The SASEFAME Interface Engine: Selecting Time Series Using CROSSLIST= Option and KEEP Statement

The SASEFAME Interface Engine

Example 36.8 Selecting Time Series Using CROSSLIST= Option and KEEP Statement

This example shows how to use two Fame namelists to perform selection. Note that fame_namelist1 could be easily generated using the Fame WILDLIST function. For more about WILDLIST, see the section "The WILDLIST Function" in the Fame Command Reference Volume 2, Functions. In the following statements, four tickers are selected in fame_namelist1, but when you use the KEEP statement, the resulting data set contains only the desired IBM ticker.

libname lib8 sasefame "%sysget(FAME_DATA)"
        convert=(frequency=business technique=constant)
        crosslist=(
           { IBM,SPALN,SUNW,XOM },
           { adjust, close, high, low, open, volume,
             uclose, uhigh, ulow,uopen,uvolume }
                   );

data trout;
   /* eleven companies, keep only the IBM ticker this time */
   set lib8.training;
   where date between '01mar02'd and '20mar02'd;
   keep IBM: ;
run;

title1 'TRAINING DB, Pricing Timeseries for IBM Ticker in CROSSLIST=';
proc contents
   data=trout;
run;
 
proc print
   data=trout;
run;

Output 36.8.1 and Output 36.8.2 show the results.

Output 36.8.1 Contents of the IBM Time Series in the Training Fame Data

TRAINING DB, Pricing Timeseries for IBM Ticker in CROSSLIST=

The CONTENTS Procedure

Alphabetic List of Variables and Attributes
#	Variable	Type	Len
1	IBM.ADJUST	Num	8
2	IBM.CLOSE	Num	8
3	IBM.HIGH	Num	8
4	IBM.LOW	Num	8
5	IBM.OPEN	Num	8
6	IBM.UCLOSE	Num	8
7	IBM.UHIGH	Num	8
8	IBM.ULOW	Num	8
9	IBM.UOPEN	Num	8
10	IBM.UVOLUME	Num	8
11	IBM.VOLUME	Num	8

Output 36.8.2 Listing of Ticker IBM Time Series in the Training Fame Data

TRAINING DB, Pricing Timeseries for IBM Ticker in CROSSLIST=

Obs	IBM.ADJUST	IBM.CLOSE	IBM.HIGH	IBM.LOW	IBM.OPEN	IBM.UCLOSE	IBM.UHIGH	IBM.ULOW	IBM.UOPEN	IBM.UVOLUME	IBM.VOLUME
1	1	103.020	103.100	98.500	98.600	103.020	103.100	98.500	98.600	104890	104890
2	1	105.900	106.540	103.130	103.350	105.900	106.540	103.130	103.350	107650	107650
3	1	105.670	106.500	104.160	104.250	105.670	106.500	104.160	104.250	75617	75617
4	1	106.300	107.090	104.750	105.150	106.300	107.090	104.750	105.150	76874	76874
5	1	103.710	107.500	103.240	107.300	103.710	107.500	103.240	107.300	109720	109720
6	1	105.090	107.340	104.820	104.820	105.090	107.340	104.820	104.820	107260	107260
7	1	105.240	105.970	103.600	104.350	105.240	105.970	103.600	104.350	86391	86391
8	1	108.500	108.850	105.510	105.520	108.500	108.850	105.510	105.520	110640	110640
9	1	107.180	108.650	106.700	108.300	107.180	108.650	106.700	108.300	64086	64086
10	1	106.600	107.950	106.590	107.020	106.600	107.950	106.590	107.020	53335	53335
11	1	106.790	107.450	105.590	106.550	106.790	107.450	105.590	106.550	108640	108640
12	1	106.350	108.640	106.230	107.100	106.350	108.640	106.230	107.100	53048	53048
13	1	107.490	108.050	106.490	106.850	107.490	108.050	106.490	106.850	46148	46148
14	1	105.500	106.900	105.490	106.900	105.500	106.900	105.490	106.900	48367	48367

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