data test;
        input stkcd year month date return;
        datalines;
1 2000 1 1 0.01
1 2000 1 2 0.02
1 2000 1 3 0.01
2 2000 1 1 -0.01
2 2000 1 2 0
2 2000 1 3 0.01
3 2000 1 1 -0.02
3 2000 1 2 -0.01
3 2000 1 3 0
;
data result(keep = year month date stkcd return comp_stkcd comp_return result);
        retain year month date stkcd return comp_stkcd comp_return result;
        if _N_= 1 then do;
                declare hash h(dataset: "test", ordered: 'no');
                declare hiter iter('h');
                h.defineKey('year', 'month', 'date', 'stkcd');
                h.defineData('stkcd', 'return', 'year', 'month', 'date');
                call missing(stkcd, return, year, month, date);
                h.defineDone();
        end;

        set test(rename = (stkcd = comp_stkcd return = comp_return year = comp_year month = comp_month date = comp_date));
        /* Iterate over the hash */
        rc = iter.first();
        do while (rc = 0);
                if (year = comp_year and month = comp_month and date = comp_date and stkcd ne comp_stkcd) then do;
                        result = (return - comp_return)**2;
                        output;
                end;
                rc = iter.next();
        end;
run;
这样计算出两两股票在同一天的差的平方

正解，同意楼上！！！

谢谢老师指导~ call missing这句话是什么意思呢？因为我是Hash这方面的新手，还会问很多比较弱的问题~

我也是初学者，依葫芦画瓢写的程序。
关于call missing的官方解释是
The SAS compiler does not see variable assignments in the hash iterator. If there is no explicit assignment
statement for the variables specified in the DEFINEKEY and DEFINEDATA methods in the program itself, a
NOTE is written to the log that the variables are not initialized. CALL MISSING is used to avoid these notes.