The SASEHAVR Interface Engine

Example 41.5 Viewing Daily Time Series from a Haver Database

Consider viewing the Haver Analytics daily database named haverd. The contents of this database can be seen by submitting the following DATA step:

libname lib1 sasehavr "%sysget(HAVER_DATA)" 
        freq=daily 
        start=20041201 
        end=20041231;

data hwoutd;
   set lib1.haverd;
run;

title1 'Haver Analytics Database, HAVERD.DAT';
title2 'PROC CONTENTS for Time Series converted to daily frequency';
proc contents data=hwoutd;
run;

Output 41.5.1 shows the output of PROC CONTENTS with the time ID variable DATE followed by the time series variables FCM10, FCM1M, FFED, FFP1D, FXAUS, and TCC with their corresponding attributes such as type, length, format, and label.

Output 41.5.1 Examining the Contents of a Daily Haver Analytics Database, haverd.dat

HAVER Analytics Database, HAVERD.DAT

PROC CONTENTS for Time Series converted to daily frequency

The CONTENTS Procedure

Alphabetic List of Variables and Attributes
#	Variable	Type	Len	Format	Label
1	DATE	Num	8	DATE9.	Date of Observation
2	FCM10	Num	8		10-Year Treasury Note Yield at Constant Maturity (Avg, % p.a.)
3	FCM1M	Num	8		1-Month Treasury Bill Market Bid Yield at Constant Maturity (%)
4	FFED	Num	8		Federal Funds [Effective] Rate (% p.a.)
5	FFP1D	Num	8		1-Day AA Financial Commercial Paper (% per annum)
6	FXAUS	Num	8		Foreign Exchange Rate: Australia (US$/Australian$)
7	TCC	Num	8		Treasury: Closing Operating Cash Balance (Today, Mil.$)