Example 40.8 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 40.8.1 and Output 40.8.2 show the results.
Output 40.8.1
Contents of the IBM Time Series in the Training Fame Data
The CONTENTS Procedure
IBM.ADJUST |
Num |
8 |
IBM.CLOSE |
Num |
8 |
IBM.HIGH |
Num |
8 |
IBM.LOW |
Num |
8 |
IBM.OPEN |
Num |
8 |
IBM.UCLOSE |
Num |
8 |
IBM.UHIGH |
Num |
8 |
IBM.ULOW |
Num |
8 |
IBM.UOPEN |
Num |
8 |
IBM.UVOLUME |
Num |
8 |
IBM.VOLUME |
Num |
8 |
Output 40.8.2
Listing of Ticker IBM Time Series in the Training Fame Data
1 |
103.020 |
103.100 |
98.500 |
98.600 |
103.020 |
103.100 |
98.500 |
98.600 |
104890 |
104890 |
1 |
105.900 |
106.540 |
103.130 |
103.350 |
105.900 |
106.540 |
103.130 |
103.350 |
107650 |
107650 |
1 |
105.670 |
106.500 |
104.160 |
104.250 |
105.670 |
106.500 |
104.160 |
104.250 |
75617 |
75617 |
1 |
106.300 |
107.090 |
104.750 |
105.150 |
106.300 |
107.090 |
104.750 |
105.150 |
76874 |
76874 |
1 |
103.710 |
107.500 |
103.240 |
107.300 |
103.710 |
107.500 |
103.240 |
107.300 |
109720 |
109720 |
1 |
105.090 |
107.340 |
104.820 |
104.820 |
105.090 |
107.340 |
104.820 |
104.820 |
107260 |
107260 |
1 |
105.240 |
105.970 |
103.600 |
104.350 |
105.240 |
105.970 |
103.600 |
104.350 |
86391 |
86391 |
1 |
108.500 |
108.850 |
105.510 |
105.520 |
108.500 |
108.850 |
105.510 |
105.520 |
110640 |
110640 |
1 |
107.180 |
108.650 |
106.700 |
108.300 |
107.180 |
108.650 |
106.700 |
108.300 |
64086 |
64086 |
1 |
106.600 |
107.950 |
106.590 |
107.020 |
106.600 |
107.950 |
106.590 |
107.020 |
53335 |
53335 |
1 |
106.790 |
107.450 |
105.590 |
106.550 |
106.790 |
107.450 |
105.590 |
106.550 |
108640 |
108640 |
1 |
106.350 |
108.640 |
106.230 |
107.100 |
106.350 |
108.640 |
106.230 |
107.100 |
53048 |
53048 |
1 |
107.490 |
108.050 |
106.490 |
106.850 |
107.490 |
108.050 |
106.490 |
106.850 |
46148 |
46148 |
1 |
105.500 |
106.900 |
105.490 |
106.900 |
105.500 |
106.900 |
105.490 |
106.900 |
48367 |
48367 |
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