The DATASOURCE Procedure

The OUT= data set contains only data with the same frequency. If the data file you want to read contains time series data with several frequencies, you can indicate the frequency of data you want to extract with the INTERVAL= option. For example, the following statements extract all monthly time series from the DRIBASIC file CITIFILE:

   proc datasource filetype=dribasic infile=citifile
                   interval=month  out=dataset;
   run;

When the INTERVAL= option is not given, the default frequency defined for the FILETYPE= type file is used. For example, the statements in the previous section extract yearly series since INTERVAL=YEAR is the default frequency for DRI’s Basic Economic Data files.

To extract data for several frequencies, you need to execute the DATASOURCE procedure once for each frequency.