DM 'CLEAR LOG; CLEAR OUTPUT';

DATA _NULL_;
 CALL SYMPUT('BDAY', TRIM(LEFT(PUT(DATE(), DOWNAME.))));
 CALL SYMPUT('BDATE', PUT(DATE(), DATE.));
 CALL SYMPUT('BWDATE', TRIM(LEFT(PUT(DATE(), WORDDATE.))));
 CALL SYMPUT('BTIME', TRIM(LEFT(PUT(TIME(), TIME.))));
RUN;

OPTIONS OBS = MAX NODATE PAGENO=1 PAGESIZE=66 LINESIZE=176 SYMBOLGEN MPRINT;
%PUT NOTE: THIS PROGRAM WAS RUN ON &BDAY, &BWDATE, AT &BTIME.;

/***       DEFINE MACRO VARIABLES        ***/
/***                                     ***/
/***  replace all angle brackets ("< >") ***/
/***     with request information.       ***/

%LET START    = <  >;	** FIRST DAY TO START LOADING BENCHMARK;
%LET STARTPOI = <  >;   ** FIRST DAY OF THE QUARTER;
%LET ENDPOI   = <  >;   ** LAST DAY OF THE QUARTER;
%LET STARTPRT = <  >;   ** START PRINT 4 DAYS FROM LAST QTR.;
%LET STARTDAY = <  >; 	** START DAY ON TITLE;
%LET ENDDAY   = <  >; 	** END DAY ON TITLE;

%LET FRSTOBS1 =  100;
%LET FRSTOBS2 =  1400;
%LET FRSTOBS3 =  3400;
%LET OPTION1 = LRECL = 25 MISSOVER;

LIBNAME LIB1 '<C:\>';	* LOCATION OF DATESET **;


%LET CTRYCODE = <  >;	* NAME OF THE EXCHANGE RATE COUNTRY; 

 
  PROC IMPORT OUT= LIB1.&CTRYCODE 
            DATAFILE= "C:\Exchange Rates\ARGENTINA.xls" 	/*raw rate file from Federal Reserve*/
            DBMS=EXCEL2000 REPLACE;
     SHEET="&CTRYCODE"; 
     GETNAMES=YES;
RUN;


  DATA LIB1.&CTRYCODE;
   SET LIB1.&CTRYCODE;
   IF RATE = . THEN DELETE;
  RUN;


	%LET RATECODE = %SUBSTR(&CTRYCODE,1);
	%PUT CTRYCODE = &CTRYCODE RATECODE = &RATECODE;

 DATA &CTRYCODE;
  SET LIB1.&CTRYCODE ;
 where RATE GT 0 and DATE > &START;

  EXRATE = 1 / RATE;

 BENCHMRK=(LAG1(EXRATE)+LAG2(EXRATE)+LAG3(EXRATE)+LAG4(EXRATE)+LAG5(EXRATE)+
    LAG6(EXRATE)+LAG7(EXRATE)+LAG8(EXRATE)+LAG9(EXRATE)+LAG10(EXRATE)+
    LAG11(EXRATE)+LAG12(EXRATE)+LAG13(EXRATE)+LAG14(EXRATE)+LAG15(EXRATE)+
    LAG16(EXRATE)+LAG17(EXRATE)+LAG18(EXRATE)+LAG19(EXRATE)+LAG20(EXRATE)+
    LAG21(EXRATE)+LAG22(EXRATE)+LAG23(EXRATE)+LAG24(EXRATE)+LAG25(EXRATE)+
    LAG26(EXRATE)+LAG27(EXRATE)+LAG28(EXRATE)+LAG29(EXRATE)+LAG30(EXRATE)+
    LAG31(EXRATE)+LAG32(EXRATE)+LAG33(EXRATE)+LAG34(EXRATE)+LAG35(EXRATE)+
    LAG36(EXRATE)+LAG37(EXRATE)+LAG38(EXRATE)+LAG39(EXRATE)+LAG40(EXRATE))/40;

