CRSP
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
- use sftp to upload / download your date (like with your Online-Speicherplatz)
- http://calc.isor.univie.ac.at:8787
- explore some commands, for the sake of functionality only (not to make any sense)
###### Example#1
# search for "EGSA"and perform some actions
# comment, not interpreted
? system
? system.time()
help("crsp.data.usstock") ## we have licensed US-Stock 1925 and 4 US-Indices and CCM
system2("uptime") ## load average < 10 ! (otherwise too many concurrent users)
library(data.table, crsp)
setwd('~/crsp')
getwd()
myheaders <- data.table(crsp.data.usstock('sfz_hdr'))
myEGASHeaders <- myheaders[HTSYMBOL %like% "EGAS" & BEGDT > "1986-01-8"]$KYPERMNO
myMonthly <- crsp.data.usstock("sfz_mth")
nrow(myMonthly)
ncol(myMonthly)
head(myMonthly,10)
MyEGASData <- myMonthly[myMonthly$KYPERMNO %in% c(myEGASHeaders),]
head(MyEGASData)
tail(MyEGASData)
plot.ts(MyEGASData$MPRC)
######## Example #2
# read tickers from one file perform some operations and write results to another file
# myTechies <- read.csv('/home/su/crsp/techcompanies.tickers', header = FALSE)
myTechies <- scan(file = 'techcompanies.tickers', what = 'character', sep = ',')
myTechiesHeaders <- myheaders[myheaders$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))
