TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 245

SAS/Ets User's Guide 245. 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 | 2432 F Chapter 35 The SASECRSP Interface Engine Output Contents of Date Conversions By Using the CRSP Date Functions Alphabetic List of Variables and Attributes Variable Type Len Format 1 crspdt Num 8 CRSPDTD8. 2 crspdt2 Num 8 CRSPDTD8. 3 crspdt3 Num 8 CRSPDTD8. 7 intdt Num 8 8. 8 intdt2 Num 8 8. 9 intdt3 Num 8 8. 4 sasdt Num 8 YYMMDD6. 5 sasdt2 Num 8 YYMMDD6. 6 sasdt3 Num 8 YYMMDD6. Example Comparing Different Ways of Accessing CCM Data You can use three different ways to select CCM data by the primary key GVKEY or by either of the two secondary keys PERMNO and PERMCO. This section demonstrate the three different ways. This example retrieves data on Cimflex Teknowledge Corporation which was previously known as Teknowledge Inc. This company is considered a single entity by the CRSP Stock database and is identified by PERMNO 10083 and PERMCO 8026. The Compustat database however considers Teknowledge Inc. and Cimflex Teknowledge Corporation as two separate entities and each has its own GVKEY. Thus PERMNO 10083 maps to GVKEYs 11947 and 15495 and PERMCO 8026 has the identical relationship. Access by PERMNO and PERMCO are equivalent in this case but differ from access by GVKEY. PERMNO PERMCO access retrieves data only within the active period of the links and only the primary linked GVKEY is used for header access. In contrast GVKEY access provides wide-open full data for both GVKEYs. See PERMNO option for more details. titlel Comparing various access methods for CCM data libname _all_ clear assign libnames for the three different access methods libname crspla sasecrsp sysget CRSP_CST setid 200 permno 10083 range 19870101-19900101 libname crsp1b sasecrsp sysget CRSP_CST setid 200 permco 8026 range 19870101-19900101 libname crsp2 sasecrsp sysget CRSP_CST setid 200 gvkey 11947 gvkey 15495 range 19870101-19900101 Example Comparing Different Ways of Accessing CCM Data F 2433 title2 PERMNO 10083 access of CCM data title3 Sales Net data permnoaccess set .

• Tài chính doanh nghiệp
• Hướng dẫn sử dụng SAS ETS
• các mô hình phân tích tài chính
• báo cáo tài chính
• phân tích đầu tư
• phân tích tính khả dụng các khoản đầu tư