  BENCHPCT=((EXRATE-BENCHMRK)/BENCHMRK)*100;

  AVGRATE1=(LAG1(EXRATE)+LAG2(EXRATE)+LAG3(EXRATE)+LAG4(EXRATE)+
            LAG5(EXRATE))/5;
  AVGBMRK1=(LAG1(BENCHMRK)+LAG2(BENCHMRK)+LAG3(BENCHMRK)+LAG4(BENCHMRK)+
            LAG5(BENCHMRK))/5;
  PCTWK1=((AVGRATE1-AVGBMRK1)/AVGBMRK1)*100;

  AVGRATE2=(LAG6(EXRATE)+LAG7(EXRATE)+LAG8(EXRATE)+LAG9(EXRATE)+
            LAG10(EXRATE))/5;
  AVGBMRK2=(LAG6(BENCHMRK)+LAG7(BENCHMRK)+LAG8(BENCHMRK)+LAG9(BENCHMRK)+
            LAG10(BENCHMRK))/5;
  PCTWK2=((AVGRATE2-AVGBMRK2)/AVGBMRK2)*100;

  AVGRATE3=(LAG11(EXRATE)+LAG12(EXRATE)+LAG13(EXRATE)+LAG14(EXRATE)+
            LAG15(EXRATE))/5;
  AVGBMRK3=(LAG11(BENCHMRK)+LAG12(BENCHMRK)+LAG13(BENCHMRK)+LAG14(BENCHMRK)+
            LAG15(BENCHMRK))/5;
  PCTWK3=((AVGRATE3-AVGBMRK3)/AVGBMRK3)*100;

  AVGRATE4=(LAG16(EXRATE)+LAG17(EXRATE)+LAG18(EXRATE)+LAG19(EXRATE)+
            LAG20(EXRATE))/5;
  AVGBMRK4=(LAG16(BENCHMRK)+LAG17(BENCHMRK)+LAG18(BENCHMRK)+LAG19(BENCHMRK)+
            LAG20(BENCHMRK))/5;
  PCTWK4=((AVGRATE4-AVGBMRK4)/AVGBMRK4)*100;

  AVGRATE5=(LAG21(EXRATE)+LAG22(EXRATE)+LAG23(EXRATE)+LAG24(EXRATE)+
            LAG25(EXRATE))/5;
  AVGBMRK5=(LAG21(BENCHMRK)+LAG22(BENCHMRK)+LAG23(BENCHMRK)+LAG24(BENCHMRK)+
            LAG25(BENCHMRK))/5;
  PCTWK5=((AVGRATE5-AVGBMRK5)/AVGBMRK5)*100;

  AVGRATE6=(LAG26(EXRATE)+LAG27(EXRATE)+LAG28(EXRATE)+LAG29(EXRATE)+
            LAG30(EXRATE))/5;
  AVGBMRK6=(LAG26(BENCHMRK)+LAG27(BENCHMRK)+LAG28(BENCHMRK)+LAG29(BENCHMRK)+
            LAG30(BENCHMRK))/5;
  PCTWK6=((AVGRATE6-AVGBMRK6)/AVGBMRK6)*100;

  AVGRATE7=(LAG31(EXRATE)+LAG32(EXRATE)+LAG33(EXRATE)+LAG34(EXRATE)+
            LAG35(EXRATE))/5;
  AVGBMRK7=(LAG31(BENCHMRK)+LAG32(BENCHMRK)+LAG33(BENCHMRK)+LAG34(BENCHMRK)+
            LAG35(BENCHMRK))/5;
  PCTWK7=((AVGRATE7-AVGBMRK7)/AVGBMRK7)*100;

