I am trying to run a SAS program that worked fine under the old system. However, in the cloud, WRDS fails.
NOTE: Remote signon to WRDS commencing (SAS Release 9.04.01M2P072314).
ERROR: A communication subsystem partner link setup request failure has occurred.
ERROR: No route to host
ERROR: Remote signon to WRDS canceled.
ERROR: A link must be established by executing the SIGNON command before you can communicate with WRDS.
NOTE: Subsequent lines will be ignored until ENDRSUBMIT.
ERROR: Remote submit to WRDS canceled.
The code that I runs is as follows, it is really basic, see below.
Any help is welcome!
Martien
%let wrds = wrds-cloud.wharton.upenn.edu 4016;
/*%let wrds = wrds.wharton.upenn.edu 4016;*/
options comamid=TCP remote=wrds;
/*signon username=_prompt_;*/
signon username=blucap password="1234567garbled^&";
libname local "/home/vuwnz/blucap/roger/";
rsubmit;
data elist;
input permno begdat enddat ;
informat begdat yymmdd8. enddat yymmdd8. ;
format begdat yymmdd8. enddat yymmdd8. ;
datalines;
1695 19901231 19911231
1695 19910331 19920331
1695 19910630 19920630
1695 19910930 19920930
775 19900331 19910331
775 19900630 19910630
775 19900930 19910930
775 19901231 19911231
775 19910331 19920331
775 19910630 19920630
775 19910930 19920930
;
run;
proc sql;
create table return1
as select a.*, b.ret, b.date
from elist as a, crsp.msf(keep= date permno ret) as b
where a.permno = b.permno and (b.date > a.begdat and b.date <= a.enddat);
quit;
run;
proc sql;
create table return2
as select a.*, b.vwretd
from return1 as a, crsp.msi(keep= date vwretd) as b
where a.date= b.date ;
quit;
run;
data return3; set return2;
logret = log(1+ret);
logretw = log(1+vwretd);
proc sort;
by permno begdat enddat date;
proc means;
var logret logretw;
by permno begdat enddat;
output out=sumoflogs sum (logret logretw ) = cumlogret cumlogretw;
data mydata;
set sumoflogs;
cumret=exp(cumlogret) - 1;
cumretw=exp(cumlogretw) - 1;
keep permno begdat enddat cumret cumretw ;
proc download data=mydata out=local.returndata;
run;
endrsubmit;
proc print data=local.returndata (obs=30);
run;
proc export data=local.returndata outfile= "returns.dta" REPLACE;
run;
