SAS 使用 INTNX/INTCK 快进日期，直到达到限制

Question

我希望获取变量观察的日期，并基本上通过其指定的重新定价参数将其向前滚动，直到目标日期

正在使用的数据集是：

data have;
input repricing_frequency date_of_last_repricing end_date;
datalines;
3 15399 21367
10 12265 21367
15 13879 21367
;
format date_of_last_repricing end_date date9.;
informat date_of_last_repricing end_date date9.;
run;

所以我的想法是，我会继续将 3 个月、10 个月或 15 个月的重新定价频率应用于date_of_last_repricing，直到它尽可能接近日期"31DEC2017"。提前谢谢。

编辑包括我最近的工作：

data want;
set have;
repricing_N = intck('Month',date_of_last_repricing,'31DEC2017'd,'continuous');
dateoflastrepricing = intnx('Month',date_of_last_repricing,repricing_N,'E');
format dateoflastrepricing date9.;
informat dateoflastrepricing date9.;
run;

Answer 1

INTNX函数将计算递增的日期值，并允许指定生成的间隔对齐(在您的情况下，n-个月后的月的"结束"(

data have;
format   date_of_last_repricing end_date date9.;
informat date_of_last_repricing end_date date9.;
* use 12. to read the raw date values in the datalines;
input repricing_frequency date_of_last_repricing: 12.  end_date: 12.;
datalines;
3 15399 21367
10 12265 21367
15 13879 21367
;
run;
data want;
set have;
status = 'Original';
output;
* increment and iterate;
date_of_last_repricing = intnx('month',
date_of_last_repricing, repricing_frequency, 'end'
);
do while (date_of_last_repricing <= end_date);
status = 'Computed';
output;
date_of_last_repricing = intnx('month',
date_of_last_repricing, repricing_frequency, 'end'
);
end;
run;

如果您只想计算最近的结束日期(如按重新定价频率进行迭代时(，则不必进行迭代。 您可以将月份分开除以频率，以获得会发生的迭代次数。

data want2;
set have;
nearest_end_month = intnx('month', end_date, 0, 'end');
if nearest_end_month > end_date then nearest_end_month = intnx('month', nearest_end_month, -1, 'end');
months_apart = intck('month', date_of_last_repricing, nearest_end_month);
iterations_apart = floor(months_apart / repricing_frequency);
iteration_months =  iterations_apart * repricing_frequency;
nearest_end_date = intnx('month', date_of_last_repricing, iteration_months, 'end');
format nearest: date9.;
run;
proc sql;
select id, max(date_of_last_repricing) as nearest_end_date format=date9. from want group by id;
select id, nearest_end_date from want2;
quit;