  AVGRATE8=(LAG36(EXRATE)+LAG37(EXRATE)+LAG38(EXRATE)+LAG39(EXRATE)+
            LAG40(EXRATE))/5;
  AVGBMRK8=(LAG36(BENCHMRK)+LAG37(BENCHMRK)+LAG38(BENCHMRK)+LAG39(BENCHMRK)+
            LAG40(BENCHMRK))/5;
  PCTWK8=((AVGRATE8-AVGBMRK8)/AVGBMRK8)*100;

  FORMAT PCTWK1 PCTWK2 PCTWK3 PCTWK4 PCTWK5 PCTWK6 PCTWK7 PCTWK8 7.3;

  SUSTMOVE='NO ';
  SUSTRATE=0;
  SUSTDAYS=0;
  &RATECODE.I=0;
  &RATECODE.R=0;

  IF -2.25 LE BENCHPCT LE 2.25 THEN DO;
    RATETYPE='DAILY';
    &RATECODE.I=EXRATE;
    &RATECODE.R=EXRATE;
  END;
  ELSE IF (BENCHPCT LT -2.25) OR (BENCHPCT GT 2.25) THEN DO;
    RATETYPE='BMARK';
    &RATECODE.I=BENCHMRK;
    &RATECODE.R=BENCHMRK;
  END;

  IF PCTWK1 GT 5 & PCTWK2 GT 5 & PCTWK3 GT 5 & PCTWK4 GT 5 &
     PCTWK5 GT 5 & PCTWK6 GT 5 & PCTWK7 GT 5 & PCTWK8 GT 5 THEN DO;
       SUSTMOVE='YES';
     END;

  IF SUSTMOVE='YES' &
     ((LAG1(SUSTMOVE) NE 'YES') & (LAG2(SUSTMOVE) NE 'YES') &
      (LAG3(SUSTMOVE) NE 'YES') & (LAG4(SUSTMOVE) NE 'YES') &
      (LAG5(SUSTMOVE) NE 'YES') & (LAG6(SUSTMOVE) NE 'YES') &
      (LAG7(SUSTMOVE) NE 'YES') & (LAG8(SUSTMOVE) NE 'YES') &
      (LAG9(SUSTMOVE) NE 'YES') & (LAG10(SUSTMOVE) NE 'YES') &
      (LAG11(SUSTMOVE) NE 'YES') & (LAG12(SUSTMOVE) NE 'YES') &
      (LAG13(SUSTMOVE) NE 'YES') & (LAG14(SUSTMOVE) NE 'YES') &
      (LAG15(SUSTMOVE) NE 'YES') & (LAG16(SUSTMOVE) NE 'YES') &
      (LAG17(SUSTMOVE) NE 'YES') & (LAG18(SUSTMOVE) NE 'YES') &
      (LAG19(SUSTMOVE) NE 'YES') & (LAG20(SUSTMOVE) NE 'YES') &
      (LAG21(SUSTMOVE) NE 'YES') & (LAG22(SUSTMOVE) NE 'YES') &
      (LAG23(SUSTMOVE) NE 'YES') & (LAG24(SUSTMOVE) NE 'YES') &
      (LAG25(SUSTMOVE) NE 'YES') & (LAG26(SUSTMOVE) NE 'YES') &
      (LAG27(SUSTMOVE) NE 'YES') & (LAG28(SUSTMOVE) NE 'YES') &
      (LAG29(SUSTMOVE) NE 'YES') & (LAG30(SUSTMOVE) NE 'YES') &
      (LAG31(SUSTMOVE) NE 'YES') & (LAG32(SUSTMOVE) NE 'YES') &
      (LAG33(SUSTMOVE) NE 'YES') & (LAG34(SUSTMOVE) NE 'YES') &
      (LAG35(SUSTMOVE) NE 'YES') & (LAG36(SUSTMOVE) NE 'YES') &
      (LAG37(SUSTMOVE) NE 'YES') & (LAG38(SUSTMOVE) NE 'YES') &
      (LAG39(SUSTMOVE) NE 'YES') & (LAG40(SUSTMOVE) NE 'YES') &
      (LAG41(SUSTMOVE) NE 'YES') & (LAG42(SUSTMOVE) NE 'YES'))
   THEN DO;
     SUSTDAYS=1;
     IF RATETYPE='DAILY' THEN SUSTRATE=EXRATE;
     ELSE SUSTRATE=BENCHMRK;
   END;

