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format data set occupies considerably more disk storage space than a
vertical format data set.
INDEX Includes market index returns in the file. The default is not to
include market index returns.
OUTSAS= Specifies a two-level sas name (libref.membername) under which
to create the sas data set containing the returns. This is valid only
with the HSAS or VSAS option.
SHRCODE Causes Eventus to store the two-digit share code from the crsp
database’s name history array as the variable SHRCODE in any OUTSAS
data set.
SIC Causes Eventus to read the sic code from the crsp database and to add
the variable SICCODE to any output sas data set.
TEXT This is the default. Eventus writes the prices on a file that people can
read. The data are arranged in columns, with each row reporting the
permno, identification variable if applicable, crsp date, and return. All
the data for the first stock are listed, with each trading day or month
on its own row, followed by all the data for the second stock, and so
on.
Specify the file name or fileref (a sas file shortcut, or on mainframe
systems, a DDname) to which to write the returns with the EXTFILE=
option on the RETURNS statement. If the argument of EXTFILE is a
file name, it may include the path but must not include any blank or
period. On most systems, a .dat extension will be added to the file
name automatically. On mainframe systems where files must be preallocated, the file should have a logical record length of 80 or longer,
a fixed block format, and a block size that conforms to your system’s
rules.
VALUE|BOTH In the absence of one of these options, Eventus includes only
equally weighted market index returns in the output when the INDEX
option is specified. Specify VALUE to change to the value weighted index
(or the alternative index indicated by SP500 or COMPOSIT specified on
the REQUEST statement) or BOTH to get both.
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