TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 243

SAS/Ets User's Guide 243. 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 | 2412 F Chapter 35 The SASECRSP Interface Engine the Stock database with the three specified TICKERs. Note the use of shorthand in specifying the INSET option. The datelfield date2field and datetype fields are all omitted thereby using the default of no range restriction though the range restriction set by the RANGE on the LIBNAME statement still applies . For details including sample output see Example data indices indno 1000000 output NYSE Value-Weighted Market Index indno 1000001 output NYSE Equal-Weighted Market Index run libname ind2 sasecrsp sysget CRSP_MSTK setid 420 inset indices INDNO INDNO range 19990101-19990401 title2 Total Returns for NYSE Value and Equal Weighted Market Indices proc print data label run data companies permco 8045 output Oracle permco 20483 output Citigroup run libname comp2 sasecrsp sysget CRSP_CST setid 200 inset companies PERMCO PERMCO range 20040101-20040531 title2 Link Info of Selected PERMCOs proc print data label run title3 Dividends Per Share for Oracle and Citigroup proc print data label run data securities ticker BAC output Bank of America ticker DUK output Duke Energy ticker GSK output GlaxoSmithKline run libname sec3 sasecrsp sysget CRSP_MSTK setid 20 inset securities TICKER TICKER range 19970820-19970920 title2 PERMNOs and General Header Info of Selected TICKERs proc print data keep permno htick htsymbol label run title3 Average Price for Bank of America Duke and GlaxoSmithKline proc print data label run Key-Specific Date Range Restriction with Insets Suppose you not only want to select keys with your inset but also want to specify a date range restriction for each key individually. The following example shows how to do this. Again shorthand Using the Inset Option F 2413 enables you to omit the datetype field. The provided dates default to a calendar interpretation. For details including the sample output see Example . title2 INSET testin2 uses date ranges along

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