proc sort data = cw1;
by stkcd date;
run;

proc sort data = gp1;
by stkcd date;
run;

data out;
merge cw1 gp1;
by stkcd date;
run;

/* sort cw1 dataset */
proc sort data=cw1;
by stkcd date;
run;

title 'cw1';
proc print data=cw1;
run;


/* sort gp1 dataset */
proc sort data=gp1;
by stkcd date;
run;

title 'gp1';
proc print data=gp1;
run;


/* merge cw1 and gp1 */
data new;
merge cw1 gp1;
by stkcd date;
run;

title 'new';
proc print data=new;
run;

proc sql noprint;
   create table new as
   select a.*,b. p,b.m,b.pb
   from cw1 as a left join gp1 as b
   on a.stkcd =b.stkcd and a.date =b.date
   order by stkcd, date;
quit;

left join 只会输出cw1中的全部变量和gp1中的部分变量，这里应该用full join

确实 没有看清楼主的要求 哈哈 这里用full join 才对