Wharton Research Data Services (WRDS) is the award-winning research platform and business intelligence tool for over 30,000 corporate, academic, government and nonprofit clients at over 375 institutions in 33 countries.
Questions tagged [wrds-compusat]
22 questions
0
votes
0 answers
Issue with connecting with API on WRDS batch jobs
I am trying to run a sas file as a batch job on the WRDS cloud. This includes pulling a large amount of data from an API. When running the SAS file in the WRDS online SAS studio the file works as expected. When using the batch job it creates the…
Andre
- 123
- 1
- 13
0
votes
2 answers
How to create a cumulative variable that groups by PERMNO and arranges by date in R
I have a dataframe with variables from COMPUSTAT containing data on various accounting items, including SG&A expenses from different companies.
I want to create a new variable in the dataframe which accumulates the SG&A expenses for each company in…
Fredrik Clement
- 65
- 6
0
votes
1 answer
How to fix errors connecting to 'wrds' database?
I'm trying to connect to 'wrds' database using the function 'WRDS.Connection()' from module 'wrds',I entered my username and password, but it recommends me to set up a .pgfile and raise error.
import wrds
conn = wrds.Connection()
Enter your WRDS…
Song Calderone Zhang
- 411
- 3
- 12
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2 answers
SAS NOTSORTED Equivalent
I was using the following code to analyze data:
set taq.cq_&yyyymmdd:;
by symbol date time NOTSORTED ex;
There are are thousands of datasets I am running the code on in the unit of days. When &yyyymmdd only specifies one dataset (for one day.…
Jinhua Wang
- 1,679
- 1
- 17
- 44
0
votes
3 answers
SAS Merge By Not Working
The following is a macro I wrote to left out join two datasets.
/*
* Macro to add the t-rate to the data
*/
%MACRO RFRATE(WITHOUT_RATE, WITH_RATE);
/*read the tbill rate data*/
data TBRATE;
INFILE "T-RATE/T-RATE-FORMATTED.csv"
DELIMITER = ","
…
Jinhua Wang
- 1,679
- 1
- 17
- 44
0
votes
3 answers
subtract rows from data frame in R with two factors using zoo or better package
I have a data.frame ordered by companies ("gvkey") and calendar quarters ("datafqtr") and and additional variable (for example, "day")
gvkey datafqtr dvy
1 1001 1983Q1 0.50
2 1001 1983Q2 1.50
3 1001 1983Q3 2.00
4 1001 1983Q4 4.50
5 …
dleal
- 2,244
- 6
- 27
- 49
0
votes
2 answers
linking crsp and compustat in R via WRDS
I am using R to connect to WRDS. Now, I would like to link compustat and crsp tables. In SAS, this would be achieved using macros and the CCM link table. What would be the best way to approach this topic in R?
PROGRESS UPDATE:
I downloaded crsp,…
Timo Predoehl
- 49
- 5