RESEARCH COMPUTING NEWS 2001

Recent announcements

December 5, 2001: New release of SSH Secure Shell
December 3, 2001: Telnet on skew3 has been turned back on
November 20, 2001: New Stata books and Stata Journal
October 16, 2001: CDA/Spectrum 13F quarterly data from 1980 to current can be accessed via WRDS
September 13, 2001: Ph.D. computing orientation on September 17
August 10, 2001: Scientific WorkPlace/L^ATEX workshop on Aug. 20th and 21st
August 2, 2001: Skew3 is down due to power outages
July 31, 2001: Skew3 down August 5, 8:00 am to 10:00 am
July 27, 2001: Telnet in skew3 disabled; skew3 maintenance downtime
July 16, 2001: Stata 7 on skew3 upgraded to 10-user license
July 3, 2001: SAS 8.2 and Matlab 6 (release 12) available on skew3
June 27, 2001: Skew3 downtime on June 30
June 26, 2001: Stata Technical Bulletin # 61 available
June 8, 2001: Investext Plus and Net Advantage trials (faculty only)
May 29, 2001: WRDS downtime
May 23, 2001: Recent data additions
May 3, 2001: EIU trial (faculty only)
May 1, 2001: Matlab 6: Two toolboxes upgraded
Apr. 19, 2001: Matlab 6 (release 12) is available
Apr. 2, 2001: Stata 6 removed
Mar. 28, 2001: Old Research Computing web site no longer available
Mar. 26, 2001: Bridge service discontinued
Mar. 23, 2001: DBMS/Copy patched
Feb. 1, 2001: Gauss modules installed
Jan. 26, 2001: Stata 7 upgrade on skew3

Announcements during 2000

December 5, 2001: New release of SSH Secure Shell

SSH Secure Shell Version 3.1.0 is now available to current NU faculty, students and staff. Windows and UNIX versions are available.

To obtain your copy of SSH Secure Shell Version 3.1.0, see

charlotte.at.northwestern.edu/bef/sshdist.html

You should install SSH Secure Shell Version 3.1.0 if you are using any version of the product prior to version 3.0.1.

Version 3.1.0 adds numerous bug fixes, and also adds a variety of new features, including:

• Substantial performance improvements in file transfer speed and support for files larger than 2 gigabytes in size
• SFTP (Secure File Transfer Protocol) event logging at server
• Anonymous SFTP
• Extended and more advanced authentication functionality
• Improved SSH Secure Shell for Workstations 3.1 Windows Version
  • intuitive keymap editor
  • paste selection on right mouse click
  • SSH Accession support, for public-key authentication
  • support for authentication agent forwarding
  • URL capture
  • bug fixes

December 3, 2001: Telnet on skew3 has been turned back on

After investigation, telnet on skew3 is not vulnerable to the currently known issues. Therefore the telnetd service on skew3 has been re-enabled. We hope this will help those users who do not have ssh or X windows. Please note, due to the inherent vulnerability of telnet, its use is discouraged. SSH and X windows are two alternatives in place of telnet. Refer to our page on terminal emulators.

Telnet does provide one convenience when the password of your skew3 account expires and you need to set a new password. You can change the password at the login window of a telnet session, and do not need to ask research computing group to change it for you. If you ask us to change the password for you, it will take a longer time to get it done due to the waiting queue of the requests.

Please feel free to contact us if you have any questions or comments on this.

November 20, 2001: New Stata books and Stata Journal

The latest electronic copy of the Stata Journal is available online. The Stata Journal replaces the Stata Technical Bulletin series.

Access to the STBs and the Stata Journal is by request only. Send a message to researchcomputing-help@kellogg.northwestern.edu to have your netid added.

Also, the following titles have been added to the research computing library's collection:

• Gould, William and William Sribney (1999). Maximum Likelihood Estimation with Stata. Stata Press. [View Table of Contents]
• Hardin, James and Joseph Hilbe (2001). Generalized Linear Models and Extensions. Stata Press. [View Table of Contents]
• Long, J. Scott and Jeremy Freese (2001). Regression Models for Categorical Dependent Variables using Stata. Stata Press, [View Table of Contents]
• Rabe-Hesketh, Sophia and Brian Everitt (1999). A Handbook of Statistical Analyses using Stata. Chapman & Hall/CRC, 2nd edition. [View Table of Contents]

These books are available to current Kellogg faculty and doctoral students for short term loans (up to one week) in Jacobs 4219.

