Resources

Retrieving Daily Group Time Series by INDNO= Option

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

                    SAS Sample Library

        Name: xcmex10.sas
 Description: Example program from SAS/ETS User's Guide,
              The SASEXCCM Interface Engine
    Title: Retrieving Daily Group Time Series by INDNO= Option
  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_DSTK folder. You
           must install your CRSP Stock database
           and define your system environment
           variable, CRSP_DSTK, to point to the physical path
           of your installed CRSP Stock database. If you define
           CRSP_DSTK=/thirdparty/crspdata/DIZ201006/,
           then you can use the following equivalent form
           of the libname statement:

libname crsp sasexccm
  "%sysget(CRSP_DSTK)"
   setid=440
   indno=1000012 indno=1000032
   itemlist="AINDG.*;ARETG.*;USDCNTG.*;USDVALG.*";

           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 Daily Group Time Series by INDNO';
libname _all_ clear;

libname crsp sasexccm
   "/thirdparty/crspdata/DIZ201006/"
   setid=440
   indno=1000012 indno=1000032
   itemlist="AINDG.*;ARETG.*;USDCNTG.*;USDVALG.*";

 data dgindts_all ( where=( caldt >= '29jun2010'd) );
    set crsp.dlygind_ts;
 run;

 proc print data=dgindts_all; run;