The SASECRSP Interface Engine

CRSP dates use two types of formats, and five frequencies are available for each type. The two types are exact dates (CRSPDT*) and range dates (CRSPDR*), where the '*' can be A for annual, Q for quarterly, M for monthly, W for weekly, or D for daily. The ten types are CRSPDTA, CRSPDTQ, CRSPDTM, CRSPDTW, CRSPDTD, CRSPDRA, CRSPDRQ, CRSPDRM, CRSPDRW, and CRSPDRD.

Table 46.7 shows some samples that use the monthly and daily calendar as examples. The Annual (CRSPDTA and CRSPDRA), Quarterly (CRSPDTQ and CRSPDRQ), and Weekly (CRSPDTW and CRSPDRW) formats work analogously.

CRSP dates use three types of informats, and five frequencies are available for each type. The three types are exact (@CRSPDT*), range (@CRSPDR*), and backward (@CRSPDB*) dates, where the '*' can be A for annual, Q for quarterly, M for monthly, W for weekly, or D for daily. The 15 formats are @CRSPDTA, @CRSPDTQ, @CRSPDTM, @CRSPDTW, @CRSPDTD, @CRSPDRA, @CRSPDRQ, @CRSPDRM, @CRSPDRW, @CRSPDRD, @CRSPDBA, @CRSPDBQ, @CRSPDBM, @CRSPDBW, and @CRSPDBD.

The five CRSPDT* informats find exact matches only. The five CRSPDR* informats look for an exact match, and if an exact match is not found, they go forward, matching the CRSPDR* formats. The five CRSPDB* informats look for an exact match, and if an exact match is not found, they go backward.

Table 46.8 shows a sample that uses only the CRSP monthly calendar as an example. The daily, weekly, quarterly, and annual frequencies work analogously.

Table 46.9 shows the 22 date functions that the SASECRSP engine provides. The engine uses these functions internally, but they are also available to end users. There are seven groups of functions. The first four groups have five functions each, one for each CRSP calendar frequency. The next two functions are for converting between SAS and integer date formats.