CRSP
(→CRSP, COMPUSTAT, CCM) |
(→WEB Access R) |
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| Line 72: | Line 72: | ||
* apply for login-credentials andreas.loibl@univie.ac.at | * apply for login-credentials andreas.loibl@univie.ac.at | ||
* http://calc.isor.univie.ac.at:8787 | * http://calc.isor.univie.ac.at:8787 | ||
| + | * explore some commands | ||
| + | #system.time() | ||
| + | library(data.table, crsp) | ||
| + | setwd('~/crsp') | ||
| + | getwd() | ||
| + | myheaders <- data.table(crsp.data.usstock('sfz_hdr')) | ||
| + | myEGASHeaders <- myheaders[HTSYMBOL %like% "EGAS" & BEGDT > "1986-01-8"]$KYPERMNO | ||
| + | myMonthly <- crsp.data.usstock("sfz_mth") | ||
| + | nrow(myMonthly) | ||
| + | ncol(myMonthly) | ||
| + | head(myMonthly,10) | ||
| + | # myTechies <- read.csv('/home/su/crsp/techcompanies.tickers', header = FALSE) | ||
| + | myTechies <- scan(file = 'techcompanies.tickers', what = 'character', sep = ',') | ||
| + | myTechiesHeaders <- myheaders[myheaders$HTSYMBOL %in% c(myTechies)] | ||
| + | #fileDsk <- tempfile("MyTechiesHeaders") | ||
| + | fileDsk <- "MyTechiesHeaders" | ||
| + | #setwd("~/R_workspace/from_uspace/privat/crsp_sample1/") | ||
| + | write.table(t(myTechiesHeaders), file='./MyTechiesHeaders') | ||
| + | # file.show(fileDsk) | ||
| + | # if(interactive()) file.show(fileDsk) | ||
| + | unlink(fileDsk) # tidy up | ||
| + | myTechiesData <- myMonthly[myMonthly$KYPERMNO %in% c(myTechiesHeaders$KYPERMNO),] | ||
| + | plot.ts(log(myTechiesData$MPRC)) | ||
| + | |||
| + | #MyEGASData <- myMonthly[myMonthly$KYPERMNO %in% c(myEGASHeaders),] | ||
| + | #head(MyEGASData) | ||
| + | #tail(MyEGASData) | ||
| + | #plot.ts(MyEGASData$MPRC) | ||
Revision as of 15:02, 16 March 2021
Contents |
1 CRSP, COMPUSTAT, CCM
1.1 CUPL Tools
1.1.1 access to your remote text terminal
1.1.1.1 require credentials
email the VDC sysadmin to provide credentials and get your remote text terminal prepared.
- host: crsp.vdc.univie.ac.at
- user: your username
- password: your password
1.1.2 VPN
If working from home you have to establish a Virtual Private Network (VPN) to Uni first (see ZID/VPN).
1.1.3 SSH
If working from Windows, you might need to install an SSH-client (like PUTTY) to use Secure Shell (SSH) to connect to your terminal. Accept the server key.
Also see ZID's explanation
1.1.4 usage of a terminal
Now you work remotely and use the remote host's command line (which is the bash shell, don't type the beginning "$", which is the prompt):
the midnight-commander (mc) provides a built-in editor mcedit (exit it with Alt+0)
$ mc
$ mcedit ts_samp7.rqt
e.g. use ts_print to process a requirementfile ts_samp7.rqt and get the output ts_samp7.out:
$ ts_print ts_samp7.rqt
use mc / mcedit to look into ts_samp7.out:
$ mcedit ts_samp7.out
use e.g. this command to get the switches for the command crsp_print:
$ crsp_print /d1 /var/crsp/2019-07/crspdata/cmz201807
1.1.5 download the results onto your desktop / laptop
use an SFTP client like CyberDuck on a Mac or WinScp on Windows to download the results (e.g. ts_samp7.out) onto your desktop for further processing. Provide your SSH credentials:
1.1.6 documentation
Please read some manuals to gain experience with the ts_sampleX.rqt files in your home directory
- CRSP Utilities and Program Libraries (CUPL)
- CCM Data Guide
- and maybe the xf-understanding_the_data guide.
- collected thoughts .
1.2 WEB Access R
- apply for login-credentials andreas.loibl@univie.ac.at
- http://calc.isor.univie.ac.at:8787
- explore some commands
#system.time()
library(data.table, crsp)
setwd('~/crsp')
getwd()
myheaders <- data.table(crsp.data.usstock('sfz_hdr'))
myEGASHeaders <- myheaders[HTSYMBOL %like% "EGAS" & BEGDT > "1986-01-8"]$KYPERMNO
myMonthly <- crsp.data.usstock("sfz_mth")
nrow(myMonthly)
ncol(myMonthly)
head(myMonthly,10)
# myTechies <- read.csv('/home/su/crsp/techcompanies.tickers', header = FALSE)
myTechies <- scan(file = 'techcompanies.tickers', what = 'character', sep = ',')
myTechiesHeaders <- myheaders[myheaders$HTSYMBOL %in% c(myTechies)]
#fileDsk <- tempfile("MyTechiesHeaders")
fileDsk <- "MyTechiesHeaders"
#setwd("~/R_workspace/from_uspace/privat/crsp_sample1/")
write.table(t(myTechiesHeaders), file='./MyTechiesHeaders')
# file.show(fileDsk)
# if(interactive()) file.show(fileDsk)
unlink(fileDsk) # tidy up
myTechiesData <- myMonthly[myMonthly$KYPERMNO %in% c(myTechiesHeaders$KYPERMNO),]
plot.ts(log(myTechiesData$MPRC))
#MyEGASData <- myMonthly[myMonthly$KYPERMNO %in% c(myEGASHeaders),] #head(MyEGASData) #tail(MyEGASData) #plot.ts(MyEGASData$MPRC)
