The SASECRSP engine supports reading time series, events, portfolios and group data from CRSPAccess databases. The SETID you specify determines the database that is read. See Table 35.1 for a list of possible databases. The CRSP environment variable CRSPDB_SASCAL must be defined before the SASECRSP engine can access the CRSPAccess database calendars that provide the time ID variables and enable the LIBNAME to successfully assign.