Retrieving Monthly US Treasury Time Series by TREASNO= Option
/*----------------------------------------------------------------
SAS Sample Library
Name: xcmex13.sas
Description: Example program from SAS/ETS User's Guide,
The SASEXCCM Interface Engine
Title: Retrieving Monthly US Treasury Time Series by TREASNO= Option
Product: SAS/ETS Software
Keys: TRS Data Access, CRSPAccess, ITEMLIST=, TREASNO= Option
Procs: SASEXCCM
Notes: Read this before you run this sample.
The CRSP US Treasury database resides
in the CRSP_TRS folder. You
must install your CRSP Treasury database
and define your Windows system environment
variable, CRSP_TRS, to point to the physical path
of your installed CRSP Treasury database. If you define
CRSP_TRS=\\tappan\crsp1\data201008_little\TRZ201008\,
then you can use the following equivalent form
of the libname statement:
libname crsp sasexccm
"%sysget(CRSP_TRS)"
setid=400
indno=1000357
itemlist="MTRETG.*;MUSDCNTG.*;MUSDVALG.*";
For clarity, this example is showing the actual physical
path to the CRSP US Treasury Database. You will
use your own physical path to your data instead of the one
shown below.
----------------------------------------------------------------*/
title 'Retrieve Monthly US Treasury Time Series by TREASNO';
libname _all_ clear;
libname crsp sasexccm
"\\tappan\crsp1\data201008_little\TRZ201008\"
setid=100
treasno=202999 treasno=203666
itemlist="TMASK;TMBID";
data mtrsts_two;
set crsp.trs_mth_ts;
run;
proc contents data=mtrsts_two; run;
proc print data=mtrsts_two; run;