原因： 两个数据集参加运算时，相同变量有不同的类形。

/* run the following code and look at the results */
/* to see if there is any difference in the last column */

proc sql;
   select memname, name, type
   from dictionary.columns
   where libname='WORK' and name='permno';
quit;

检查你数据集two bob bar中的permno是不是即有数值型又有字符型

这个错误应该不是“data fin;   set fin; if permno ne lag1(permno);   curdat = 100*&yyy + &mmm;  iter = &j;” 这一步产生的。

Agree with them.
Just guessing: if proc means automatically picks up the format of permno, is it possible for its output giving a different type of permno with the original one?  Of course, it is possible only if permno is numeric in data two that actually originates from data one.
jingju

谢谢各位的答案，我先试试看