[英]What's wrong with this code in Proc sql in SAS
我试图运行以下代码,但它给了我一条错误消息。 请参阅以下内容。
%macro bktest(prod=);
proc sql;
create table &prod._pd_coh_seg as
select distinct
ASOF_YYYYMM,
segment,
mean(rcpa_b2_pd_low),
mean(rcpa_b2_pd_high),
sum(rcpa_weight) as Count,
sum(annual_default_occurrence*rcpa_weight)/sum(rcpa_weight) as dr_ct,
sum(dp_pit*rcpa_weight)/sum(rcpa_weight) as pd_ct_pit,
sum(RCPA_B2_PD_TTC_SEG_FCTR*rcpa_weight)/sum(rcpa_weight) as pd_ct_ttc
from backtest.&prod._final
group by segment;
quit;
data &prod._pd_coh_seg;
set &prod._pd_coh_seg;
abs_diff_pit=abs(dr_ct-pd_ct_pit);
abs_diff_ttc=abs(dr_ct-pd_ct_ttc);
run;
proc sort data =&prod._pd_coh_seg;
by ASOF_YYYYMM segment;
quit;
proc sql;
create table &prod._pd_mad_rov as
select distinct
segment,
mean(rcpa_b2_pd_low),
mean(rcpa_b2_pd_high),
count(*) as Count,
sum(abs_diff_pit)/count(abs_diff_pit) as mad_pit,
sum(abs_diff_ttc)/count(abs_diff_ttc) as mad_ttc,
sum(order)/count(abs_diff_pit) as breaks
from &prod._pd_coh_seg
group by segment;
quit;
%mend;
%bktest(prod=auto);
%bktest(prod=cred);
%bktest(prod=manu);
%bktest(prod=spec);
%macro bktest(prod=);
PROC EXPORT DATA= &prod._pd_mad_rov
OUTFILE= "/ecm_dr/retail/other/zkt0jqm/2014Q3/pd_mad_rov.xlsx"
DBMS=XLSX REPLACE;
SHEET="&prod.";
RUN;
%mend;
%bktest(prod=auto);
%bktest(prod=spec);
%bktest(prod=manu);
%bktest(prod=cred);
错误消息是:
ERROR: The MEAN summary function requires a numeric argument.
ERROR: The MEAN summary function requires a numeric argument.
ERROR: The following columns were not found in the contributing tables: rcpa_b2_pd_high, rcpa_b2_pd_low.
我不知道哪里出了错。 如果删除rcpa_b2_pd_high
, rcpa_b2_pd_low
的均值语句, rcpa_b2_pd_low
段rcpa_b2_pd_high
,rcpa_b2_pd_low分组,则此问题将消失。 但是,我不确定这是否是正确的方法,因为这两个是比率百分比,不应在group语句中使用。 谁能帮我诊断这个问题? 非常感谢您的投入。
SP
问题出在第一个SQL语句中。
proc sql;
create table &prod._pd_coh_seg as
select distinct
ASOF_YYYYMM,
segment,
mean(rcpa_b2_pd_low) as rcpa_b2_pd_low,
mean(rcpa_b2_pd_high) as rcpa_b2_pd_high,
sum(rcpa_weight) as Count,
sum(annual_default_occurrence*rcpa_weight)/sum(rcpa_weight) as dr_ct,
sum(dp_pit*rcpa_weight)/sum(rcpa_weight) as pd_ct_pit,
sum(RCPA_B2_PD_TTC_SEG_FCTR*rcpa_weight)/sum(rcpa_weight) as pd_ct_ttc
from backtest.&prod._final
group by segment;
quit;
发生这种情况是因为完成聚合后,新的聚合列会从sas中分配随机名称
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