Previous Page | Next Page

What’s New in SAS/ETS


The SASEFAME interface enables you to access and process financial and economic time series data that resides in a FAME database. SASEFAME for SAS 9.2 supports Windows, Solaris, AIX, Linux, Linux Opteron, and HP-UX hosts. You can now use the SAS windowing environment to view FAME data and use the SAS viewtable commands to navigate your FAME data base. You can select the time span of data by specifying a range of dates in the RANGE= option. You can use an input SAS data set with a WHERE clause to specify selection of variables based on BY variables, such as tickers or issues stored in a FAME string case series. You can use a FAME crosslist to perform selection based on the crossproduct of two FAME namelists. The new FAMEOUT= option now supports the following classes and types of data series objects: FORMULA, TIME, BOOLEAN, CASE, DATE, and STRING.

It is easy to use a SAS input data set with the INSET= option to create a specific view of your FAME data. Multiple views can be created by using multiple LIBNAME statements with customized options tailored to the unique view that you want to create. See Selecting Time Series Using CROSSLIST= Option with INSET= and WHERE=TICK in Chapter 34, The SASEFAME Interface Engine.

The INSET variables define the BY variables that enable you to view cross sections or slices of your data. When used in conjunction with the WHERE clause and the CROSSLIST= option, SASEFAME can show any or all of your BY groups in the same view or in multiple views. The INSET= option is invalid without a WHERE that clause specifies the BY variables you want to use in your view, and it must be used with the CROSSLIST=option.

The CROSSLIST= option provides a more efficient means of selecting cross sections of financial time series data. This option can be used without using the INSET= option. There are two methods for performing the crosslist selection function. The first method uses two FAME namelists, and the second method uses one namelist and one BY group specified in the WHERE= clause of the INSET=option. See Selecting Time Series Using CROSSLIST= Option with a FAME Namelist of Tickers in Chapter 34, The SASEFAME Interface Engine.

The FAMEOUT= option provides efficient selection of the class and type of the FAME data series objects you want in your SAS output data set. The possible values for fame_data_object_class_type are FORMULA, TIME, BOOLEAN, CASE, DATE, and STRING. If the FAMEOUT=option is not specified, numeric time series are output to the SAS data set. FAMEOUT=CASE defaults to case series of numeric type, so if you want another type of case series in your output, then you must specify it. Scalar data objects are not supported. See Reading Other FAME Data Objects with the FAMEOUT= Option in Chapter 34, The SASEFAME Interface Engine.

Previous Page | Next Page | Top of Page