The SASECRSP Interface Engine

You can use the SAS DATA step to write the selected CRSP data to a SAS data set. This enables you to easily analyze the data by using SAS. When you specify the name of the output data set in the DATA statement, the engine supervisor creates a SAS data set by using the specified name in either the SAS Work library or, if specified, the User library.

The contents of the SAS data set include the date of each observation, the series name of each series read from the CRSPAccess database, event variables, and the label or description of each series/event or array.

You can use PROC PRINT and PROC CONTENTS to print your output data set and its contents. Alternatively, you can view your SAS output observations by opening the desired output data set in a SAS Explorer window. You can also use PROC SQL with the SASECRSP engine libref to create a custom view of your data.

In general, CRSP missing values are represented as ‘.’ in the SAS data set. When accessing the CRSP US STOCK data, the SASECRSP engine uses the mapping shown in Table 38.5 for converting CRSP missing values into SAS missing codes.