The DATASOURCE procedure and the SAS/ETS data access interface LIBNAME Engines (SASECRSP, SASEFAME, SASEHAVR and SASEXCCM) provide seamless, efficient access to time series data from data files supplied by a variety of commercial and governmental data vendors.

The DATASOURCE procedure includes the following features:

• support for data files distributed by the following data vendors:

  • DRI/McGraw-Hill

  • FAME Information Services

  • HAVER ANALYTICS

  • Standard & Poors Compustat Service

  • Center for Research in Security Prices (CRSP)

  • International Monetary Fund

  • U.S. Bureau of Labor Statistics

  • U.S. Bureau of Economic Analysis

  • Organization for Economic Cooperation and Development (OECD)

• ability to select the series, frequency, time range, and cross sections of extracted data

• ability to create an output data set containing descriptive information on the series available in the data file

• ability to read EBCDIC data on ASCII systems and vice versa

The SASECRSP interface LIBNAME engine includes the following features:

• enables random access to time series data residing in CRSPAccess databases

• provides a seamless interface between CRSP and SAS data processing

• uses the LIBNAME statement to enable you to specify which time series you would like to read from the CRSPAccess database, and how you would like to perform selection

• enables you access to CRSP Stock, CRSP/COMPUSTAT Merged (CCM) or CRSP Indices Data.

• provides convenient formats, informats, and functions for CRSP and SAS datetime conversions

The SASEFAME interface LIBNAME engine includes the following features:

• provides SAS and FAME users flexibility in accessing and processing time series data, case series, and formulas that reside in either a FAME database or a SAS data set

• provides a seamless interface between FAME and SAS data processing

• uses the LIBNAME statement to enable you to specify which time series you would like to read from the FAME database

• enables you to convert the selected time series to the same time scale

• works with the SAS DATA step to perform further subsetting and to store the resulting time series into a SAS data set

• performs more analysis if desired either in the same SAS session or in another session at a later time

• supports the FAME CROSSLIST function for subsetting via BYGROUPS using the CROSSLIST= option

  • you can use a FAME namelist that contains your BY variables for selection in the CROSSLIST

  • you can use a SAS input dataset, INSET, that contains the BY selection variables along with the WHERE= option in your SASEFAME libref

• supports the use of FAME in a client/server environment that uses the FAME CHLI capability on your FAME server

• enables access to your FAME remote data when you specify the port number of the TCP/IP service that is defined for your FAME server and the node name of your FAME master server in your SASEFAME libref’s physical path

The SASEHAVR interface LIBNAME engine includes the following features:

• enables Windows users random access to economic and financial data residing in a HAVER ANALYTICS Data Link Express (DLX) database

• the following types of HAVER data sets are available:

  • United States Economic Indicators

  • Specialized Databases

  • Financial Indicators

  • Industry

  • Industrial Countries

  • Emerging Markets

  • International Organizations

  • Forecasts and As Reported Data

  • United States Regional

• enables you to limit the range of data that is read from the time series

• enables you to specify a desired conversion frequency. Start dates are recommended on the LIBNAME statement to help you save resources when processing large databases or when processing a large number of observations.

• enables you to use the WHERE, KEEP, or DROP statements in your DATA step to further subset your data

• supports use of the SQL procedure to create a view of your resulting SAS data set

The SASEXCCM interface LIBNAME engine includes the following experimental features:

• enables random access to time series data residing in CRSPAccess databases

• provides a seamless interface between CRSP, Compustat XpressFeed and SAS data processing

• uses the LIBNAME statement to enable you to specify which data items, data groups and time series you would like to read from the CRSPAccess database, and how you would like to perform selection

• supports data-item-handling access methods to CRSP Stock (STK), CRSP/COMPUSTAT Merged (CCM), CRSP Indices (IND) or CRSP Treasury (TRS) Data.

• provides selection based on keys such as GVKEY, PERMNO, INDNO, TREASNO, and TCUSIP for efficient access to data items.