标题: 求助宏的问题，谢谢！ [打印本页] 作者: shiyiming 时间: 2009-2-15 12:28 标题: 求助宏的问题，谢谢！ 大体的问题是这样子的：
文件里面有2只股票的交易记录，节选如下：
The SAS System 18:19 Saturday, February 14, 2009 3
Obs name symbol date lastpr shavol
1 DELL COMPUTER CORP DELL 04JAN1993 45.250 1440100
2 DELL COMPUTER CORP DELL 05JAN1993 46.625 1264100
3 DELL COMPUTER CORP DELL 06JAN1993 48.000 1054000
4 DELL COMPUTER CORP DELL 07JAN1993 46.625 1641300
5 DELL COMPUTER CORP DELL 08JAN1993 46.125 842600
6 DELL COMPUTER CORP DELL 11JAN1993 46.250 653400
7 DELL COMPUTER CORP DELL 12JAN1993 45.375 702700
8 DELL COMPUTER CORP DELL 13JAN1993 45.875 920300
9 DELL COMPUTER CORP DELL 14JAN1993 46.875 1719100
10 DELL COMPUTER CORP DELL 15JAN1993 46.125 1400800
另一只股票是IBM
现在知道：
IBM had stock splits on 28May1997 and on 27may1999, Dell had stock splits on 30OCT1995,09DEC1996,28JUL1997,
09MAR1998,08SEP1998,09MAR1999. Based on the variagle Lastpr calculate the daily return. On split days code the daily return missing. Calculate the 21 day moving average of the daily return.
The daily return is based on the LASTPR. The 21 day moving average on trading day t is the average of trading day t and the 20 trading days preceeding trading day t , formula:
x=(1/21) ∑x for each day.
then plot the daily return and the moving average of the daily return.