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论坛 数据科学与人工智能 数据分析与数据科学 SAS专版
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2009-10-03
SAS 还是入门级,教授留作业要求如下,实在写不出来,求助大家:万分感激!!!

From the CRSP database obtain (twice (1=csv, 2=sas7bdat)) the daily values of “Holding Period Return” (MRET) and “Value Weighted Return (inc. distributions)” (VWRET) for ten stock insurers over a three year period; also get the company name. This should result in a data set with the following variables for each observation: PERMNO, firm, day, MRET, and VWRET. There should be approximately 7,500 observations [ten firms times about 250 trading days in each year (give or take a few days because of the fall of weekends, holidays, et cetera)].
Save the file once in a comma delimited (i.e., “comma separated value” or .csv) format and once in a SAS format (use the .sas7bdat option).
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the From the Fama-French database obtain SMB (small market-to-book) and HML (high market-to-book) for the same period.
Save the file once in a comma delimited (i.e., “comma separated value” or .csv) format and once in a SAS format.

o
Usung the data above, write a SAS program to estimate (1) each firm’s OLS beta and (2) each firm’s Fama-French beta value.

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2009-10-3 23:58:07
一般提问的都是某个点不会,提示下就好了
你这纯粹是完全让我们做的
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2009-10-6 20:17:32
看一下朱式武的书就行了,里面有计算中国的Beta值的程序。
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