我已经使用自己的笨办法把CORR表示的盈余平滑【即,Corr(△应计项目/上一期的总资产,△经营现金流/上一期的总资产)】计算出来了,但是想问各位坛友,有没有更快的方法。
我本来想嵌套一个使用标准差计算盈余平滑【即,标准差(营业利润)/标准差(经营现金流)】的方法计算CORR,这个方法很快,三四步就可以完成,这个方法如下:
proc sql;
create table mydb.Cal_stdopnc as
select distinct b.Stkcd,b.EndDate,b.year,put(b.gvkey,6.0)||"."||put(b.year,4.0) as comb,n(a.OperatingNetCash) as dum,b.gvkey,std(a.OperatingNetCash) as stdopnc
from mydb.Cal_STD_OC3 as a, mydb.Cal_STD_OC4 as b
where
a.gvkey=b.gvkey and 0<=b.year-a.year<=4
group by comb
having dum=5
order by gvkey,EndDate,year;
quit;
我嵌套了一下这个公式,想要计算CORR,但是SAS回馈错误, ERROR: 找不到函数 CORR。我的代码如下:
proc sql;
create table mydb.Cal_corr_pc4 as
select distinct b.Stkcd,b.EndDate,b.year,put(b.gvkey,6.0)||"."||put(b.year,4.0) as comb,n(a.delt_ACCA) as dum,b.gvkey,union corr(a.delt_ACCA,b.delt_OperatingNetCash) as EMcorr
from mydb.Cal_corr_pc2 as a, mydb.Cal_corr_pc3 as b
where
a.gvkey=b.gvkey and 0<=b.year-a.year<=4
group by comb
having dum=5
order by gvkey,EndDate,year;
quit;
所以想要请问各位坛友,有没有计算CORR(要求5年计算一次)的快速方法。