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SAS/Ets 9.22 User's Guide 242. Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments | 2402 F Chapter 35 The SASECRSP Interface Engine Using the SAS DATA Step If desired you can store the selected series in a SAS data set by using the SAS DATA step. You can also perform other operations on your data inside the DATA step. Once the data is in a SAS data set you can use it as you would any other SAS data set. Using SAS Procedures You can print the output SAS data set by using the PRINT procedure and you can report information concerning the contents of your data set by using the CONTENTS procedure. You can also create a view of the CRSPAccess database by using the SQL procedure in conjunction with a SASECRSP libref. See Example 35.11 later in this chapter for an example with PROC SQL. Viewtable enables you to view your data by double-clicking on a SASECRSP libref in the LIBNAME window of the SAS Display Manager. Using CRSP Date Formats Informats and Functions Historically CRSP has used two different methods to represent dates and SAS has used a third. The SASECRSP engine provides 23 functions 15 informats and 10 formats to enable you to easily translate the dates from one internal representation to another. See the section Understanding CRSP Date Formats Informats and Functions on page 2416 for details. Syntax SASECRSP Interface Engine The SASECRSP engine uses standard engine syntax. Options used by SASECRSP are summarized in Table 35.5. The LIBNAME libref SASECRSP Statement F 2403 Table 35.5 Summary of LIBNAME libref Option Description SETID specifies which CRSP database subset to open This option is required. See Table 35.1 for complete list of supported SETIDs. PERMNO PERMCO CUSIP HCUSIP TICKER specifies a CRSP PERMNO to be selected for access specifies a CRSP PERMCO to be selected for access specifies a current CUSIP to be selected for access specifies a historic CUSIP to be selected for access specifies a TICKER to be selected for access for active companies only SICCD GVKEY INDNO RANGE specifies a SIC Code to be selected for access specifies a .
