Since Eventus commands are not intrinsic to SAS, add-ins are needed to be able to process code such as "eventus" or "evtstudy". Essentially, you must access a 'library' of Eventus macros.
To run Eventus, you can buy Eventus through www.eventstudy.com, make use of a university site license and get the CDs to install Eventus locally. Alternatively, you can use PC SAS Connect to run Eventus on the WRDS server.
For this last option, once you log in to our remote server you should connect to our archive of Eventus macros (as long as your school subscribes to Eventus).
Below is a basic Eventus program that will run in PC/SAS Connect session:
%let wrds=wrds.wharton.upenn.edu 4016;
options comamid=TCP remote=WRDS;
proc upload infile='c:\event.txt' outfile='/sastemp1/event.txt';
options fullstimer ps=60;
filename request '/sastemp1/event.txt';
request autodate est=-90 estlen=300 minestn=15 ;
windows (-10,-1) (0,1);
evtstudy pre=60 post=60 mar patell cda tail=2;
For further details see: Using Eventus with SAS CONNECT
For more information on how to run PC/SAS with SAS Connect: Using PC SAS CONNECT