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 want to add up monthly values to produce annual totals, but want 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 / method=aggregate observed=total;
      id date;

This example assumes that the variables X, Y, and Z represent point-in-time values observed at the beginning of each month, and that the desired results are point-in-time values observed at the beginning of each year. (The default value of the OBSERVED= option is OBSERVED=(BEGINNING,BEGINNING).) The variables A, B, and C are assumed to represent monthly totals, and that the desired results are annual totals; therefor the option OBSERVED=TOTAL is specified. See the section Specifying Observation Characteristics for more information on the OBSERVED= option.

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.