     IF (LAG1(SUSTDAYS)=1) OR (LAG2(SUSTDAYS)=1) OR
        (LAG3(SUSTDAYS)=1) OR (LAG4(SUSTDAYS)=1) OR
        (LAG5(SUSTDAYS)=1) OR (LAG6(SUSTDAYS)=1) OR
        (LAG7(SUSTDAYS)=1) OR (LAG8(SUSTDAYS)=1) OR
        (LAG9(SUSTDAYS)=1) OR (LAG10(SUSTDAYS)=1) OR
        (LAG11(SUSTDAYS)=1) OR (LAG12(SUSTDAYS)=1) OR
        (LAG13(SUSTDAYS)=1) OR (LAG14(SUSTDAYS)=1) OR
        (LAG15(SUSTDAYS)=1) OR (LAG16(SUSTDAYS)=1) OR
        (LAG17(SUSTDAYS)=1) OR (LAG18(SUSTDAYS)=1) OR
        (LAG19(SUSTDAYS)=1) OR (LAG20(SUSTDAYS)=1) OR
        (LAG21(SUSTDAYS)=1) OR (LAG22(SUSTDAYS)=1) OR
        (LAG23(SUSTDAYS)=1) OR (LAG24(SUSTDAYS)=1) OR
        (LAG25(SUSTDAYS)=1) OR (LAG26(SUSTDAYS)=1) OR
        (LAG27(SUSTDAYS)=1) OR (LAG28(SUSTDAYS)=1) OR
        (LAG29(SUSTDAYS)=1) OR (LAG30(SUSTDAYS)=1) OR
        (LAG31(SUSTDAYS)=1) OR (LAG32(SUSTDAYS)=1) OR
        (LAG33(SUSTDAYS)=1) OR (LAG34(SUSTDAYS)=1) OR
        (LAG35(SUSTDAYS)=1) OR (LAG36(SUSTDAYS)=1) OR
        (LAG37(SUSTDAYS)=1) OR (LAG38(SUSTDAYS)=1) OR
        (LAG39(SUSTDAYS)=1) OR (LAG40(SUSTDAYS)=1) OR
        (LAG41(SUSTDAYS)=1) OR (LAG42(SUSTDAYS)=1)
     THEN DO;
       SUSTMOVE='YES';
     END;
RUN;

DATA SUSTAIN OTHRATES;
 SET &CTRYCODE;
  IF SUSTMOVE='YES' THEN OUTPUT SUSTAIN;
  ELSE OUTPUT OTHRATES;
RUN;

DATA SUST1(DROP=SUSTRATE &RATECODE.I) SUSRATE1(KEEP=SUSTRATE)
     SUST2(DROP=SUSTRATE &RATECODE.I) SUSRATE2(KEEP=SUSTRATE)
     SUST3(DROP=SUSTRATE &RATECODE.I) SUSRATE3(KEEP=SUSTRATE);
 SET SUSTAIN;
  SDAYS=_N_;
  IF SDAYS LE 43 THEN DO;
    SUSTDAYS=44-SDAYS;
    IF SUSTDAYS=43 THEN OUTPUT SUSRATE1;
    OUTPUT SUST1;
  END;
  ELSE IF 44 LE SDAYS LE 86 THEN DO;
    SUSTDAYS=87-SDAYS;
    IF SUSTDAYS=43 THEN OUTPUT SUSRATE2;
    OUTPUT SUST2;
  END;
  ELSE IF 87 LE SDAYS LE 129 THEN DO;
    SUSTDAYS=130-SDAYS;
    IF SUSTDAYS=43 THEN OUTPUT SUSRATE3;
    OUTPUT SUST3;
  END;
RUN;

