Resources

Specifying INDNO Keys Using the INSET= Option

/*----------------------------------------------------------------

                    SAS Sample Library

        Name: crpex04a.sas
 Description: Example program from SAS/ETS User's Guide,
              The SASECRSP Interface Engine
    Title: Specifying INDNO Keys Using the INSET= Option
  Product: SAS/ETS Software
     Keys: Indices data access, CRSPAccess, INSET= Option, INDNO
    Procs: SASECRSP
    Notes: Read this before you run this sample.
           The CRSP database resides in the  CRSP_MSTK folder. You
           must install your CRSP monthly stock and indices data
           and define your Windows system environment
           variable, CRSP_MSTK, to point to the physical path
           of your installed CRSP database. Use the following
           form of the libname statement:

libname ind2 sasecrsp "%sysget(CRSP_MSTK)"
        setid=420
        inset='indices,INDNO,INDNO'
        range='19990101-19990401';
----------------------------------------------------------------*/
data indices;
   indno=1000000; output;  /* NYSE Value-Weighted Market Index */
   indno=1000001; output;  /* NYSE Equal-Weighted Market Index */
run;

libname _all_ clear;
libname ind2 sasecrsp "%sysget(CRSP_MSTK)"
        setid=420
        inset='indices,INDNO,INDNO'
        range='19990101-19990401';

title2 'Total Returns for NYSE Value and Equal Weighted Market Indices';
proc print data=ind2.tret label;
run;