求助SAS事件分析法的数据集应如何建立呢？
我需要用一个数据集替代M（M包括日期trddt，事件日evday，市场日收益率rm，公司名称code，公司日收益率ri）在线等啊？如果有满意答案，可上传一附件，我买下来。
%macro win2(input,evday,trddt,min,max,output);
proc sort data=&input; by code &trddt;
data &input; set &input; dif=&trddt.-&evday; releday=&trddt.-&evday;
data pos; set &input; if dif>=0;
proc rank data=pos out=pos_r; var dif; by code;
data pos_r; set pos_r; releday=dif-1; drop dif;
data neg; set &input; if dif<0;
proc rank data=neg out=neg_r descending; var dif; by code;
data neg_r; set neg_r; releday=-dif; drop dif;
data &output; set pos_r neg_r;
proc sort data=&output; by code releday;
data &output; set &output; if &min<=releday<=&max; run;
proc sql noprint; drop table neg;
  drop table neg_r;
  drop table pos;
  drop table pos_r;
quit;
%mend;
%win2(M,evday,trddt,-120,20,ar);
%macro ar(input,gjmin,gjmax,pdmin,pdmax,output);
data gj; set &input;
  if &gjmin<=releday<=&gjmax;
run;
data pd; set &input; if &pdmin<=releday<=&pdmax; run;
proc sort data=gj;
  by code;
run;
proc reg data=gj noprint outest=tt;
model ri=rm; by code; run;
proc sql noprint;
  create table pd as select distinct a.code, b.* from tt a, pd b where a.code=b.code; quit;
proc score data=pd score=tt out=&output type=parms residual; var ri rm; by code; run;
data &output; set &output; rename model1=ar; run;
proc sql noprint; drop table gj;
  drop table pd;
  drop table tt;
quit;
%mend;
%ar(ar,-120,-20,-20,20,ar2);
proc sort data=ar2; by code releday;
data car;set ar2;
by code releday;
if first.code then car=.;
car+ar;
if last.code then output;
run;
proc sort data=ar2;
by releday;
run;
proc means data=ar2;
var ar;
by releday;
output out=bb1 sum=sar;
run;