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SAS 9.2 Documentation
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SAS/ETS(R) 9.2 User's Guide
PDF
Contents
About
Credits and Acknowledgments
What's New in SAS/ETS
General Information
Introduction
Working with Time Series Data
Date Intervals, Formats, and Functions
SAS Macros and Functions
Nonlinear Optimization Methods
Procedure Reference
The ARIMA Procedure
The AUTOREG Procedure
The COMPUTAB Procedure
The COUNTREG Procedure
The DATASOURCE Procedure
The ENTROPY Procedure
The ESM Procedure
The EXPAND Procedure
The FORECAST Procedure
The LOAN Procedure
The MDC Procedure
The MODEL Procedure
The PANEL Procedure
The PDLREG Procedure
The QLIM Procedure
The SIMILARITY Procedure
The SIMLIN Procedure
The SPECTRA Procedure
The STATESPACE Procedure
The SYSLIN Procedure
The TIMESERIES Procedure
The TSCSREG Procedure
The UCM Procedure
The VARMAX Procedure
The X11 Procedure
The X12 Procedure
Data Access Engines
The SASECRSP Interface Engine
The SASEFAME Interface Engine
The SASEHAVR Interface Engine
Time Series Forecasting System
Overview of the Time Series Forecasting System
Getting Started with Time Series Forecasting
Creating Time ID Variables
Specifying Forecasting Models
Choosing the Best Forecasting Model
Using Predictor Variables
Command Reference
Window Reference
Forecasting Process Details
Investment Analysis
Overview
Portfolios
Investments
Computations
Analyses
Details
Index here
Product
Release
SAS/ETS
9.2
Type
Usage and Reference
Copyright Date
March 2008
Last Updated
15Apr2008
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The SASEFAME Interface Engine
The SASEFAME Interface Engine
Overview: SASEFAME Interface Engine
Getting Started: SASEFAME Interface Engine
Structure of a SAS Data Set Containing Time Series Data
Reading and Converting FAME Database Time Series
Using the SAS DATA Step
Using SAS Procedures
Using the SAS Windowing Environment
Using Remote FAME Data Access
Creating Views of Time Series Using SASEFAME LIBNAME Options
Syntax: SASEFAME Interface Engine
The LIBNAME
libref
SASEFAME Statement
Details: SASEFAME Interface Engine
The SAS Output Data Set
Mapping FAME Frequencies to SAS Time Intervals
Examples: SASEFAME Interface Engine
Converting an Entire FAME Database
Reading Time Series from the FAME Database
Writing Time Series to the SAS Data Set
Limiting the Time Range of Data
Creating a View Using the SQL Procedure and SASEFAME
Reading Other FAME Data Objects with the FAMEOUT=Option
Remote FAME Access Using FAME CHLI
Selecting Time Series Using CROSSLIST= Option and KEEP Statement
Selecting Time Series Using CROSSLIST= Option with a FAME Namelist of Tickers
Selecting Time Series Using CROSSLIST= Option with INSET= and WHERE=TICK
Selecting Series Using FAMEOUT= Option
References: SASEFAME Interface Engine
Acknowledgments
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Copyright © 2007 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
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