data aa;
input stkcd        cd        value;
cards;
1        1        20
1        2        56
1        5        86
2        1        94
2        2        25
2        3        39
2        5        5
3        2        25
3        5        86
;
run;

proc sort data=aa;
by stkcd cd;
run;

data bb;
set aa;
by stkcd cd;
if first.stkcd ;
do while (cd<=5);
output;
cd=cd+1;
end;
keep stkcd cd;
run;

proc sql;
create table cc as
select a.*, b.value
from bb as a left join aa as b
on a.stkcd=b.stkcd and a.cd=b.cd
order by a.stkcd, a.cd;
quit;

data dd;
set cc;
by stkcd cd;
retain _value;
if value ne . then _value=value;
if value=. then value=_value;
drop _value;
run;