Monday, February 2, 2015

SAS Program

(1)

找到一个SAS sample code网站,还有momentum和event study的code。





  1. Information for using WRDS at WVU

    www.be.wvu.edu/wrds/home/

    West Virginia University
    Information for using WRDS at WVU ... CCM (CRSP/Compustat Merged) User Guide. Training Session about CCM ... WRDS PC-SAS User Guide. SAS Basic  ...

(2) Fama French sample code

Using Eventus® for WRDS through PC SAS Connect ...

www.eventstudy.com/Eventus-for-WRDS-through-PC-SAS-Remote.pdf

Using Eventus® for WRDS through. PC SAS/Connect Remote Submission. Arnold R. Cowan. Cowan Research LC and Iowa State University. This version: April ...


(3) Compustat-CRSP

Retrieving Data from CRSP and Compustat Using the ...

www.kellogg.northwestern.edu/.../CRSP...

Kellogg School of Management
Jan 25, 2008 - Goals: Provide and overview of the CRSP and Compustat data and useSAS to ... Users may also connect to the WRDSserver using an X.
You visited this page on 2/2/15.

(4) IBES-CRSP-Compustat


  1. sas_util/ibes_link.sas at master · jblocher/sas_util · GitHub

    https://github.com/jblocher/sas_util/blob/master/ibes_link.sas

    Scores links from 0 (best link) to 6 */. /* */ ... SPEDIS(cname,comnam)=0 is a perfectscore and SPEDIS < 30 is usually .... else if name_dist < 30 then SCORE = 2;.
(5) first.gvkey; first.variable


  1. How the DATA Step Identifies BY Groups - SAS

    support.sas.com › ... › SAS 9.2 Documentation
    SAS Institute
    How SAS Determines FIRST. ... This example shows how SAS uses the FIRST.variable and LAST.variable to flag the beginning and end of four BY groups: State ...
    You visited this page on 2/3/15.
http://support.sas.com/documentation/cdl/en/lrcon/62955/HTML/default/viewer.htm#a000761931.htm


(6) SAS function - prxparse

265-29: An Introduction to Perl Regular Expressions in SAS 9

www2.sas.com/proceedings/sugi29/265-29.pdf
SAS Institute
by R Cody - ‎Cited by 6 - ‎Related articles
Both SAS regular expressions (the RX functions) and Perl regular expressions (the ... The PRXPARSE function is used to create a regular expression. Since this ...


Leone源程序(我喜欢用"源"这个字,任性)
rerisk=prxparse('/risk[sy]?[^\-]|uncertain/i');


我把程序改成了:
re_sp=prxparse('/spinoff*|spin-off*|spin off*|spinco/i');

貌似在每个关键词后加/i,行不通。也不知道/i放在最后,有没有囊括全部关键词,不区分大小写。*表示后面可能有更多字母,比如"s"但,也许[s]也是不错的选择。

我检测了一个文件,貌似大写在spinoff也是有用的!所以虽然只有一个/i,但是全文通用。




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