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标题: 求教函数无效问题 [打印本页]

作者: shiyiming 时间: 2013-10-12 19:21
标题: 求教函数无效问题
求教，我输入以下代码，想要根据过去j个月股票的收益率排名，可是下面一段代码就出错了，不知道是什么原因。有没有大侠可以赐教？

data k;
input permno date closeprice @@;
cards;
1 19900618 2
1 19900718 3
1 19900818 4
1 19900918 5
2 19900618 1
2 19900718 3
2 19900818 5
3 19900618 2
3 19900718 5
3 19900818 8
;
run;
data p;
set k;
return=dif(closeprice);
ret=closeprice/lag(closeprice)-1
;
run;
%let j=1;
%let k=1;

proc sql;
create table umd
as select distinct a.permno, a.date, exp(sum(log(1+b.ret))) - 1 as cum_return
from p (keep=permno date) as a, p as b
where a.permno=b.permno and 0<=intck('month', b.date, a.date)<&J
group by a.permno, a.date
having count(b.ret)=&J;
quit;

出错部分日志如下：
444  %let j=1;
445  %let k=1;
446
447  proc sql;
448  create table umd
449  as select distinct a.permno, a.date, exp(sum(log(1+b.ret))) - 1 as cum_return
450  from p (keep=permno date) as a, p as b
451  where a.permno=b.permno and 0<=intck('month', b.date, a.date)<&J
452  group by a.permno, a.date
453  having count(b.ret)=&J;
NOTE: Invalid (or missing) arguments to the LOG function have caused the function to return a
   missing value.
NOTE: Invalid argument to function INTCK. Missing values may be generated.
NOTE: Table WORK.UMD created, with 0 rows and 3 columns.

454  quit;
NOTE: PROCEDURE SQL used (Total process time):
   real time          0.03 seconds
   cpu time          0.06 seconds

作者: shiyiming 时间: 2013-10-22 11:08
标题: Re: 求教函数无效问题
原因是你在第一个data步里面date变量没有定义informat，所以你用intck函数引用的时候SAS是不会认19900918为日期的，只是数值。
[code:184h5x03]input permno date yymmdd8. closeprice@@;[/code:184h5x03]

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