#2
Rowen_582022-01-09 17:15
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公式的类型是这样的(图片放不出来,我放在评论里吧呜呜)
然后按着公式写了这个代码,总是报错
proc sql;
create table demo_2 as
select distinct permno,datadate, csho, ajex,
lag(csho,1,0) over(order by permno) lag_csho1
lag(csho,2,0) over(order by permno) lag_csho2
lag(ajex,1,0) over(order by permno) lag_ajex1
lag(ajex,2,0) over(order by permno) lag_ajex2
log((lag_csho1 * lag_csho2)/(lag_ajex1 * lag_ajex2)) as nsi,ret
from Rdata.funda_1;
quit;