我是SAS的新手,当我将我的计算机与SAS连接到WRDS (沃顿研究数据服务)时,我遇到了一个问题。我想要计算一些投资组合,我正在运行这段代码。
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Program Description : MOMENTUM PORTFOLIOS OF JEGADEESH AND TITMAN (JF, 1993)
USING MONTHLY RETURNS FROM CRSP
Created by : G. Cici, WRDS
Modified by : R. Moussawi, WRDS
Date Created : November 2004
Date Modified : May 2007
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%let wrds = wrds.wharton.upenn.edu 4016;
options comamid=TCP remote=WRDS;
signon username=_prompt_;
rsubmit;
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1. Specifying Options
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*** NUMBER OF PRIOR MONTHS USED TO CREATE MOMENTUM PORTFOLIOS;
%let J=6; * J can be between 3 to 12 months;
*** HOLDING PERIOD IN MONTHS AFTER PORTFOLIO CREATION;
%let K=6; * K can be between 3 to 12 months;
*** Footnote 4 page 69: 1965-1989 are the dates of portfolio holding periods;
*** BEGINING SAMPLE PERIOD;
%let begyear=1965;
*** ENDING SAMPLE PERIOD;
%let endyear=1989;
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2. Get Historical Exchange Codes and Share Codes for Common Stocks
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* Merge historical codes with CRSP Monthly Stock File;
proc sql;
create table msex1
as select a.permno, a.date, a.ret, b.exchcd, b.shrcd
from crsp.msf(keep=date permno ret) as a
left join crsp.mseall(keep=date permno exchcd shrcd) as b
on a.permno=b.permno and a.date= b.date;
quit;首先,我提供连接到wrds的用户名和密码,然后,它会给出一条错误消息,内容如下:
Libname CRSP is not assigned你知道为什么会发生这种情况吗?谢谢!
发布于 2015-05-19 09:50:11
您提交的要远程运行的代码需要夹在rsubmit;和endrsubmit;之间。您缺少endrsubmit;。看起来SAS试图在没有分配libname crsp的地方本地运行代码。
https://stackoverflow.com/questions/30313237
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