October 16, 2001: CDA/Spectrum 13F quarterly data from 1980 to current can be accessed via WRDS

Kellogg has subscribed to CDA/spectrum 13F institutional transaction data from 1980 to current via WRDS. The data can be accessed through either WEB or UNIX server.

Please go to Access CDA/Spectrum via WRDS for file layout and access information.

September 13: Ph.D. computing orientation on September 17th

When:	Monday, September 17, 2001, 1:00 pm to 4:00 pm
Where:	Room 160, Jacobs Center

Part I: Research Computing at Kellogg

Instructor: Patricia Ledesma

Research Databases at Kellogg

• Where to look for data
• CRSP, Compustat, SDC, TAQ, Zacks, etc.
• Research Computing Web page

Software Tools on NT and UNIX

• NT PhD Student and Andersen Lab computers
• UNIX Research Server
• Account and disk space
• Statistical software: SAS, Matlab, Mathematica, Gauss, Stata, etc

Part II: General Computing at Kellogg

Instructor: Joe Cheng

• Navigating Technology at Kellogg
• Network accounts and access
• Network personal home directory
• Email using Eudora
• Kellogg Intranet
• Network Folder/File Sharing: Win NT/98/2000
• Discussion Groups and Web Surveys
• Kellogg Information Systems web page
• Sources of help and support
• General computing use guidelines
• NUNET Software CD
• The Kellogg Laptop Program

August 10: Scientific WorkPlace/L^ATEX workshop on Aug. 20th and 21st

Robert McDonald and Andrew Kaplin will give an introduction to creating documents with Scientific WorkPlace (or Scientific Word), and L^ATEX, in general. Materials will be posted in the following page:

www.kellogg.northwestern.edu/researchcomputing/workshops/latex-summer2001.htm

When:	Monday, August 20, and Tuesday, August 21, noon to 1:00 pm
Where:	Andersen room 430 (Finance conference room)

Topics of the Monday session (led by Andrew Kaplin) will include:

• An overview of L^ATEX and Scientific WorkPlace (or Scientific Word)
• Editing in Scientific WorkPlace: new documents, mathematics, graphs and pictures, referencing, etc.
• Using and editing templates (shells) and styles in Scientific WorkPlace.

Topics of the Tuesday session (led by Robert McDonald) will include:

• L^ATEX and L^ATEX implementations (Scientific WorkPlace versus MiKTEX or pcTEX32)
• Tools available in L^ATEX to create complex documents
• Alternatives to Scientific WorkPlace
• Using MiKTEX and Scientific WorkPlace together (how to share files between the two programs)

August 2, 2001: Skew3 is down due to power outages and flooding

Skew3 has been down throughout the day due to power outages and flooding at 2020 Ridge. The university has issued a system wide emergency, closing the campus.

Update: Skew3 was back online around 6:00 pm.

July 31, 2001: Skew3 down August 5, 8:00 am to 10:00 am

Skew3 will be taken down 8:00 am to 10:00 am the morning of Sunday, August 5th to apply emergency security patches. Without these patches, the UNIX server is at risk of being broken into. We appreciate your collaboration and apologize for any inconvenience this may cause. Please feel free to contact Research Computing if you have any questions or concerns on this.

July 27, 2001: Telnet in skew3 disabled; skew3 maintenance downtime

Telnet access in skew3 disabled:

The CERT Coordination Center has recently discovered a security vulnerability with telnet. The announcement to the public can be found at:

www.cert.org/advisories/CA-2001-21.html

Because of this we will have to disable non-secure telnet access to this machine. The potential damage from the vulnerability could potentially bring down the entire machine and completely stop all services for days. The University has recently experienced an increase in hacker attacks on Unix machines, and has already diabled telnet on the e-mail servers.

There are secure alternatives to the non-secure telnet. To connect to skew3, use one of the following two options:

1. Secure shell: Northwestern has licensed SSH Secure Shell, which can be downloaded from:

   charlotte.at.northwestern.edu/bef/sshdist.html

   There are clients for MS Windows and Macintosh.

   Non-Northwestern (academic) users may register with Secure Shell and download an individual copy directly from www.ssh.com. Alternative commercial clients include F-secure shell (www.f-secure.com/products/ssh) and SecureCRT (www.vandyke.com/products/securecrt/).

   Alternative freeware utilities include TeraTerm and a Unix-like shell for Windows, cygwin. The latter includes command line ssh and sftp.

2. XWin32: XWin32 is an X Windows emulator, also licensed by Northwestern. The download site and instructions can be accessed from:

   www.kellogg.northwestern.edu/researchcomputing/xwin32.htm

   Notes:

   • XWin32 is not recommended for modem access (for speed reasons)
   • The XWin32 license is restricted to connections from Northwestern IP addresses (i.e., it will not work for home high speed connections).

