The SASECRSP Interface Engine

Example 38.1 Specifying PERMNOs and RANGE on the LIBNAME Statement

The following statements show how to set up a LIBNAME statement for extracting data for certain selected PERMNOs during a specific time period. The result is shown in Output 38.1.1.

title2 'Define a range inside the data range';
title3 'My range is ( 19950101-19960630 )';

libname _all_ clear;
libname testit1 sasecrsp "%sysget(CRSP_MSTK)"
        setid=20
        permno=81871    /* Desired PERMNOs are selected   */
        permno=82200    /* via the libname PERMNO= option */
        permno=82224
        permno=83435
        permno=83696
        permno=83776
        permno=84788
        range='19950101-19960630';

proc print data=testit1.ask;
run;

Output 38.1.1 ASK Monthly Time Series Data with RANGE

Define a range inside the data range

My range is ( 19950101-19960630 )

Obs	PERMNO	CALDT	ASK
1	81871	19950731	18.25000
2	81871	19950831	19.25000
3	81871	19950929	26.00000
4	81871	19951031	26.00000
5	81871	19951130	25.50000
6	81871	19951229	24.25000
7	81871	19960131	22.00000
8	81871	19960229	32.50000
9	81871	19960329	30.25000
10	81871	19960430	33.75000
11	81871	19960531	27.50000
12	81871	19960628	30.50000
13	82200	19950831	49.50000
14	82200	19950929	62.75000
15	82200	19951031	88.00000
16	82200	19951130	138.50000
17	82200	19951229	139.25000
18	82200	19960131	164.25000
19	82200	19960229	51.00000
20	82200	19960329	41.62500
21	82200	19960430	61.25000
22	82200	19960531	68.25000
23	82200	19960628	62.50000
24	82224	19950929	46.50000
25	82224	19951031	48.50000
26	82224	19951130	47.75000
27	82224	19951229	49.75000
28	82224	19960131	49.00000
29	82224	19960229	47.00000
30	82224	19960329	53.00000
31	82224	19960430	55.50000
32	82224	19960531	54.25000
33	82224	19960628	51.00000
34	83435	19960430	30.25000
35	83435	19960531	28.00000
36	83435	19960628	21.00000
37	83696	19960628	19.12500