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famafrenchindustries's Introduction

FamaFrenchIndustries

SAS macros to assign Fama French industry classification codes based on SIC number.

Macro files are currently available for FF 48, 38, 12, and 5 groupings.

Authors

Usage

Standard SAS macro usage. See the top of each file for instructions.

Changelog

(will be added as new versions are posted)

Questions and bug reports

If you have questions or experience problems please use the issues tab of this repository.

Acknowledgements

Thank you to Kenneth French for providing the classification codes on his website.

Jess Blocker Smith contributed to the FF38 code. Excerpts of the FF48 code were taken from unknown authors.

famafrenchindustries's People

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famafrenchindustries's Issues

Errorabend - Why force SAS to close when it comes across an error?

Hi Ed,

Thanks for making this available - very useful!

Can you help me understand why you use the ERRORABEND option in your macro? Is it caution to ensure you don't move forward with an error from the macro output, or is there more to it than that?

Do you also use it outside of your macros? I'm wondering if I should add the NOERRORABEND option at the end of the macro or adopt using ERRORABEND more broadly in my code.

Thanks!

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