The SASEHAVR Interface Engine

The SASEHAVR engine supports reading and converting all selected time series that reside in Haver DLX databases. The SASEHAVR engine enables you to limit the range of data with the START= and END= options in the LIBNAME statement. Start dates and end dates are recommended to help save resources when processing large databases or when processing a large number of observations.

The SASEHAVR engine enables you to convert or aggregate all selected time series to a desired frequency. By default, SASEHAVR selects the time series variables that match the frequency of the first selected variable. To select variables of one specific frequency, use the FREQ= option. If no selection criteria are specified, the first selected variable is the first physical DLX record read from the Haver database. To force aggregation of all selected variables to the frequency specified by the FREQ= option, use the FORCE=FREQ option. The AGGMODE= option enables you to specify a STRICT or RELAXED aggregation method. AGGMODE=RELAXED is the default setting. Aggregation is supported only from a more frequent time interval to a less frequent time interval, such as from weekly to monthly. If a conversion to a more frequent frequency is attempted, all missing values are returned by the Haver DLX API (application programming interface). See the section Aggregating to Quarterly Frequency Using the FORCE=FREQ Option. The FORCE= option is ignored if the FREQ= option is not specified.