The SASEXCCM Interface Engine (Experimental)

You can use the SAS DATA step to write the selected CRSP or Compustat data to a SAS data set. This enables you to easily analyze the data using SAS software. Specifying the name of the output data set in the DATA statement causes the engine supervisor to create a SAS data set that has the specified name in either the SAS Work library or, if specified, the User library.

The contents of the SAS data set include the DATE of each observation, the series name of each series read from the CRSPAccess database, event variables, and the label or description of each series, event or array.

You can use the PRINT and CONTENTS procedures to print your output data set and its contents. Alternatively, you can view your SAS output observations by opening the desired output data set in the SAS Explorer window. You can also use the SQL procedure with your SASEXCCM libref to create a custom view of your data.