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.
Standard SAS macro usage. See the top of each file for instructions.
(will be added as new versions are posted)
If you have questions or experience problems please use the issues tab of this repository.
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.