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Getting Started
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The SASECRSP Interface Engine
Overview
Introduction
Opening a Database
Using Your Opened Database
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
The LIBNAME libref SASECRSP Statement
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
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
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
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