You should have seen the last variable name in the loop (so the 6th) changed. That's because you repeated the same data step with the same source dataset but a different destination - so each time you 'forgot' the changes made in the earlier step.
So, this would've worked, though I'll get in a minute to why this isn't a good way to do this.
%Let t1=12Mth;
%Let t2=20;
%Let t3=30;
%Let t4=40;
%Let t5=50;
%Let t6=60;
%macro Re(time);
%Do I = 1 %to &time.;
data Milk;
set Milk;
rename MT&&t&I..Sp=MTSp&&t&I.;
run;
%end;
%mend Re;
data milk;
input
MT12mthSP
MT20SP
MT30SP
MT40SP
MT50SP
MT60SP
;
datalines;
12 20 30 40 50 60
;;;;
run;
%Re(6)
Here I had it make all changes to Milk
and save them back in that dataset. If you want to preserve Milk
then first make Milk_New
then have that in both set
and data
statements.
Second, you should not do a new data step for each change. Macros don't have to have a data step in them; they can be run inside the datastep.
So for example:
%macro Re(time);
%Do I = 1 %to &time.;
rename MT&&t&I..Sp=MTSp&&t&I.;
%end;
%mend Re;
data milk_new;
set milk;
%Re(6);
run;
Even better would be generating this list outside of a macro entirely - look up "generating code SAS" for suggestions on that.
If you didn't see any renames at all, you also may have an issue where a label is present on the column(s). That won't affect your usage of the variable name, but it will make it confusing. Use
label _all_;
Or include a label-clearing statement (label <varname>;
where you pop in the same variable name as the original variable name before rename) inside your macro loop to fix that.