**你需要用 week() function,把 days  分成几大组, 再求平均值.***;

data a;
input days: yymmdd10. return;
format days yymmdd10.;
cards;
19260102    0.001533742
19260104    -0.004594181
19260105    0.001538462
19260106    0.002304148
19260107    0.009578544
19260108    0.020113852
19260109    0.017485119
19260111    -0.001462523
19260112    0.015378982
19260113    -0.016227912
19260114    -0.008797654
19260115    -0.008505917
19260116    0.001118986
19260118    0.000745157
;
run;
proc print data=a;
run;

data b;
set a;
weeks=week(days);
run;
proc print data=b;
run;

proc means data=b;
class weeks;
var return;
run;