Eventus 9 (and 8) for Windows installs several annotated sample programs in the My Eventus Files folder, typically (My) DocumentsEventus. Older examples on this page are still potentially useful, although in some cases there is now an easier way to do the same thing.
Additional examples appear in some of the FAQ answers, especially in the Tips, Tricks and Techniques section of the FAQ page.
Contents
Eventus 8 and 9 Non-CRSP Data Event Study Example
Fama-French calendar-time portfolio regression detailed discussion
Run Eventus for WRDS through PC SAS
Make a SAS data set to use as a request file
Eventus 8 and 9 buy-and-hold long-horizon event study example
Calendar-time portfolio long-horizon event study example
Companion-portfolio event study example
Old example: Eventus 7 non-CRSP data event study example
Old Example: Eventus event study and cross-sectional regression example
Old Example: Fama-French calendar-time portfolio regression detailed discussion
Eventus 8 and 9 Non-CRSP Data Event Study Example
Article: Example #1 (PDF)
Code and data file for Example #1 (to be used in conjunction with other code in the PDF document)
The code and data file for this example may open in SAS by default if you have SAS on your computer, but it is a plain text file that also can be opened in Notepad or other applications.
Fama-French calendar-time portfolio regression detailed discussion
Updated to cover new features in Eventus 9
Article: Example #2 (PDF)
Code, request file and data for Example #2 (zip file)
Run Eventus for WRDS through PC SAS
This example requires subscriptions to WRDS and Eventus for WRDS, and requires that SAS for Windows (9.1 or 9.2 recommended) be installed on your PC.
Article: Example #3 (PDF)
Make a SAS data set to use as a request file
Sample code file: Example #4
The above link may open in SAS by default if you have SAS on your computer, but it is a plain text file that also can be opened in Notepad or other applications.
Eventus 8 and 9 buy-and-hold long-horizon event study example (run example #4 first)
Sample code file: Example #5
Example #5 results
The above links may open in SAS by default if you have SAS on your computer, but they are plain text files that also can be opened in Notepad or other applications.
Calendar-time portfolio long-horizon event study example (run example #4 first)
Sample code file: Example #6
Example #6 results
Please see example #2 for a more detailed discussion of the calendar-time portfolio method in general. The files for this example may open in SAS by default if you have SAS on your computer, but they are plain text files that also can be opened in Notepad or other applications.
Companion-portfolio event study example
Sample code, request file, data sets and results (zip file): Example #7
This downloadable file set is designed for Eventus for WRDS subscribers who also have PC SAS and want to use the remote submit method of running Eventus on WRDS (also see Example #3). Eventus for Windows users can find the corresponding example in the samples that are installed with Eventus, typically in the folder My DocumentsEventusSample Programs and Data. Please download the above file and unzip it to any folder (empty folder recommended). The SAS/Eventus code file is annotated with instructions and explanations.
Old example: Eventus 7 non-CRSP data event study example
Article: Example #8 (PDF)
Code and data file for Example #8
Old Example: Eventus event study and cross-sectional regression example
Old Example: Fama-French calendar-time portfolio regression detailed discussion (Eventus versions 7 and 8)
Article: Example #10 (PDF)
Code, request file and data for Example #2 (zip file)