代码如下
proc reg data=Dailyreturn3 noprint;
model ReturnDaily=IndexReturn;
BY symbol ymonth;
output out=regression r=residual;
quit;
按照每只基金,每个月的数据做回归,得到每只基金每个月的残差,为什么这个代码运行不出来呢
日志显示了很多个如下的错误
上述消息针对以下 BY 组:
证券代码=150251 ymonth=2015-05-01
WARNING: The range of variable ReturnDaily is so small relative to its mean that there may be loss of accuracy in the
computations. You may need to rescale the variable to have a larger value of RANGE/abs(MEAN), for example, by
using PROC STANDARD M=0;
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