DATA SUST1;
 IF _N_=1 THEN SET SUSRATE1;
 SET SUST1;
  &RATECODE.I=SUSTRATE;
RUN;

DATA SUST2;
 IF _N_=1 THEN SET SUSRATE2;
 SET SUST2;
  &RATECODE.I=SUSTRATE;
RUN;

DATA SUST3;
 IF _N_=1 THEN SET SUSRATE3;
 SET SUST3;
  &RATECODE.i=SUSTRATE;
RUN;

DATA SUSTALL;
 SET SUST1 SUST2 SUST3;
RUN;

PROC SORT DATA=SUSTALL;
  BY DATE;
RUN;

DATA ALLRATES;
 SET OTHRATES SUSTALL(DROP=SDAYS);
RUN;

PROC SORT DATA=ALLRATES;
  BY DATE;
RUN;

DATA ALLDATES (DROP=I);
  DO I=0 TO 10000;
    DATE=&START+I;
   IF (&STARTPOI-7) LE DATE LE &ENDPOI THEN OUTPUT ALLDATES;
  END;
RUN;

DATA ALLDATES (DROP=LAG1INV LAG2INV LAG3INV LAG4INV
                    LAG1COM LAG2COM LAG3COM LAG4COM
                    LAG5INV LAG6INV LAG7INV LAG8INV
                    LAG5COM LAG6COM LAG7COM LAG8COM)
     BADRATES (DROP=LAG1INV LAG2INV LAG3INV LAG4INV
                    LAG1COM LAG2COM LAG3COM LAG4COM
                    LAG5INV LAG6INV LAG7INV LAG8INV
                    LAG5COM LAG6COM LAG7COM LAG8COM);
 MERGE ALLDATES (IN=A) ALLRATES (IN=B);
  BY DATE;
  IF A THEN DO;

    IF &RATECODE.I=. THEN &RATECODE.I=0;
    IF &RATECODE.R=. THEN &RATECODE.R=0;

    LAG1INV=LAG1(&RATECODE.I);
    LAG2INV=LAG2(&RATECODE.I);
    LAG3INV=LAG3(&RATECODE.I);
    LAG4INV=LAG4(&RATECODE.I);
    LAG5INV=LAG5(&RATECODE.I);
    LAG6INV=LAG6(&RATECODE.I);
    LAG7INV=LAG7(&RATECODE.I);
    LAG8INV=LAG8(&RATECODE.I);
    IF &RATECODE.I=0 THEN DO;
      SELECT;
        WHEN ((LAG1INV) GT 0)   &RATECODE.I=LAG1INV;
        WHEN ((LAG2INV) GT 0)   &RATECODE.I=LAG2INV;
        WHEN ((LAG3INV) GT 0)   &RATECODE.I=LAG3INV;
        WHEN ((LAG4INV) GT 0)   &RATECODE.I=LAG4INV;
        WHEN ((LAG5INV) GT 0)   &RATECODE.I=LAG5INV;
        WHEN ((LAG6INV) GT 0)   &RATECODE.I=LAG6INV;
        WHEN ((LAG7INV) GT 0)   &RATECODE.I=LAG7INV;
        WHEN ((LAG8INV) GT 0)   &RATECODE.I=LAG8INV;
        OTHERWISE &RATECODE.I=0;
      END;
    END;

