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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 is 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 SASECRSPSETID=
specify the PERMNO of a security to be kept in the SAS data set.LIBNAME libref SASECRSPPERMNO=
specify the range of CRSP data to access. begdt and enddt specify the range of CRSPAccess data in YYYYMMDD format.LIBNAME libref SASECRSPRANGE=
use a SAS data set named setname as input for issues.LIBNAME libref SASECRSPINSET=


The LIBNAME libref SASECRSP Statement

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