proc sort data=yourdata;by time;
run;
proc reg data=yourdata noprint  outest=estbeta adjrsq;
model   ret=size bm vol;
by time;
run;
/*
estbeta 这个文件就会有_rsq_ 以及_adjrsq_
*/
proc means data=estbeta  mean t maxdec=3;
   var intercept size bm vol _rsq_ _adjrsq_;
run;

/*
仅供参考
*/