The SASECRSP Interface Engine |
Insets enable you to define options specific to each individual key. This example uses an inset to select four PERMNOs and specifies a different date restriction for each PERMNO.
title2 'INSET=testin2 uses date ranges along with PERMNOs:'; title3 '10107, 12490, 14322, 25788'; title4 'Begin dates and end dates for each permno are used in the INSET'; data testin2; permno = 10107; date1 = 19980731; date2 = 19981231; output; permno = 12490; date1 = 19970101; date2 = 19971231; output; permno = 14322; date1 = 19950731; date2 = 19960131; output; permno = 25778; date1 = 19950101; date2 = 19950331; output; run; libname _all_ clear; libname mstk2 sasecrsp "%sysget(CRSP_MSTK)" setid=20 inset='testin2,PERMNO,PERMNO,DATE1,DATE2'; data b; set mstk2.prc; run; proc print data=b; run;
Output 33.5.1 shows CRSP Stock price time series data selected by PERMNO in the INSET= option, where each PERMNO has its own time span specified in the INSET= option.
INSET=testin2 uses date ranges along with PERMNOs: |
10107, 12490, 14322, 25788 |
Begin dates and end dates for each permno are used in the INSET |
Obs | PERMNO | CALDT | PRC |
---|---|---|---|
1 | 10107 | 19980731 | 109.93750 |
2 | 10107 | 19980831 | 95.93750 |
3 | 10107 | 19980930 | 110.06250 |
4 | 10107 | 19981030 | 105.87500 |
5 | 10107 | 19981130 | 122.00000 |
6 | 10107 | 19981231 | 138.68750 |
7 | 12490 | 19970131 | 156.87500 |
8 | 12490 | 19970228 | 143.75000 |
9 | 12490 | 19970331 | 137.25000 |
10 | 12490 | 19970430 | 160.50000 |
11 | 12490 | 19970530 | 86.50000 |
12 | 12490 | 19970630 | 90.25000 |
13 | 12490 | 19970731 | 105.75000 |
14 | 12490 | 19970829 | 101.37500 |
15 | 12490 | 19970930 | 106.00000 |
16 | 12490 | 19971031 | 98.50000 |
17 | 12490 | 19971128 | 109.50000 |
18 | 12490 | 19971231 | 104.62500 |
19 | 14322 | 19950731 | 32.62500 |
20 | 14322 | 19950831 | 32.37500 |
21 | 14322 | 19950929 | 36.87500 |
22 | 14322 | 19951031 | 34.00000 |
23 | 14322 | 19951130 | 39.37500 |
24 | 14322 | 19951229 | 39.00000 |
25 | 14322 | 19960131 | 41.50000 |
26 | 25778 | 19950131 | 49.87500 |
27 | 25778 | 19950228 | 57.25000 |
28 | 25778 | 19950331 | 59.37500 |
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