%macro futures_dependeny(address1,address2,price1,price2) / store source des="期货相关性分析";
data FUTURES1;
infile &address1 firstobs=3 missover delimiter=",";
input date1 $ 10. open1 high1 low1 close1 turnover1 position1 settlement1;
data FUTURES2;
infile &address2 firstobs=3 missover delimiter=",";
input date2 $ 10. open2 high2 low2 close2 turnover2 position2 settlement2;
proc sql;
create table Analysis as
select *
from FUTURES2 t2 left join FUTURES1 t1
on t1.date1=t2.date2;
delete from Analysis where open1=.;
alter table Analysis
drop date1;
alter table Analysis
drop position1;
alter table Analysis
drop position2;
alter table Analysis
drop settlement1;
alter table Analysis
drop settlement2;
quit;
proc print;
run;