The SASECRSP Interface Engine

Overview

The SASECRSP interface engine enables SAS users to access and process time series data residing in CRSPAccess data files and provides a seamless interface between CRSP and SAS data processing.

The SASECRSP engine uses the LIBNAME statement to enable you to specify which time series you would like to read from the CRSPAccess data files, and how you would like to perform selection on the CRSP set you choose to access. You choose the daily CRSP data by specifying SETID=10, or the monthly CRSP data by specifying SETID=20. You can select which securities you wish to access by specifying PERMNO=number, and specify your range of dates for the selected time series by using RANGE=`begdt-enddt', or specify an input SAS data set named setname as input for issues with the INSET=`setname' option. The SAS Data step can then be used to perform further subsetting and to store the resulting time series into a SAS data set. You can perform more analysis if desired either in the same SAS session or in another session at a later time.

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