最近在学习SAS，正在读Analyzing stock using sas system.

其中第二章节用reg的方法来分析23只股票。目的就是用股票的dividend对growth rate，pe比值还有股票的std做regression。书不错，例子也很好懂。可是我在运用他的例子准备plot 线性回归的residual的时候，发现没有R（residual）这一项，reg这个函数根本没有R输出埃

我在附件里加了我的完整的code，可以直接运行的，各位高人如果能看看就太好了。

我卡在最后plot这步，

proc plot data=dcf_reg1 vpct=125;
plot r*gc='*' / vref=0;
title2 'PE Regression Residuals';
title3 'versus Compound Growth Rate';
run;

第二行的r*gc 里的r被sas抱怨说找不到，按道理应该是reg自动输出吧，可是我看上一步的输出里，reg的确没有输出任何的residual。

















data dcf2 ;
input year stock1 stock2 stock3 stock4 stock5 stock6 stock7 stock8 stock9 stock10 stock11 stock12 stock13 stock14 stock15 stock16 stock17 stock18
stock19 stock20 stock21 stock22 stock23;
array stock(23) stock1-stock23;
array lstock(23) lstock1-lstock23;
do i=1 to 23;
lstock(i) = log(stock(i));
end;
year2 = year*year;

label stock1='3M Company'
stock2='Allegheny Power'
stock3='Cincinnati G&E'
stock4='Detroit Edison'
stock5='Dominion Resources'
stock6='Duke Power'
stock7='Eli Lilly'
stock8='Green Mountain Power'
stock9='Iowa-Ill Gas & Electric'
stock10='Kansas Power & Light'
stock11='Kentucky Utilities'
stock12='Minnesota Power & Light'
stock13='Northern States Power'
stock14='Oklahoma Gas & Electric'
stock15='Orange & Rockland Utilities'
stock16='Pennsylvania Power & Light'
stock17='Piedmont Natural Gas'
stock18='Potomac Electric Power'
stock19='TECO Energy'
stock20='Texas Utilities'
stock21='Union Electric'
stock22='Wisconsin Energy'
stock23='Wicor'
lstock1='Natural Log 3M Company'
lstock2='Natural Log Allegheny Power';
cards;
81 1.50 2.01 2.07 1.62 1.43 1.04.58 1.44 1.10 1.08 1.06
1.06 1.25 1.68 1.64 2.21.87.79.84 1.85 1.52.88 1.05
82 1.60 2.28 2.12 1.68 1.53 1.12.67 1.52 1.18 1.18 1.10
1.14 1.33 1.76 1.74 2.30.93.84.92 2.00 1.58.95 1.07
83 1.65 2.50 2.16 1.68 1.63 1.16.69 1.60 1.24 1.26 1.14
1.20 1.43 1.84 1.86 2.38.97.89 1.00 2.16 1.66 1.03 1.07
84 1.70 2.63 2.16 1.68 1.73 1.21.75 1.68 1.30 1.36 1.18
1.28 1.55 1.92 1.98 2.46 1.07.97 1.08 2.32 1.72 1.12 1.11
85 1.75 2.70 2.16 1.68 1.83 1.27.80 1.74 1.37 1.46 1.22
1.38 1.69 2.00 2.09 2.56 1.16 1.08 1.16 2.48 1.78 1.22 1.18
86 1.80 2.86 2.16 1.68 1.91 1.32.90 1.78 1.45 1.56 1.26
1.52 1.83 2.08 2.16 2.57 1.19 1.18 1.24 2.64 1.86 1.32 1.28
87 1.86 2.94 2.18 1.68 1.99 1.37 1.00 1.83 1.52 1.63 1.29
1.66 1.96 2.18 2.20 2.66 1.29 1.30 1.32 2.77 1.92 1.42 1.30
88 2.12 3.02 2.23 1.68 2.07 1.44 1.15 1.89 1.59 1.70 1.34
1.72 2.07 2.28 2.24 2.74 1.44 1.38 1.40 2.86 1.94 1.52 1.32
89 2.60 3.10 2.30 1.68 2.15 1.52 1.35 1.95 1.63 1.75 1.40
1.78 2.17 2.38 2.28 2.84 1.57 1.46 1.50 2.91 2.02 1.63 1.37
90 2.82 3.16 2.40 1.76 2.23 1.60 1.64 2.00 1.67 1.79 1.46
1.86 2.27 2.48 2.32 2.95 1.66 1.52 1.60 2.96 2.10 1.74 1.42
;
run;



data dcf9;
input firm $32. pepr ;
label pe='Price Earning Ratio 1990'
pr='Dividend Payout Ratio 1990';
cards;
3M Company 14.0 48
Allegheny Power 10.5 88
Cincinnati G&E 7.3 58
Detroit Edison 8.2 54
Dominion Resources 10.3 76
Duke Power 12.1 67
Eli Lilly 19.1 42
Green Mountain Power 10.8 87
Iowa-Ill Gas & Electric 10.6 84
Kansas Power & Light 10.0 80
Kentucky Utilities 9.9 74
Minnesota Power & Light 10.5 78
Northern States Power 12.3 81
Oklahoma Gas & Electric 10.7 73
Orange & Rockland Utilities9.8 78
Pennsylvania Power & Light10.6 75
Piedmont Natural Gas 11.3 68
Potomac Electric Power 13.0 94
TECO Energy 12.3 65
Texas Utilities 8.1 67
Union Electric 10.0 77
Wisconsin Energy 10.7 63
Wicor 20.9.
;
run;


/*Calculating the Standard Deviations of Dividend Growth Rates*/
proc means data=dcf2 noprint;
var stock1-stock23;
output out=dcf_std1 std=std1-std23;
run;


proc transpose data=dcf_std1 out=dcf_std2(rename=(col1=std));
var std1-std23;
run;


data dcf_cal2;
merge dcf9 dcf_std2 dcf_call;
run;

proc print data=dcf_cal2;
var pe gc pr std;
title2'Cross-Sectional Multiple Regression Data';
title3'23 Observations';
run;

proc reg data=dcf_cal2;
model pe=gc pr std;
output out=dcf_reg1;
run;







谢谢大家