顺便我还想请教一下，如果我想学习一下SAS里这种类似的编程，应该看哪些书比较好？（最好不要手册，太枯燥了，实在看不下去，最好带些讲解的）多谢！作者: shiyiming 时间: 2009-8-23 18:00 标题: Re: 继续请教，非常感谢 没对回归方程进行检验，没测过对大型数据的效率
[code:1slywkf7]
/* 创建模拟数据 */
data raw(drop=i);
do stock_number=601398,601857,600028;
date='31dec007'd;
do i=1 to 365*3;
date+1;
syl=round(ranuni(123),0.01);
szzzsyl=round(ranuni(123),0.01);
if mod(i,90)=45 then inb=1;
else inb=0;
output;
end;
end;
format date yymmdd10.;
run;
%macro create_syl(in_ds,out_ds,);
options nomprint nosymbolgen;
/* INNER MACRO: 提取(-M,+N)日数据 */
%macro create_subds(stock_number,inb_date,start_day=30,end_day=100);
/* 根据inb_date,start_day,end_day建立空日期记录 */
data _temp_hi(drop=i);
hi_stock_number=&stock_number;
hi_date=&inb_date-(&start_day+1);
day_flag=-(&start_day+1);
do i=0 to &start_day+&end_day;
hi_date+1;
day_flag+1;
output;
end;
format hi_date yymmdd10.;
run;
/* 用hash iterator为空日期填补对应数据 */
data _temp_syl(keep=stock_number date syl szzzsyl day_flag);
if _n_=1 then do;
declare hash h(dataset: '_temp_hi',ordered:'ascending',hashexp:10);
h.definekey('hi_stock_number','hi_date');
h.definedata('hi_stock_number','hi_date','day_flag');
h.definedone();
call missing(hi_stock_number,hi_date,day_flag);
declare hiter hi('h');
end;
set raw;
rc=hi.first();
do while (rc=0);
if hi_stock_number=stock_number and hi_date=date then output;
rc=hi.next();
end;
run;
%mend;
/* INNER MACRO: 创建回归方程,并计算预测值 */
%macro create_reg(start_day_reg=1,end_day_reg=10,start_day_expect=30,end_day_expect=30);
/* 按相对日期start_day_reg,end_day_reg选取观测,建立回归方程 */
ods _all_ close;
ods output Reg.MODEL1.Fit.syl.ANOVA=_temp_reg_anova;
ods output Reg.MODEL1.Fit.syl.FitStatistics=_temp_reg_fitstat;
ods output Reg.MODEL1.Fit.syl.ParameterEstimates=_temp_reg_parameter;
proc reg data=_temp_syl;
model syl=szzzsyl;
run;
quit;
ods _all_ close;
ods listing;
/* 获取回归方程系数 */
data _null_;
set _temp_reg_anova;
if _n_=1 then do;
call symput('f_value',put(round(fvalue,0.0001),best8.));
call symput('prob_f',put(round(probf,0.0001),best8.));
end;
run;
data _null_;
set _temp_reg_fitstat;
if _n_=1 then call symput('r_square',put(round(nvalue2,0.0001),best8.));
run;
data _null_;
set _temp_reg_parameter;
if _n_=1 then call symput('est_a',put(estimate,best8.));
if _n_=2 then call symput('est_b',put(estimate,best8.));
run;
/* 按回归方程计算预测数据 */
data _temp_syl;
set _temp_syl;
if -&start_day_expect<=day_flag<=&end_day_expect then do;
est_syl=&est_a+&est_b*szzzsyl;
sum_est_syl+est_syl;
sum_syl+syl;
if day_flag=&end_day_expect then do;
call symput('avg_syl_est',
put(round(sum_est_syl/%eval(&end_day_expect-&start_day_expect+1),0.0001),best8.));
call symput('avg_syl',
put(round(sum_syl/%eval(&end_day_expect-&start_day_expect+1),0.0001),best8.));
end;
end;
run;
/* 拼接结果数据 */
data final;
%if &inb_obs=1 %then %do; set _temp_inb_date; %end;
%else %do; set final; %end;
if _n_=&inb_obs then do;
avg_syl=&avg_syl;
avg_syl_est=&avg_syl_est;
avg_syl_diff=&avg_syl-&avg_syl_est;
est_a=&est_a;
est_b=&est_b;
f_value=&f_value;
prob_f=&prob_f;
r_square=&r_square;
end;
run;
%mend;
/* 查找inb发生的日期 */
data _temp_inb_date;
set &in_ds(where=(inb=1));
rename date=inb_date;
keep stock_number date;
run;