/* This code creates the macro variable DAY that is the nth day of the month.                                                           
   The macro variable is in the SAS date format
*/     
 
%macro test1(checkday,month,year);                                                                                                                 
%global day;
%let date=%str(%'01)%upcase(%substr(&month,1,3))&year%str(%'d);
%put date=&date;

/*determine today's date                                                                                                              
%let date=%sysfunc(today());                                                                                                            
*/

%let nthday=0;                                                                                                                          
%let n=0;                                                                                                                               
%do %until(&nthday=&checkday);                                                                                                          
/* create a variable whose value is the first day of the month*/                                                                        
%let begin_month=%sysfunc(intnx(month,&date,0,B));                                                                                      
/* increment the date by 1 day at a time*/                                                                                              
%let day=%sysfunc(intnx(day,&begin_month,&n));                                                                                          
/* determine the day of the week*/                                                                                                      
%let weekday=%sysfunc(weekday(&day));                                                                                                   
/* if the day of the week is not Saturday or Sunday then increment                                                                      
   nthday plus 1*/                                                                                                                      
%if &weekday ne 7 and &weekday ne 1 %then %let nthday=%eval(&nthday+1);                                                                 
%let n=%eval(&n+1);                                                                                                                     
%end;                                                                                                                                   
/* checks the DAY macro variable by writing it to the log in the DATE9.                                                                 
   format*/                                                                                                                             
%put %sysfunc(putn(&day,date9.));                                                                                                       
%mend;                                                                                                                                  
                                                                                                                                        
%test1(5,SEP,2010)                                                                                                                               
                                                                                                                                        
                                                                                                                                        
%macro test2(checkday,month,year););                                                                                                                 
  %global day;                                                                                                                                       
data test;                                                                                                                              
  date=input(compress('01'||substr("&month",1,3)||&year),date9.);

  put date=;
  nthday=0;                                                                                                                             
  n=0;                                                                                                                                  
  do until(nthday=&checkday);                                                                                                           
    begin_month=intnx('month',date,0,'B');                                                                                              
    day=intnx('day',begin_month,n);                                                                                                     
    weekday=weekday(day);                                                                                                               
    if weekday ne 7 and weekday ne 1 then nthday=nthday+1;                                                                              
    n+1;                                                                                                                                
  end;                                                                                                                                  
  drop begin_month weekday date n;                                                                                                      
run;                                                                                                                                    
                                                                                                                                        
proc print;                                                                                                                             
  format day date9.;                                                                                                                    
run;                                                                                                                                    
                                                                                                                                        
%mend;                                                                                                                                  
                                                                                                                                        
%test2(8,april,2010)

http://sastechies.blogspot.com/2009/12/finding-nth-business-day-of-month.html

find the nth business day of a given month and year in SAS

Business

SAS