请教各位大侠，如何由一列股票价格数据计算出其波动率？

shiyiming

其中，波动率的定义为后一日对前一日价格比对数的标准差．这么简单的问题我都无法用ＳＡＳ实现，实在汗颜，恳请援助！

shiyiming

data test;
infile 'fileName' ;
input price;
drop diff1;
retain diff1 0;
diff2=price-diff1;
diff1=a;
run;

shiyiming

data test;
infile 'fileName' ;
input price;
drop diff1;
retain diff1 0;
diff2=price-diff1;
diff1=price;
if _n_>1 then output;
run;

shiyiming

data share;
input price;
f=lag(price);
if f>0 then
do;
i+1;
idx=log(price/(f));
idxsqr+idx**2;
idxsum+idx;
if i>1 then std=sqrt((idxsqr-idxsum**2/(i))/(i-1));
output;
end;
cards;
3
4
7
4
6
5
8
7
;
run;

proc means std;
var idx;
run;
对比一下DATA步和PROC步的结果吧，最后一条记录的std就是总的标准差