The SASECRSP Interface Engine

Example 46.1 Specifying PERMNOs and Range in the LIBNAME Statement

The following statements show how to set up a LIBNAME statement to extract data for certain selected PERMNOs during a specific time period. The result is shown in Output 46.1.1.

title2 'Define a range inside the data range';
title3 'My range is ( 19950101-19960630 )';

libname _all_ clear;
libname testit1 sasecrsp "%sysget(CRSP_MSTK)"
        setid=20
        permno=81871    /* Desired PERMNOs are selected   */
        permno=82200    /* via the libname PERMNO= option */
        permno=82224
        permno=83435
        permno=83696
        permno=83776
        permno=84788
        range='19950101-19960630';

proc print data=testit1.ask;
run;

Output 46.1.1: ASK Monthly Time Series Data with RANGE= Option

Define a range inside the data range
My range is ( 19950101-19960630 )

Obs PERMNO CALDT ASK
1 81871 19950731 18.25000
2 81871 19950831 19.25000
3 81871 19950929 26.00000
4 81871 19951031 26.00000
5 81871 19951130 25.50000
6 81871 19951229 24.25000
7 81871 19960131 22.00000
8 81871 19960229 32.50000
9 81871 19960329 30.25000
10 81871 19960430 33.75000
11 81871 19960531 27.50000
12 81871 19960628 30.50000
13 82200 19950831 49.50000
14 82200 19950929 62.75000
15 82200 19951031 88.00000
16 82200 19951130 138.50000
17 82200 19951229 139.25000
18 82200 19960131 164.25000
19 82200 19960229 51.00000
20 82200 19960329 41.62500
21 82200 19960430 61.25000
22 82200 19960531 68.25000
23 82200 19960628 62.50000
24 82224 19950929 46.50000
25 82224 19951031 48.50000
26 82224 19951130 47.75000
27 82224 19951229 49.75000
28 82224 19960131 49.00000
29 82224 19960229 47.00000
30 82224 19960329 53.00000
31 82224 19960430 55.50000
32 82224 19960531 54.25000
33 82224 19960628 51.00000
34 83435 19960430 30.25000
35 83435 19960531 28.00000
36 83435 19960628 21.00000
37 83696 19960628 19.12500