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
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Using Your Opened Database
After the libref is assigned, the database is opened. You can retrieve data for any member that you want in the opened database. For a complete description of available data sets and their fields, see the section Data Elements Reference: SASECRSP Interface Engine. You can also use the SAS DATA step to perform further subsetting and to store the resulting time series in a SAS data set. Because CRSP and SAS use three different date representations, you can use the engine-provided CRSP date formats, informats, and functions for your data processing needs. See the section Understanding CRSP Date Formats, Informats, and Functions as well as Example 39.6 later in this chapter for more information about dates with SASECRSP.
SASECRSP for SAS 9.32 supports Linux X86(32-bit), Linux X64 (64-bit), Solaris Sun Ultra Sparc, Solaris on Intel x86, and both 32-bit and 64-bit Windows. Prior releases supported Linux, Solaris,and 32-bit Windows.