楼主把代码贴出来会更容易判断。

data c;
set ci_shifts_drifts;
if n=. then delete;
if cat='shifts' then output;
label ARL_sARL='ARL';drop n cat;
run;
data s;
set ci_shifts_drifts;
if n=. then delete;
if cat='drifts' then output;
label ARL_sARL='sARL';drop n cat;
run;
data last;
merge c s ;run;

libname DATA 'c:\SASDATA';

data DATA.ab;

  a=-0.618;

  b=1.618;

  v=1+a*a;

  u=1+(1-a)**2;

  t=1+b*b;

  s=1+(b-1)**2;

  la=2*log(v/u);

  lb=2*log(t/s);

  c=la/log(1+a*a);

  d=lb/log(1+b*b);

  keep c d;

run;


proc fcmp outlib=sasuser.funcs.math_stat;

  function lstar(u,c,d);

    if (u le  -0.618) then return (c*log(1+u*u));

    if (u ge   1.618) then return (d*log(1+u*u));

      else  return(2*log((1+u*u)/(1+(u-1)*(u-1))));

  endsub;

  function g(u);

    if (u le  -0.25) then return (2*log((1+0.25*0.25)/(1+1.25*1.25)));

    if (u ge   1.25) then return (2*log((1+1.25*1.25)/(1+0.25*0.25)));

      else return(2*log((1+u*u)/(1+(u-1)*(u-1))));

  endsub;

run;


options cmplib =sasuser.funcs;


%let r =10000;

data lstar;

  call streaminit(1234);
  set data.ab;

  do sample =1 to &r;

    call missing(sum1, sum2);

    do i =1 to 2000;

      x     =rand('T',3)  ;

      y     =x/sqrt(3)    ;

      lstar =lstar(y,c,d) ;

      l     =g(y)         ;

      sum1 ++lstar; sum2 ++l;

      if (sum1 lt 0) then sum1=0;

      if (sum2 lt 0) then sum2=0;

      output;

    end;

  end;

  keep sample i sum1 sum2;

run;


data shifts_drifts;
  set lstar;

  by sample;

  array _n[10] _temporary_ (1 2 3 4 5 6 7 8 9 10);

  array _s[10] _temporary_;  array _d[10] _temporary_;

  if first.sample then call missing(of _s

_d

);

  do k =1 to dim(_n);

    if _s[k] <1 then if (sum1 ge (2.01+0.01*(_n[k]-1))) then do;
      _s[k] =1; n =_n[k]; cat ='shifts';
      output shifts_drifts;
keep sample n i cat;
    end;

    if _d[k] <1 then if (sum2 ge (2.01+0.01*(_n[k]-1))) then do;
      _d[k] =1; n =_n[k]; cat ='drifts';

      output shifts_drifts;
keep sample n i cat;
    end;

  end;
run;

  

proc means data=shifts_drifts;

  class n cat;

  var i;

  output out=ci_shifts_drifts(drop =_freq_ _type_) mean=ARL_sARL;

run;

data h;
do h=2 to 2.09 by 0.01;
output;end;run;
data c;
set ci_shifts_drifts;
if n=. then delete;
if cat='shifts' then output;
label ARL_sARL='ARL';drop n cat;
run;
data s;
set ci_shifts_drifts;
if n=. then delete;
if cat='drifts' then output;
label ARL_sARL='sARL';drop n cat;
run;
data l;
merge c s h ;run;
proc gplot data=last;
plot ARL*h=1 sARL*h=2/overlay;
symbol1 i=join v=none;
symbol2 i=join v=none;
run;

你看到的是变量标签，不是变量名。
变量名均为ARL_sAR。

label害死人呐