Aggregating to Lower Frequency Series

The EXPAND Procedure

Aggregating to Lower Frequency Series

PROC EXPAND provides two ways to convert from a higher frequency to a lower frequency. When a curve fitting method is used, converting to a lower frequency is no different than converting to a higher frequency--you just specify the desired output frequency with the TO= option. This provides for interpolation of missing values and allows conversion from non-nested intervals, such as converting from weekly to monthly values.

Alternatively, you can specify simple aggregation or selection without interpolation of missing values. This might be useful, for example, if you wanted to add up monthly values to produce annual totals but wanted the annual output data set to contain values only for complete years.

To perform simple aggregation, use the METHOD=AGGREGATE option in the CONVERT statement. For example, the following statements aggregate monthly values to yearly values:

   proc expand data=monthly out=annual from=month to=year;
      convert x y z / method=aggregate;
      convert a b c / observed=total method=aggregate;
      id date;
   run;

Note that the AGGREGATE method can be used only if the input intervals are nested within the output intervals, as when converting from daily to monthly or from monthly to yearly frequency.

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