/*用fama三因素计算alpha*/
data famaprice;
set original.fama3;
year=year(_COL2);
month=month(_COL2);
date2=year*100+month;
drop year month;
run;
data mnconlist2;
set original.mnconlist;
drop range;
run;
proc sql;
  create table famalist as
  select famaprice.*,
              mnconlist2.*
  from         mnconlist2 left join famaprice
  on mnconlist2.date=famaprice.date2 ;
quit;
proc sort data=famalist out=original.famalist;
by stkcd date;
run;
data original.famalistn;
set original.famalist;
if _n_=1 then nn=0;
by Stkcd;
if first.Stkcd then nn+1;        
drop n;
/*if last.Stkcd then nn+1;*/
run;
全部代码在附件里