The SASECRSP Interface Engine
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Overview
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Getting Started
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Syntax
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Details
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Examples
Specifying PERMNOs and RANGE on the LIBNAME Statement Using the LIBNAME Statement to Access All Keys Accessing One PERMNO Using No RANGE Specifying Keys Using the INSET= Option Specifying Ranges for Individual Keys with the INSET= Option Converting Dates By Using the CRSP Date Functions Comparing Different Ways of Accessing CCM Data Comparing PERMNO and GVKEY Access of CRSP Stock Data Using Fiscal Date Range Restriction Using Different Types of Range Restrictions in the INSET Using INSET Ranges with the LIBNAME RANGE Option
- References
| Reading CRSP Data Files |
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 38.1 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.