Example 40.9 Selecting Time Series Using CROSSLIST= Option and Fame Namelist
This example demonstrates selection by using the CROSSLIST= option. Only the ticker "IBM" is specified in the KEEP statement from the 11 companies in the Fame ticker namelist.
libname lib9 sasefame "%sysget(FAME_DATA)"
convert=(frequency=business technique=constant)
range='07jul1997'd - '25jul1997'd
crosslist=( nl(ticker),
{ adjust, close, high, low, open, volume,
uclose, uhigh, ulow, uopen, uvolume }
);
data crout;
/* eleven companies in the FAME ticker namelist */
set lib9.training;
keep IBM: ;
run;
title1 'TRAINING DB, Pricing Timeseries for Eleven Tickers in CROSSLIST=';
title2 'Using TICKER namelist.';
proc print data=crout;
run;
proc contents data=crout;
run;
Output 40.9.1 and Output 40.9.2 show the results.
Output 40.9.1
Listing of OUT=CROUT Using CROSSLIST= Option in the Training Fame Data
0.5 |
47.2500 |
47.7500 |
47.0000 |
47.5000 |
94.500 |
95.500 |
94.000 |
95.000 |
129012 |
64506 |
0.5 |
47.8750 |
47.8750 |
47.2500 |
47.2500 |
95.750 |
95.750 |
94.500 |
94.500 |
102796 |
51398 |
0.5 |
48.0938 |
48.3438 |
47.6563 |
48.0000 |
96.188 |
96.688 |
95.313 |
96.000 |
177276 |
88638 |
0.5 |
47.8750 |
48.0938 |
47.0313 |
47.3438 |
95.750 |
96.188 |
94.063 |
94.688 |
127900 |
63950 |
0.5 |
47.8750 |
48.6875 |
47.8125 |
47.9063 |
95.750 |
97.375 |
95.625 |
95.813 |
137724 |
68862 |
0.5 |
47.6250 |
48.2188 |
47.0000 |
47.8125 |
95.250 |
96.438 |
94.000 |
95.625 |
128976 |
64488 |
0.5 |
48.0000 |
48.1250 |
46.6875 |
47.4375 |
96.000 |
96.250 |
93.375 |
94.875 |
149612 |
74806 |
0.5 |
48.8125 |
49.0000 |
47.6875 |
47.8750 |
97.625 |
98.000 |
95.375 |
95.750 |
215440 |
107720 |
0.5 |
49.8125 |
50.8750 |
48.5625 |
48.9063 |
99.625 |
101.750 |
97.125 |
97.813 |
315504 |
157752 |
0.5 |
52.2500 |
52.6250 |
50.0000 |
50.0000 |
104.500 |
105.250 |
100.000 |
100.000 |
463480 |
231740 |
0.5 |
51.8750 |
53.1563 |
51.0938 |
52.6250 |
103.750 |
106.313 |
102.188 |
105.250 |
328184 |
164092 |
0.5 |
51.5000 |
51.7500 |
49.6875 |
50.0313 |
103.000 |
103.500 |
99.375 |
100.063 |
368276 |
184138 |
0.5 |
52.5625 |
53.5000 |
51.5938 |
52.1875 |
105.125 |
107.000 |
103.188 |
104.375 |
219880 |
109940 |
0.5 |
53.9063 |
54.2188 |
52.2500 |
52.8125 |
107.813 |
108.438 |
104.500 |
105.625 |
204088 |
102044 |
0.5 |
53.5000 |
54.2188 |
52.8125 |
53.9688 |
107.000 |
108.438 |
105.625 |
107.938 |
146600 |
73300 |
Output 40.9.2
Contents of OUT=CROUT Using CROSSLIST= Option in the Training Fame Data
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 |
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