The SASECRSP Interface Engine

Syntax

The SASECRSP engine uses standard engine syntax. Options used by SASECRSP are summarized in the table below.

Description Statement Option

specify a CRSPAccess set id# where 10 designates daily and 20 monthly, which limits the frequency selection of time series that are included in the SAS data set. This is a required option. LIBNAME libref SASECRSP SETID=

specify the PERMNO of a security to be kept in the SAS data set. LIBNAME libref SASECRSP PERMNO=

specify the range of CRSP data to access. begdt and enddt specify the range of CRSPAccess data in YYYYMMDD format. LIBNAME libref SASECRSP RANGE=

uses a SAS data set named setname as input for issues. LIBNAME libref SASECRSP INSET=

The LIBNAME libref SASECRSP Statement

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Description	Statement	Option
specify a CRSPAccess set id# where 10 designates daily and 20 monthly, which limits the frequency selection of time series that are included in the SAS data set. This is a required option.	LIBNAME libref SASECRSP	SETID=
specify the PERMNO of a security to be kept in the SAS data set.	LIBNAME libref SASECRSP	PERMNO=
specify the range of CRSP data to access. begdt and enddt specify the range of CRSPAccess data in YYYYMMDD format.	LIBNAME libref SASECRSP	RANGE=
uses a SAS data set named setname as input for issues.	LIBNAME libref SASECRSP	INSET=