http://support.sas.com/kb/25/027.html

http://support.sas.com/kb/25/027.html

Google "SAS + moving average"

试试下面的程序，其中test1为你要输入的数据集，test2为转换的数据集
proc expand data=test1 out=test2;
     convert  return=teturn_movsum/transformout=(movsum 60);
     by fundcd;
run;

/* Sample 3: Compute the moving average within a BY-Group of last n observations. */
/* For the first n-1 observations within the BY-Group, the moving average         */
/* is set to missing.                                                             */

data ds1;
  do patient='A','B','C';
    do month=1 to 7;
      num=int(ranuni(0)*10);
      output;
      end;
    end;
run;

proc sort;
  by patient;
run;

%let n = 4;

data ds2;
  set ds1;
  by patient;
  retain num_sum 0;
  if first.patient then do;
    count=0;
    num_sum=0;
  end;
  count+1;
  last&n=lag&n(num);
  if count gt &n then num_sum=sum(num_sum,num,-last&n);
  else num_sum=sum(num_sum,num);
  if count ge &n then mov_aver=num_sum/&n;
  else mov_aver=.;
run;