libname Eng 'C:\users\d_huang\documents\Oil\sascodevolume\rep';

* load data;
data datain;
	set eng.datain;
run;

* call module from to your directory;
%include 'C:\users\d_huang\documents\oil\sascodevolume\rep\PORT55HMLNOTNYSE2020dLite.sas';

* do double sort, output return, FF alpha, Q alpha, and their t-value;
%Port55HMLNOTNYSE2020dLite(datain, dsout, to, lagmisp);
