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PROC SCORE.sas

PROC SCORE DATA = NEWOBS SCORE = ESTREG OUT = NEWPRED TYPE = PARMS; /*Use X for Prediction*/ VAR X; RUN; PROC PRINT DATA = NEWPRED; TITLE ‘PREDICTED VALUES FOR THE NEW OBSERVATIONS’; RUN;

Constructs 4 different industry classifications based on SIC, NAICS, GICS and Fama-French industry classifications

/* ********************************************************************************* */ /* ******************** W R D S R E S E A R C H M A C R O S ******************** */ /* ********************************************************************************* */ /* WRDS Macro: INDCLASS */ /* Summary : Constructs 4 different industry classifications based on SIC, NAICS, */ /* GICS and Fama-French industry classifications */ /* */ […]

SAS #SAS

test /****************************************************************/ /* S A S S A M P L E L I B R A R Y */ /* */ /* NAME: SVMEX1 */ /* TITLE: Documentation Example 1 for PROC SURVEYMEANS */ /* PRODUCT: STAT */ /* SYSTEM: ALL */ /* KEYS: survey sampling, categorical data analysis */ /* KEYS: stratification, clustering […]

holden.sas

/* HOLDEN AND JACOBSEN MONTHLY TAQ (MTAQ) WRDS CLOUD-BASED CODE 2016-07-21 Our SAS code selects the Monthly TAQ (MTAQ) data that you want from WRDS, computes the National Best Bid and Offer (NBBO), computes standard liquidity measures, and downloads the output files to a PC. It was last updated on July 21, 2016. It is […]

S&P 500 Constituents from CRSP

proc sql; create table out.sp500 as select distinct a.permno, a.date, a.permco, c.ncusip as CUSIP, c.exchcd, c.tsymbol, c.shrcls from crsp.msf a, crsp.msp500list b, crsp.msenames c where a.permno = b.permno and b.start