How to set rolling window to calculate centered moving average in SAS?

Question

I need to work out the rolling average over window (-30, 30) .

I know that syntax for moving average is something like:

proc expand data = try out = ma;
  convert number = av_number / transformout=( movave 30 );
run;

But this only includes the window (-30, 0)

Can someone tell me the syntax to work out the average for (-30, 30) ?

Answer 1

You're constructing a Centered Moving Average , which is created with the CMOVAVE feature (see the documentation ):

convert number=av_number/transformout=(cmovave 61);

61 would be 30 before, itself, and 30 after.