The SASECRSP Interface Engine
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Overview
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Getting Started
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Syntax
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Details
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ExamplesSpecifying PERMNOs and RANGE on the LIBNAME StatementUsing the LIBNAME Statement to Access All KeysAccessing One PERMNO Using No RANGESpecifying Keys Using the INSET= OptionSpecifying Ranges for Individual Keys with the INSET= OptionConverting Dates By Using the CRSP Date FunctionsComparing Different Ways of Accessing CCM DataComparing PERMNO and GVKEY Access of CRSP Stock DataUsing Fiscal Date Range RestrictionUsing Different Types of Range Restrictions in the INSETUsing INSET Ranges with the LIBNAME RANGE Option
- References
Reading CRSP Data Files
The SASECRSP engine supports reading time series, events, portfolios, and group data from CRSPAccess databases. The SETID that you specify determines the database that is read. See Table 39.1 for a list of possible databases. The CRSP environment variable CRSPDB_SASCAL must be defined before the SASECRSP engine can access the CRSPAccess database calendars that provide the time ID variables and enable the libref to be successfully assigned.