Telnet will be restored when Sun provides a security patch.

We apologize for any inconvenience this may cause. Feel free to contact Jim Guo and Patricia Ledesma with any questions.

Skew3 scheduled maintenance downtime:

Skew3 needs to be taken down for system maintenance on August 24 and 25. The software that controls skew's RAID (redundant array of inexpensive disks) will be reinstalled to avoid a potential system crash. Due to lack of time, this task could not be accomplished in the previous shutdown. All services on skew3 will be unavailable during these two days.

We apologize for the inconvenience this might cause and appreciate your collaboration. If you have any questions, please feel free to contact either Jim Guo or Patricia Ledesma.

July 16, 2001: Stata 7 on skew3 upgraded to 10-user license

Per the users' request, we have added 7 more concurrent Stata licenses on skew3, bringing the total to 10 concurrent users. We hope this will resolve "no more users allowed" problem with STATA.

Please also be aware that skew3 has 4 GB of RAM, shared by all users. Plan carefully if you want to allocate a big block of RAM with Stata. The command "top.beta" (man top) will let you know the current usage of memory and CPU on skew3.

Feel free to contact us if you have any further questions on these issues or send e-mail to researchcomputing-help@kellogg.northwestern.edu.

July 3, 2001: SAS 8.2 and Matlab 6 (release 12) available on skew3

The latest versions of SAS and Matlab are now available on skew3. To access SAS version 8.2, run your SAS programs with "sas82 filename". Version 8.1 is still the default for "sas". Matlab 6, release 12, can be accessed typing "matlab12" at the Unix prompt in skew3. This new release of Matlab has a desktop environment that can be accessed using an X Windows emulator such as Xwin32.

The Stata executable (and many ado and help files) has also been updated. The current version is dated June 26, 2001.

Please report to researchcomputing-help@kellogg.northwestern.edu any problems you may experience with these new versions.

June 27, 2001: Skew3 downtime on June 30

Skew3 will be taken down from 8:00 am to 10:00 am for maintenance on June 30, this Saturday morning. All the services will be unavailable during this time period. Please do not run overnight jobs before the downtime. Thank you very much for your collaboration. Please e-mail us if you have any questions on this.

June 26, 2001: Stata Technical Bulletin # 61 available

The latest Stata Technical Bulletin, STB-61 is now available. Interested faculty and doctoral students may access the electronic copy through the Research Computing web pages:

www.kellogg.northwestern.edu/researchcomputing/sec/stata-stb/

Links to this page are available from the Stata and Online manuals pages.

Access to the STB page is given upon request. Send a e-mail to researchcomputing-help@kellogg.northwestern.edu. Bulletins since STB-59 are available in electronic format. Hardcopies are available in Research Computing (Andersen 4219), including volumes 1-9 of the STB reprints.

May 29, 2001: WRDS downtime

Please be aware of the following scheduled WRDS downtime for June 1st, 5th, 8th, and 12th. Please plan ahead and do not run overnight jobs on WRDS before the days listed below. If you have any concerns, please contact wrds-support@wrds.wharton.upenn.edu.

Date:	29 May 2001
To:	wrds-reps@wharton.upenn.edu
From:	Wharton Research Data Services
Subject:	WRDS

Dear WRDS Representative,

Please forward the following e-mail to your WRDS users.

During the next several weeks we will be optimizing our disk arrays.

for better performance and redundancy as well as converting all of our databases to SAS V8. During the specified times below, the WRDS system will be up and operational, however, users will not be able to access the indicated data partitions for the specified times. All processes that access these partitions during our conversion time will be terminated.

We apologize in advance for any inconvenience this may cause. If you have any questions or concerns, please e-mail us at wrds-support@wharton.upenn.edu.

Sincerely yours,

Jalal D. Akhavein
Director
Wharton Research Data Services

WRDS OPTIMIZATION/CONVERSION SCHEDULE

DATE: Friday, June 1st, 7AM-8AM.

DATA NOT AVAILABLE FROM 7 AM - 8 AM:

CRSP
Compustat
Taq93
Taq94
Taq95
Taq96
Taq97
Taq00

DATE: Tuesday, June 5th, 7AM-8AM.

DATA NOT AVAILABLE FROM 7 AM - 8 AM:

Taq93
Taq98
Taq99
Nastraq99
Nastraq00
GovPx
FDIC

DATE: Friday, June 8th, 7AM-8AM.

