https://communities.sas.com/t5/SAS-Data-Management/How-to-merge-the-data-from-Compustat-Quarterly-and-CRSP-monthly/m-p/556142#M17034 <P><a href="https://communities.sas.com/t5/user/viewprofilepage/user-id/267657">@fongdo</a>&nbsp;</P> <P>Please don't post the same question multiple times.&nbsp;</P> <P>Haven't you already got an answer here?&nbsp;<A href="https://communities.sas.com/t5/SAS-Programming/How-to-merge-the-data-from-Compustat-Quarterly-and-CRSP-monthly/m-p/555548" target="_blank">https://communities.sas.com/t5/SAS-Programming/How-to-merge-the-data-from-Compustat-Quarterly-and-CRSP-monthly/m-p/555548</A>&nbsp;</P> <P>&nbsp;</P> Sat, 04 May 2019 03:39:45 GMT Patrick 2019-05-04T03:39:45Z https://communities.sas.com/t5/SAS-Data-Management/How-to-merge-the-data-from-Compustat-Quarterly-and-CRSP-monthly/m-p/555814#M17030 <P>I would like to merge the data from Compustat (Quarterly) and CRSP (monthly) by FimID. I have created COMP_T and CRSP_T by merging year and month. Now I would like to get a new dataset where for each FirmID, every month of COMP_T is merged with next three months of CRSP_T. For example, 197912 of COMP_T is merged with the data of 198001, 198002, and 198003 from CRSP_T. Please see a small sample below:&nbsp; &nbsp; &nbsp; Thank you very much for your help.&nbsp; &nbsp; &nbsp;</P><P><STRONG>HAVE</STRONG></P><P>Compustat</P><P>FrimID&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;COMP_DATE&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; COMP_T&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset&nbsp;&nbsp;&nbsp;&nbsp;</P><P>1&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;31/12/1979&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197912&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 10&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P><P>1&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;31/03/1980&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198003&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 20</P><P>2&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;30/09/1980&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198009&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 30</P><P>&nbsp;</P><P>CRSP</P><P>FrimID&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;CRSP_DATE&nbsp; &nbsp; &nbsp; CRSP_T&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;Return</P><P>1&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 31/12/1979&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 197912&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.04</P><P>1&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 31/01/1980&nbsp; &nbsp; &nbsp; &nbsp; &nbsp;198001&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.02</P><P>1&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 29/02/1980&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198002&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.03</P><P>1&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 31/03/1980&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198003&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.04</P><P>1&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 30/04/1980&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198004&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.10&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P><P>1&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 31/05/1980&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198005&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.09</P><P>1&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 30/06/1980&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198006&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.07</P><P>2&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 30/09/1980&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 198009&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.05</P><P>2&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 31/10/1980&nbsp; &nbsp; &nbsp; &nbsp; &nbsp;198010&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.06</P><P>2&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 30/11/1980&nbsp; &nbsp; &nbsp; &nbsp; &nbsp;198011&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;0.09</P><P>2&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 31/12/1980&nbsp; &nbsp; &nbsp; &nbsp; &nbsp;198012&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 0.14</P><P>&nbsp;</P><P><STRONG>WANT</STRONG></P><P>FrimID&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;COMP_T&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; CRSP_T&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset&nbsp;&nbsp;&nbsp;&nbsp; Return</P><P>1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;<STRONG>197912&nbsp;&nbsp;</STRONG>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;198001&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 10&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.02</P><P>1&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;197912&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;198002&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 10&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.03</P><P>1&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;197912&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<STRONG>198003</STRONG>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 10&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.04</P><P>1&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;<STRONG>198003&nbsp;&nbsp;</STRONG>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;198004&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 20&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.10&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;</P><P>1&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;198003&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;198005&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 20&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.09</P><P>1&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;198003&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<STRONG>198006&nbsp;&nbsp;</STRONG>&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 20&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.07</P><P>2&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<STRONG>198009</STRONG>&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;198010&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 30&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.06</P><P>2&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;198009&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;198011&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; 30&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.09</P><P>2&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;198009&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;<STRONG>198012&nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp; &nbsp;&nbsp;</STRONG>30&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.14</P> Fri, 03 May 2019 00:13:45 GMT https://communities.sas.com/t5/SAS-Data-Management/How-to-merge-the-data-from-Compustat-Quarterly-and-CRSP-monthly/m-p/555814#M17030 fongdo 2019-05-03T00:13:45Z https://communities.sas.com/t5/SAS-Data-Management/How-to-merge-the-data-from-Compustat-Quarterly-and-CRSP-monthly/m-p/556142#M17034 <P><a href="https://communities.sas.com/t5/user/viewprofilepage/user-id/267657">@fongdo</a>&nbsp;</P> <P>Please don't post the same question multiple times.&nbsp;</P> <P>Haven't you already got an answer here?&nbsp;<A href="https://communities.sas.com/t5/SAS-Programming/How-to-merge-the-data-from-Compustat-Quarterly-and-CRSP-monthly/m-p/555548" target="_blank">https://communities.sas.com/t5/SAS-Programming/How-to-merge-the-data-from-Compustat-Quarterly-and-CRSP-monthly/m-p/555548</A>&nbsp;</P> <P>&nbsp;</P> Sat, 04 May 2019 03:39:45 GMT https://communities.sas.com/t5/SAS-Data-Management/How-to-merge-the-data-from-Compustat-Quarterly-and-CRSP-monthly/m-p/556142#M17034 Patrick 2019-05-04T03:39:45Z https://communities.sas.com/t5/SAS-Data-Management/How-to-merge-the-data-from-Compustat-Quarterly-and-CRSP-monthly/m-p/556248#M17038 Also, it seems that you get somewhat hang if your data, so it could be expected that you could show some effort on a query.<BR />If you have no idea, start at the school bench (like the free online SAS Programming training). Sun, 05 May 2019 11:45:07 GMT https://communities.sas.com/t5/SAS-Data-Management/How-to-merge-the-data-from-Compustat-Quarterly-and-CRSP-monthly/m-p/556248#M17038 LinusH 2019-05-05T11:45:07Z