time

Jim Savage at ljas@earthlink.net wrote:
>
>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,
 
people often misunderstand how LAG works.  But there is a simple solution.  Try
something like the following (test it for suitability):
 
Data two;
  set one;
  by market;
  retain DECAYGRP;
  ***reset DECAYGRP  here;
  if first.market then DECAYGRP=0;     DECAYGRP=DECAYGRP*0.8+GRP;
run;
 
Hope this helps,
 
Dan Nordlund