What’s New in SAS/ETS |
SASECRSP Engine |
The SASECRSP interface now supports reading of CRSP stock, indices, and combined stock/indices databases by using a variety of keys, not just CRSP’s primary key PERMNO.
In addition, SASECRSP can now read the CRSP/Compustat Merged (CCM) database and fully supports cross-database access, enabling you to access the CCM database by CRSP’s main identifiers PERMNO and PERMCO, as well as to access the CRSP Stock databases by Compustat’s GVKEY identifier.
A list of other new features follows:
SASECRSP now fully supports access of fiscal CCM data members by both fiscal and calendar date range restrictions. Fiscal to calendar date shifting has been added as well.
New date fields have been added for CCM fiscal members. Now fiscal members have three different dates: a CRSP date, a fiscal integer date, and a calendar integer date.
An additional date function has been added which enables you to convert from fiscal to calendar dates.
Date range restriction for segment members has also been added.
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