用事件分析法分析准备金率变化对于股票收益率的影响，准备金变化的日子怎样才能与股票市场的交易日实现一一对应呢？是用merge语句嘛？我现在有了准备金率变化的日期，也有股票在交易日的收益率，但是用SAS如何来实现二者的结合？写了一部分程序但是行不通。。照着Using SAS in Financial research 那本书改的，请大神们帮我看看如何改？msreturns里面有股票和市场各交易日的收益率，event里面是事件发生的日期。十分感谢！！！！
程序如下：
data eventreturns;
set stshsh.msreturns stshsh.event;
by trddt stkcd;
before=trddt<evntdate;
proc sort data=eventreturns;
by stkcd trddt evntdate;
proc means data=eventreturns noprint;
by evntdate;
output out=nreturns(drop=_type_ _freq_) sum(before)=bef_sum;
data estper evntper;
merge eventreturns(drop=before) nreturns;
by stkcd evntdate;
if first.evntdate then relday=-bef_sum-1;
relday +1;
if relday<-9 then output estper;
if -9<=relday<=15 then output evntper;
proc reg data=estper;
model return=market_return;
quit;
data ar;
merge evntper mmparam;
by stkcd evntdate;
ar=return-alpha-beta*market_return;
proc means data=ar noprint;
by stkcd evntdate;
id evntdum;
output out=car sum(ar)=car;
proc sort data=car;
by evntdum;
proc means data=car n mean t prt;
title"overall results";
var car;
proc means data=car n mean t prt;
title"results by direction of earnings surprise";
var car;
by evntdum;
proc ttest data=car;
title"test of equal AR for negative surprises";
var car;
class evntdum;
run;