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Overview
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The SASECRSP Interface Engine

  • Overview Procedure Overview
    Introduction Opening a Database Using Your Opened Database
  • Getting Started Getting Started
    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 Procedure Syntax
    The LIBNAME libref SASECRSP Statement
  • Details Procedure Details
    Using the Inset Option The SAS Output Data Set Understanding CRSP Date Formats, Informats, and Functions Data Elements Reference: SASECRSP Interface Engine Available CRSP Stock Data Sets Available Compustat Data Sets Available CRSP Indices Data Sets
  • Examples Procedure Examples
    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
  • References
 

Overview: SASECRSP Interface Engine

  • Introduction
  • Opening a Database
  • Using Your Opened Database
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