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The SASECRSP Interface Engine
The SASECRSP Interface Engine
Overview: SASECRSP Interface Engine
Introduction
Opening a Database
Using Your Opened Database
Getting Started: SASECRSP Interface Engine
Structure of a SAS Data Set That Contains Time Series Data
Reading CRSP Data Files
Using the SAS DATA Step
Using SAS Procedures
Using CRSP Date Formats, Informats, and Functions
Syntax: SASECRSP Interface Engine
The LIBNAME
libref
SASECRSP Statement
Details: SASECRSP Interface Engine
Using the Inset Option
The SAS Output Data Set
Understanding CRSP Date Formats, Informats, and Functions
Examples: SASECRSP Interface Engine
Specifying PERMNOs and RANGE on the LIBNAME Statement
Using the LIBNAME Statement to Access All Keys
Accessing One PERMNO Using No RANGE
Specifying Keys Using the INSET= Option
Specifying Ranges for Individual Keys with the INSET= Option
Converting Dates By Using the CRSP Date Functions
Comparing Different Ways of Accessing CCM Data
Comparing PERMNO and GVKEY Access of CRSP Stock Data
Using Fiscal Date Range Restriction
Using Different Types of Range Restrictions in the INSET
Using INSET Ranges with the LIBNAME RANGE Option
Data Elements Reference: SASECRSP Interface Engine
Available CRSP Stock Data Sets
Available Compustat Data Sets
Available CRSP Indices Data Sets
References
Acknowledgments
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Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
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