    LAG1COM=LAG1(&RATECODE.R);
    LAG2COM=LAG2(&RATECODE.R);
    LAG3COM=LAG3(&RATECODE.R);
    LAG4COM=LAG4(&RATECODE.R);
    LAG5COM=LAG5(&RATECODE.R);
    LAG6COM=LAG6(&RATECODE.R);
    LAG7COM=LAG7(&RATECODE.R);
    LAG8COM=LAG8(&RATECODE.R);
    IF &RATECODE.R=0 THEN DO;
      SELECT;
        WHEN ((LAG1COM) GT 0)   &RATECODE.R=LAG1COM;
        WHEN ((LAG2COM) GT 0)   &RATECODE.R=LAG2COM;
        WHEN ((LAG3COM) GT 0)   &RATECODE.R=LAG3COM;
        WHEN ((LAG4COM) GT 0)   &RATECODE.R=LAG4COM;
        WHEN ((LAG5COM) GT 0)   &RATECODE.R=LAG5COM;
        WHEN ((LAG6COM) GT 0)   &RATECODE.R=LAG6COM;
        WHEN ((LAG7COM) GT 0)   &RATECODE.R=LAG7COM;
        WHEN ((LAG8COM) GT 0)   &RATECODE.R=LAG8COM;
        OTHERWISE &RATECODE.R=0;
      END;
    END;

    IF &RATECODE.I=0 OR &RATECODE.R=0 THEN OUTPUT BADRATES;
    ELSE IF &STARTPOI LE DATE LE &ENDPOI THEN OUTPUT ALLDATES;
  END;
RUN;

DATA CHECK;
  SET ALLDATES (KEEP=DATE &RATECODE.R &RATECODE.I);
   YR  = YEAR(DATE);
   MON = MONTH(DATE);
   IRATE=1/&RATECODE.I;
   RRATE=1/&RATECODE.R;
RUN;

PROC SORT DATA=CHECK;
  BY YR MON;
RUN;

 PROC MEANS NOPRINT DATA=CHECK;
  BY YR MON;
  VAR IRATE RRATE;
  OUTPUT OUT = CHECK1 (DROP=_TYPE_ _FREQ_) MIN = MININV MINREV
                                           MAX = MAXINV MAXREV
                                           MEAN= AVGINV AVGREV;
RUN;

PROC SORT DATA=ALLDATES;
 BY DESCENDING DATE;
  RUN;

 DATA LIB1.&CTRYCODE;
  SET ALLDATES (KEEP=DATE &RATECODE.R &RATECODE.I);
RUN;

PROC SORT DATA = LIB1.&CTRYCODE NODUPKEY NODUPREC;
FORMAT DATE DATE9. &RATECODE.R 9.6 &RATECODE.I 9.6;
 BY DESCENDING DATE;
RUN;

OPTIONS NODATE NONUMBER PAGESIZE=66 LINESIZE=176;

 PROC PRINT DATA=LIB1.&CTRYCODE;
  WHERE DATE BETWEEN &STARTPRT AND &ENDPOI;
  TITLE2 "&STARTDAY - &ENDDAY DATABASE FOR ANALYSTS AND INTERNET (&CTRYCODE)";
 RUN;

 
DATA _NULL_;
   CALL SYMPUT('EDAY', PUT(DATE(), DOWNAME.));
   CALL SYMPUT('EDATE', PUT(DATE(), DATE.));
   CALL SYMPUT('EWDATE', PUT(DATE(), WORDDATE.));
   CALL SYMPUT('ETIME', PUT(TIME(), TIME.));
RUN;

DATA _NULL_;
   B_DATE = INPUT("&BDATE", DATE.);
   B_TIME = INPUT("&BTIME", TIME.);
   E_DATE = INPUT("&EDATE", DATE.);
   E_TIME = INPUT("&ETIME", TIME.);

   IF B_DATE = E_DATE THEN
      TOT_TIME = E_TIME - B_TIME;
   ELSE
      TOT_TIME = (86400 - B_TIME) + E_TIME;

   CALL SYMPUT('TTIME', PUT(TOT_TIME, TIME.));
RUN;

%PUT NOTE: This program finished running on &EDAY, &EWDATE, at &ETIME.;
%PUT NOTE: This program took &TTIME hour(s) to run.;