朱世武金融建模的这段里面的宏是怎样被调用,怎样起作用的?求大神指教options nodate nonotes nosource; /*不输出时间、注释和源程序到日志LOG上 */data ResDat.lg_shanghai(keep=date);set ResDat.Idx000001; where 1995<=year(date)<=2005; /* 全部交易日期通过上证指数的行情取得 */%macroa(x,y);/*求日对数收益率*/data a(keep=date r_1);set ResDat.stk&x;where 1995<=year(date)<=2005; adjclpr=clpr*Mcfacpr;/*用调整后的股价计算,Mcfacpr为累积股价调整乘子 */r_1=log(adjclpr)-log(lag(adjclpr));
/*将所求的收益率合并到数据集ResDat.lg_shanghai中 */dataResDat.lg_shanghai(rename=(r_1=r&x));merge ResDat.lg_shanghai a;by date;data ResDat.lg_shanghai;set ResDat.lg_shanghai;if r&x=. then r&x=0;else r&x= r&x;%mend a;%include "SHStk.txt";run;