data a;
input ticker $ date mmddyy10. price;
format date mmddyy10.;
cards;
ABC 1/1/2002 10
ABC 1/2/2002 11
ABC 1/5/2002 12
ABC 1/6/2002 13
ABC 1/7/2002 14
DEF 1/1/2002 9
DEF 1/2/2002 11
DEF 1/5/2002 13
DEF 1/6/2002 15
DEF 1/7/2002 18
;
run;
data a1;
set a;
by ticker date;
if first.ticker=1 then seq=1;
else seq+1;
run;
%let l=1;
data a2;
do i=1 to n;
set a1 point=i nobs=n;
if (seq le &l.) then do;
return=.;
output;
end;
else do;
return=price/lag&l.(price)-1;
output;
end;
end;
stop;
run;
想要以ticker和date排序,得到同样的ticker下price/lag&l.(price)-1的值,但是结果不对。数据是论坛里的。多谢了!