data one;
infile 'd:\sas\work\4213\berndt\chap2.dat\sas1.dat' firstobs=2 ;
input tandy rkfree market;

/* Creating new variables */
r_tandy = tandy - rkfree ;
r_mkt = market - rkfree;

/* Labeling New Variables */
label market = 'Risk-Free Rate of Return'
      tandy = 'Rate of Return for Tandy Corp'
      r_tandy = 'Risk Premium for Tandy Corp'
      r_mkt = 'Risk Premium for Market';

/* Printing first 5 observations */
proc print data=one (obs=5) label;
   var r_tandy r_mkt market rkfree tandy;

/* Titling a data set */
title 'Tandy CAPM example';

title2 'OLS with Autoreg';
/* Ordinary Least Squares Estimation of the CAPM model using proc autoreg */
proc autoreg;
   model r_tandy= r_mkt;

/* Ordinary Least Squares Estimation of the CAPM model using proc reg */
title2 'OLS with REG';
proc reg;
   model r_tandy= r_mkt;

/* Ordinary Least Squares Estimation of the CAPM model using proc syslin */
title2 'OLS with SYSLIN';
proc syslin;
   model r_tandy= r_mkt;
run;