WRDS currently populates FR Y-9C data quarter by quarter in individual datasets, like BHCF200803, BHCF200806, BHCF200809 and so on. WRDS has not stacked those individual datasets to formulate a single time-series dataset like COMPUSTAT.<\/p>\n
There are two ways to overcome this:<\/p>\n
%let wrds = wrds-cloud.wharton.upenn.edu 4016; \r\n options comamid=TCP remote=wrds;\r\n signon username = _prompt_;\r\n\r\nlibname local \"D:\\\";\r\n\r\nrsubmit;\r\n\r\n %let start = 2008Q1; \/*define start quarter *\/ \r\n %let end = 2009Q4; \/*define end quarter *\/ \r\n %let var = rssd9001, rssd9999, bhck2170; \/*define selected variables *\/\r\n\r\n %macro date_loop(start,end);\r\n \/*converts the dates to SAS dates*\/\r\n %let start=%sysfunc(inputn(&start,anydtdte9.));\r\n %let end=%sysfunc(inputn(&end,anydtdte9.));\r\n \/*determines the number of quarters between the two dates*\/\r\n %let dif=%sysfunc(intck(quarter,&start,&end));\r\n %do i=0 %to &dif;\r\n \/*advances the date i quarters from the start date and applies the yymmn. format*\/\r\n %let date=%sysfunc(putn(%sysfunc(intnx(quarter,&start,&i,e)),yymmn.));\r\n bank.bhcf&date\r\n %end;\r\n %mend;\r\n \r\ndata tsbhc;\r\n set %date_loop(&start,&end);\r\nrun;\r\n\r\nproc sql;\r\n create table bhcdata as\r\n select &var from tsbhc;\r\nquit;\r\n\r\nproc download data=bhcdata out=local.bhcdata; run;\r\n\r\nendrsubmit;\r\nsignoff;<\/pre>\n<\/p>\n","protected":false},"excerpt":{"rendered":"
WRDS currently populates FR Y-9C data quarter by quarter in individual datasets, like BHCF200803, BHCF200806, BHCF200809 and so on. WRDS has not stacked those individual datasets to formulate a single time-series dataset like COMPUSTAT. There are two ways to overcome … Continue reading