sql

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summary(cars)

##      speed           dist       
##  Min.   : 4.0   Min.   :  2.00  
##  1st Qu.:12.0   1st Qu.: 26.00  
##  Median :15.0   Median : 36.00  
##  Mean   :15.4   Mean   : 42.98  
##  3rd Qu.:19.0   3rd Qu.: 56.00  
##  Max.   :25.0   Max.   :120.00

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/* datos ya ordenados por cliente y mes */ proc sort data=work.depositos_all; by cod_ident mes_corte; run;

/* calcular volatilidad rolling 60 meses */ data work.depositos_vol; set work.depositos_all; by cod_ident;

retain n 0 sumx 0 sumx2 0;
array buffer[60] _temporary_;

/* reiniciar al cambiar cliente */
if first.cod_ident then do;
    call missing(of buffer[*]);
    n=0; sumx=0; sumx2=0;
end;

/* posición en buffer circular */
idx = mod(n,60) + 1;

/* si buffer lleno, quitar valor antiguo */
if n >= 60 then do;
    old = buffer[idx];
    sumx  = sumx  - old;
    sumx2 = sumx2 - old*old;
end;

/* guardar nuevo valor */
buffer[idx] = saldo_mes;

sumx  + saldo_mes;
sumx2 + saldo_mes*saldo_mes;

n+1;

/* calcular desviación estándar cuando hay 60 meses */
if n >= 60 then do;
    media = sumx/60;
    volatilidad_del_saldo = sqrt((sumx2 - 60*media*media)/(59));
end;
else volatilidad_del_saldo = .;

run;