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What’s New in SAS/ETS

SASEHAVR Engine

The SASEHAVR interface engine is now production, giving Windows users random access to economic and financial data that resides in a Haver Analytics Data Link Express (DLX) database. You can now use the SAS windowing environment to view HAVERDLX data and use the SAS viewtable commands to navigate your Haver database. You can use the SQL procedure to create a view of your resulting SAS data set. You can limit the range of data that is read from the time series and specify a desired conversion frequency. Start dates are recommended in the LIBNAME statement to help you save resources when processing large databases or when processing a large number of observations. You can further subset your data by using the WHERE, KEEP, or DROP statements in your DATA step. New options are provided for more efficient subsetting by time series variables, groups, or sources. You can force the aggregation of all variables selected to be of the frequency specified by the FREQ= option if you also specify the FORCE=FREQ option. Aggregation is supported only from a more frequent time interval to a less frequent time interval, such as from weekly to monthly.

A list of other new features follows:

  • You can see the available data sets in the SAS LIBNAME window of the SAS windowing environment by selecting the SASEHAVR libref in the LIBNAME window that you have previously used in your LIBNAME statement. You can view your SAS output observations by double clicking on the desired output data set libref in the libname window of the SAS windowing environment. You can type Viewtable on the SAS command line to view any of your SASEHAVR tables, views, or librefs, both for input and output data sets.

  • By default, the SASEHAVR engine reads all time series in the Haver database that you reference by using your SASEHAVR libref. The START= option is specified in the form YYYYMMDD, as is the END= option. The start and end dates are used to limit the time span of data; they can help you save resources when processing large databases or when processing a large number of observations.

  • It is also possible to select specific variables to be included or excluded from the SAS data set by using the KEEP= or the DROP= option. When the KEEP= or the DROP= option is used, the resulting SAS data set keeps or drops the variables that you select in that option. There are three wildcards currently available: '*', '?', and ''. The '*' wildcard corresponds to any character string and will include any string pattern that corresponds to that position in the matching variable name. The '?' means that any single alphanumeric character is valid. The '' wildcard corresponds to a single numeric character.

  • You can also select time series in your data by using the GROUP= or the SOURCE= option to select on group name or on source name. Alternatively, you can deselect time series by using the DROPGROUP= or the DROPSOURCE= option. These options also support the wildcards '*', '?', and ''.

  • By default, SASEHAVR selects only the variables that are of the specified frequency in the FREQ= option. If this option is not specified, SASEHAVR selects the variables that match the frequency of the first selected variable. If no other selection criteria are specified, the first selected variable is the first physical DLXRecord read from the Haver database. The FORCE=FREQ option can be specified to force the aggregation of all variables selected to be of the frequency specified by the FREQ= option. Aggregation is supported only from a more frequent time interval to a less frequent time interval, such as from weekly to monthly. The FORCE= option is ignored if the FREQ= option is not specified.

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