data tmp;
input dm $ month x;
cards;
101 200601 0.143852
101 200602 0.107505
101 200603 0.199634
101 200604 -0.04886
101 200605 -0.04173
101 200606 -0.0536
101 200608 0.245487
101 200609 0.097101
101 200610 0.081902
101 200611 0.462759
101 200612 0.288815
102 200701 -0.00842
102 200702 -0.03723
102 200703 0.125509
102 200704 0.089813
102 200705 0.620586
102 200706 -0.01494
102 200707 0.480126
102 200708 0.194346
102 200709 -0.10258
102 200710 0.289073
102 200712 -0.0859
;
run;

proc sort;
by dm;

data tmp_1;
a='%a(';
c=");";
set tmp;
by dm;
if last.dm=1;
file "d:\tmp.txt";
put a $ dm $ c$;
run;

data fc(keep=month dm);
set tmp;
delete;
run;

%macro a(x);
data a_&x;
set tmp;
if dm=&x;
y=dif(month);

data a;
set a_&x;
dif=(x+lag(x))/2;
if y^=1 and y^=. then do;
aa=month-1;
end;
else do;
aa=0;
end;

data b(keep=aa dm dif rename=(aa=month dif=x));
set a;
if aa^=0;
run;

proc sql;
create table c as
select * from b;
quit;

data tmp;
set tmp c;
run;

proc sql;
create table tmp_2 as
select * from tmp
order by month;
quit;
%mend a;
%include "d:\tmp.txt";
run;





我应该是做麻烦了，不过sql检索不太会，so。。。。

data tmp;
input dm $ month x;
cards;
101 200601 0.143852
101 200602 0.107505
101 200603 0.199634
101 200604 -0.04886
101 200605 -0.04173
101 200606 -0.0536
101 200608 0.245487
101 200609 0.097101
101 200610 0.081902
101 200611 0.462759
101 200612 0.288815
102 200701 -0.00842
102 200702 -0.03723
102 200703 0.125509
102 200704 0.089813
102 200705 0.620586
102 200706 -0.01494
102 200707 0.480126
102 200708 0.194346
102 200709 -0.10258
102 200710 0.289073
102 200712 -0.0859
;
run;

proc sort;
by dm;

data tmp_1;
a='%a(';
c=");";
set tmp;
by dm;
if last.dm=1;
file "d:\tmp.txt";
put a $ dm $ c$;
run;

data fc(keep=month dm);
set tmp;
delete;
run;

%macro a(x);
data a_&x;
set tmp;
if dm=&x;
y=dif(month);

data a;
set a_&x;
dif=(x+lag(x))/2;
if y^=1 and y^=. then do;
aa=month-1;
end;
else do;
aa=0;
end;

data b(keep=aa dm dif rename=(aa=month dif=x));
set a;
if aa^=0;
run;

proc sql;
create table c as
select * from b;
quit;

data tmp;
set tmp c;
run;

proc sql;
create table tmp_2 as
select * from tmp
order by month;
quit;
%mend a;
%include "d:\tmp.txt";
run;


结果是tmp_2;

谢谢，现在逛街了，晚上回去看看，

下面的程序添充一行缺失值。如果有多个连续的缺失值，可以将下面的程序重复运行。

看起来很简洁呀！