Retrieving Stock and Indices Monthly Time Series by INDNO
/*----------------------------------------------------------------
SAS Sample Library
Name: xcmex07.sas
Description: Example program from SAS/ETS User's Guide,
The SASEXCCM Interface Engine
Title: Retrieving Stock and Indices Monthly Time Series by INDNO
Product: SAS/ETS Software
Keys: IND Data Access, CRSPAccess, ITEMLIST=, INDNO= Option
Procs: SASEXCCM
Notes: Read this before you run this sample.
The CRSP US Stock and Indices database resides
in the CRSP_MSTK folder. You
must install your CRSP Stock database
and define your Windows system environment
variable, CRSP_MSTK, to point to the physical path
of your installed CRSP Stock database. If you define
CRSP_MSTK=\\tappan\crsp1\data201008_little\MIZ201006\,
then you can use the following equivalent form
of the libname statement:
libname crsp sasexccm
"%sysget(CRSP_MSTK)"
setid=420
indno=1000040 indno=1000060 indno=1000080
itemlist="MAIND;MARET;MIIND";
For clarity, this example is showing the actual physical
path to the CRSP US Stock and Indices Database. You will
use your own physical path to your data instead of the one
shown below.
----------------------------------------------------------------*/
title 'Retrieve Several Monthly Time Series by INDNO Access';
libname _all_ clear;
libname crsp sasexccm
"\\tappan\crsp1\data201008_little\MIZ201006\"
setid=420
indno=1000040 indno=1000060 indno=1000080
itemlist="MAIND;MARET;MIIND";
data mindts_all ( where=( mcaldt >= '30jun2009'd) );
set crsp.mthind_ts;
run;
proc print data=mindts_all; run;