sas試題課筆記三(文件)
【正文】 en num=0。if num5 then delete。by date?！锢蠋煹淖龇ń釉诘谝徊胶蟆y date。by date。keep date num。if num=5。merge num(in=id)?！锪硪环N做法：戴〓data 。data 。run。data 。run。run。keep date everage_5。do n=1 to 50。run。s_0=。output。data 。E_C_T+C_T。★第二題〓data 。do j=0 to 19。end。set 。★〓★老師的答案〓★a)〓data 。do j=0 to 19。end。set ex3_5_1。sumc+c_end?！颾)〓data ex3_5_3。if S(j)=15 then leave。payoff=18S(j)。run。average=sum/_n_。keep S_0 average。set ex3_5_3 nobs=n。end。if j=21 then value=0。array S(0:20) S_0S_20。value=Ec*exp(*1)。aver_1=mean(of S_0S_20)。run。 end。do i=1 to 1000?！镞@里不確定value中所用的t值是否應(yīng)為1〓if min(of s_1s_20)=15 then value=0。run。end。do i=1 to 1000。X= average_C_T*exp(*1)。keep s_20 C_T E_C_T average_C_T X。drop i j。s(j+1)=s(j)*exp((**2/2)*+*sqrt()*rannor(0))。array s(0:20) s_0s_20。output。★〓data 。merge a a(firstobs=6, rename=(sum_clpr=sum_clpr6))。set 。average5=mean(of clpr1clpr5)。set 。if num=5 then output 。by date。if id=1。run。data num。num+1
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