DATA NOT AVAILABLE FROM 7 AM - 8 AM:

Taq96
Taq01
IBES
Dow Jones
DRI
PHLX
Nastraq01

DATE: Tuesday, June 12th, 7AM-8AM.

DATA NOT AVAILABLE FROM 7 AM - 8 AM:

CRSP
Compustat
Taq94
Taq95
Taq97
Taq00

May 23, 2001: Recent data additions

SDC Platinum Repurchases database: This database has been added to our subscription. Coverage starts in 1994 and it includes all US repurchase programs (open market and privately negotiated) and sel-tender transactions. The database includes the following items: value and shares authorized (indicated and actual), purpose of buyback, transaction description, capital increases, financing information, after market pricing and performance information, board authorization and completion dates, related acquisitions, adjustment for stock splits. SDC Platinum is available through the Kellogg NT network.

Chicago Mercantile Exchange (CME) Selective Time & Sales data: This CME "tickdata" has been installed in skew3 and it consists of a collection of "flat" ASCII files. It covers the period between April 21, 1982 and June 30, 2000, tick-by-tick. The commodities included are S&P 500 options, futures and cash index. The file layouts have been transcribed and are available online in the Research Computing page.

Futures Industry Institute (FII) daily futures data: The files are currently being updated to include data until December of 2000. There are over 100 contracts available (agricultural, energy, minerals, exchange rates, indexes, treasuries) from different stock exchanges, including non-US exchanges. Data items generally include opening, high, low, settlement price, cash price (depending on contract), volume, open interest.

For more information, refer to the Research Computing "Data" web page.

May 1, 2001: Matlab 6: Two toolboxes upgraded

There have been two toolboxes upgrades after the Matlab CD was shipped to us:

• Financial time series, version 1.1
• Image processing, version 3

If you are interested in obtaining the upgrade, the installation instructions and link to the setup programs are in the following page:

Matlab toolboxes update

April 19, 2001: Matlab 6 (release 12) is available

Matlab Release 12 is available (for both Windows and UNIX) now. This is covered by the campus license. The cost is $100.00 per copy per machine for the next two years and can be installed in a university owned computer only. If you acquired a copy through the campus license within the last year (release 11), then this upgrade is free.

The current R12 license works through September 1 of 2001. It covers the following toolboxes:

• MATLAB
• Simulink
• Control System Tlbx
• Financial Time Series
• Financial Tlbx
• Image Processing Tlbx
• MATLAB C/C++ Math Library
• MATLAB Compiler
• Optimization Tlbx
• Signal Processing Tlbx
• Statistics Tlbx
• System Identification Tlbx
• Wavelet Tlbx

Note: NAG is not covered under this license. NUIT just obtained a campus license for NAG, and the media and license password will arrive later this month or early next month.

The installation instructions have been posted in the following page:

Matlab 6 Installation instructions

April 2: Stata 6 removed

Stata 6 has been removed from Kellogg's Unix server, skew3, and from the Andersen computer laboratories. Stata 7 is installed in both platforms. If users have any problem with Stata on skew3, please contact researchcomputing-help@kellogg.northwestern.edu.

March 28: Old Research Computing web site no longer available

All the material in the old web site has been archived; if you need access to a specific page, it can be added to the new site or Research Computing can e-mail the requested page.

March 26: Bridge service discontinued

The BridgeStation service has been discontinued. Due to Bridge's Chapter 11 proceedings, the cost of the subscription was increased substantially, while the breadth of information provided was reduced.

March 23: DBMS/Copy patched

The patch applied to DBMS/Copy allows the program to read and write Stata 7 data files.

February 1: Gauss modules installed

The Constrained Maximum Likelihood (CML) module was updated, while the Maximum Likelihood and Optimization modules were installed.

January 26: Stata 7 upgrade on skew3

Stata 7 has now been installed on skew3. To facilitate the transition, Stata 6 will be kept on the system for 60 days (the time allowed by our licensing agreement).

From now until March 1, Stata 7 is available with the "stata7" or "xstata7" (for the graphical user interface) commands. Stata 6 will continue to start with the "stata" command.

On March 2, Stata 7 will succeed Stata 6 as the default "stata" (and "xstata") command. Stata 6 will be available as "stata6" until April 1st, when it will be removed from the system.

About xstata: xstata is the new graphical user interface for Stata in Unix. It is equivalent to the GUI in Microsoft Windows. In order to access xstata, users need an X windows emulator. Northwestern has a site license for XWin32. Installation instructions are available in: www.kellogg.northwestern.edu/researchcomputing/xwin32.htm This page includes links to two handouts with more detailed instructions.