data have;
input n a ;
datalines;
1 0.1
2 0.2
3 0.3
4 0.4
5 0.5
6 0.6
7 0.7
8 0.8
9 0.9
10 1
11 1.1
12 1.2
13 1.3
14 1.4
15 1.5
;


%macro move_avg(var,num);
   %let lagnum=%eval(&num-1);
   (&var   
     %do i=1 %to &lagnum;
       +lag&i(&var)
   %end;
   )/&num
%mend move_avg;


data wanted;
    set have;
aa=%move_avg(a,5);
aaa=%move_avg(aa,5);
aaaa=%move_avg(aaa,5);
run;

学习了，俺也凑凑热闹，刚刚用R做了下

I give a simple solution here. You may calculate the aaa and aaaa simularly.

data tmp;
  do a=0.1 to 1.5 by 0.1;
    output;
end;
run;

data tmp2;
  set tmp;
  la0=a; la1=lag1(a); la2=lag2(a); la3=lag3(a); la4=lag4(a);
  if _n_>=5 then aa=sum(a,la1,la2,la3,la4)/n(a,la1,la2,la3,la4);
  keep a aa;
  run;

  proc print; run;