/* These calculations illustrate how to use the SAS LAG function 
   to calculate differences.  This example shows how the data from
   cluster 1 in Table 7.5 lead to the variance estimator from
   cluster 1 in Table 7.7 in the text.
*/

 data vardiffest ;
  input y @@ ;
  diffy = y - lag(y) ;
  diffy2 = diffy**2 ;
  cards ;
 8  5  9  8  6
    ;
 proc print ;
 proc means data = vardiffest sum ;
  var diffy2 ;
  output out = vardiffsum  sum = sdiffy2 ;
 proc print ; run ;
 data final ; set vardiffsum ;
   vhatd = (15/20) * sdiffy2/(2*4) * (1/5) ;
   keep sdiffy2 vhatd ;
   run ;
 proc print ; run ;