Time Series Objects

Time Series Objects are data structures used to store time series data in CRSPAccess databases. A CRSP time series contains information about the type of data stored for each observation, the ranges of valid data for the current entity, the actual list of data observations, and the calendar information needed to place the observations in time.

Data Description Information

Object Type Code

Array Type Code

Data Subtype Code

Array Structure Size

Maximum Number of Array Elements

Ranges of Valid Data

Begin of Valid Data

End of Valid Data

Associated Calendar Information

Calendar Time Period Description Code

Calendar Associated with a Time Series

Object Array

Object Array