tailieunhanh - SAS/ETS 9.22 User's Guide 244

SAS/Ets User's Guide 244. 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 | 2422 F Chapter 35 The SASECRSP Interface Engine Example Using the LIBNAME Statement to Access All Keys To set up the libref to access all keys no key options such as PERMNO TICKER or GVKEY are specified on the LIBNAME statement and no INSET option is used. Use of any of these options causes the engine to limit access to only specified keys or specified insets. When no such options are specified the engine correctly defaults to selecting all keys in the database. Other LIBNAME options such as the RANGE option can still be used normally to limit the time span of the data in other words to define the date range of observations. In this example no key-specifying options are used. This forces the engine to default to all PERMNOs in the monthly STK database. The range given on the LIBNAME behaves normally and data is limited to the first two months of 1995. title2 Define a range inside the data range title3 My range is 19950101-19950228 libname _all_ clear libname testit2 sasecrsp sysget CRSP_MSTK setid 20 range 19950101-19950228 data a set obs 30 run proc print data a run The result is shown in Output . Example Using the LIBNAME Statement to Access All Keys F 2423 Output All PERMNOs of ASK Monthly with RANGE Define a range inside the data range My range is 19950101-19950228 Obs PERMNO CALDT ASK 1 10001 19950131 2 10001 19950228 3 10002 19950131 4 10002 19950228 5 10003 19950131 6 10003 19950228 7 10009 19950131 8 10009 19950228 9 10010 19950131 10 10010 19950228 11 10011 19950131 12 10011 19950228 13 10012 19950131 14 10012 19950228 15 10016 19950131 16 10016 19950228 17 10018 19950131 18 10018 19950228 19 10019 19950131 20 10019 19950228 21 10021 19950131 22 10021 19950228 23 10025 19950131 24 10025 19950228 25 10026 19950131