SAS金融计算清华朱世武数据集.docxVIP

SAS金融?计?算?清?华?朱?世?武?数?据?集?10 r_1=r_1+r_2; if r_1=. Then r_1=0; else r_1=r_1; data stoindiv.r_shenzhen(rename=(r_1=rx)); merge stoindiv.r_shenzhen a; by date; data stoindiv.r_shenzhen; set stoindiv.r_shenzhen; if rx=. then rx=0; else rx= rx; %mend a; %include D:\基于SAS系统的金融计算光盘\Compufin\宏文本\深市全部A股.txt; run; 2.3.4 收益SAS数据集转换为EXCEL数据表proc transpose data=stoindiv.lg_shanghai out=stoindiv.lg_shanghai_tr; run; data stoindiv.lg_shanghai_tr_1; set stoindiv.lg_shanghai_tr; if _n_200; run; proc transpose data= stoindiv.lg_shanghai_tr_1 out= stoindiv.lg_shanghai_1; data stoindiv.lg_shanghai_1; set stoindiv.lg_shanghai_1; format date yymmdd10.; run; data stoindiv.lg_shanghai_tr_2; set stoindiv.lg_shanghai_tr; if 201=_n_400; run; proc transpose data= stoindiv.lg_shanghai_tr_2 out= stoindiv.lg_shanghai_2; data stoindiv.lg_shanghai_2; set stoindiv.lg_shanghai_2; format date yymmdd10.; run; data stoindiv.lg_shanghai_tr_3; set stoindiv.lg_shanghai_tr; if 401=_n_; 11 run; proc transpose data= stoindiv.lg_shanghai_tr_3 out= stoindiv.lg_shanghai_3; data stoindiv.lg_shanghai_3; set stoindiv.lg_shanghai_3; format date yymmdd10.; run; proc export data=stoindiv.lg_shanghai_1 outfile=d:\基于sas系统的金融计算光盘\compufin\lg_shanghai_1.xls dbms=excel2000 replace; run; proc export data=stoindiv.lg_shanghai_2 outfile=d:\基于sas系统的金融计算光盘\compufin\lg_shanghai_2.xls dbms=excel2000 replace; run; proc export data=stoindiv.lg_shanghai_3 outfile=d:\基于sas系统的金融计算光盘\compufin\lg_shanghai_3.xls dbms=excel2000 replace; run; 同样，可以转换其他收益SAS数据集为相应的EXCEL表。2.4.1 由股本变动历史数据集创建宏文本挑选出1998年前上市的全部A股股票程序：%macro A(x); data a; length hexcd $6.; set compufin.shares; if year(date)x; if substr(hstocd,3,1)=6 or substr(hstocd,1,5)=21000; hexcd=substr(hstocd,3,6); label hexcd=最新交易所代码; proc sort data=a; by hexcd data a; set a; by hexcd; if first.hexcd=1; /* 以hexcd分组，取每组的第一个观测值*/ run; data compufin.y%eval(x)_list set a; a=%a(; 12 c=);; file d:\基于sas系统的金融计算光盘\compufin\宏文本\AlistedBefore%str(x).txt; put a $ hexcd $ c $; %m