%macro  futures_dependeny(address1,address2,price1,price2) / store source des="期货相关性分析";
data FUTURES1;
infile &address1 firstobs=3 missover delimiter=",";
input date1 $ 10. open1 high1 low1 close1 turnover1 position1 settlement1;
data FUTURES2;
infile &address2 firstobs=3 missover delimiter=",";
input date2 $ 10. open2 high2 low2 close2 turnover2 position2 settlement2;
proc sql;
  create table Analysis as
   select *
   from FUTURES2 t2 left join  FUTURES1 t1
   on t1.date1=t2.date2;

  delete from Analysis where open1=.;

alter table  Analysis
   drop date1;
  alter table  Analysis
   drop position1;
  alter table  Analysis
   drop position2;
  alter table  Analysis
   drop settlement1;
  alter table  Analysis
   drop settlement2;
quit;
proc print;
run;

proc corr
  pearson
  cov
  ;
   var &price1 &price2;
run;
%mend futures_dependeny;

%futures_dependeny("D:\用户目录\我的文档\My SAS Files\Backup\13#111081.txt","D:\用户目录\我的文档\My SAS Files\Backup\30#AUL8.txt",high1,high2);
run;