Example 41.7 Using the WHERE Statement to Subset Time Series from a Haver Database

Using a WHERE statement in the DATA step can be useful for further subsetting.

libname lib1 sasehavr "%sysget(HAVER_DATA)" 
        freq=daily start=20041101 end=20041231;

data hwoutd;
   set lib1.haverd;
   where date  between '01nov2004'd and '01dec2004'd;
run;

title1 'Haver Analytics Database, Frequency=daily, infile=haverd.dat';
title2 '   Define a range inside the data range for OUT= dataset';        
title3 '   Using the START=20041101 END=20041231 LIBNAME options.';        
title4 'Subset further: where date between 01nov2004 and 31dec2004.'; 
proc print data=hwoutd;
run;

Output 41.7.1 shows that the time slice of November 1, 2004, to December 31, 2004, is narrowed further by the DATE test in the WHERE statement to stop at December 1, 2004.

Output 41.7.1 Defining a Range Using the WHERE Statement, START=20041101, and END=20041231
Haver Analytics Database, Frequency=daily, infile=haverd.dat
Define a range inside the data range for OUT= dataset
Using the START=20041101 END=20041231 LIBNAME options.
Subset further: where date between 01nov2004 and 31dec2004.

Obs DATE FCM10 FCM1M FFED FFP1D FXAUS TCC
1 01NOV2004 4.11 1.79 1.83 1.80 0.7460 35111
2 02NOV2004 4.10 1.86 1.74 1.74 0.7447 34091
3 03NOV2004 4.09 1.83 1.73 1.73 0.7539 14862
4 04NOV2004 4.10 1.85 1.77 1.75 0.7585 23304
5 05NOV2004 4.21 1.86 1.76 1.75 0.7620 19872
6 08NOV2004 4.22 1.88 1.80 1.84 0.7578 21095
7 09NOV2004 4.22 1.89 1.79 1.81 0.7618 16390
8 10NOV2004 4.25 1.88 1.92 1.85 0.7592 12872
9 11NOV2004 . . 1.92 . . 12872
10 12NOV2004 4.20 1.91 2.02 1.96 0.7685 28926
11 15NOV2004 4.20 1.92 2.06 2.03 0.7719 10480
12 16NOV2004 4.21 1.93 1.98 1.95 0.7728 13417
13 17NOV2004 4.14 1.90 1.99 1.93 0.7833 10506
14 18NOV2004 4.12 1.91 1.99 1.94 0.7786 6293
15 19NOV2004 4.20 1.98 1.99 1.93 0.7852 5100
16 22NOV2004 4.18 1.98 2.01 1.96 0.7839 6045
17 23NOV2004 4.19 1.99 2.00 1.95 0.7860 18135
18 24NOV2004 4.20 1.98 2.02 1.89 0.7863 14109
19 25NOV2004 . . 2.02 . . 14109
20 26NOV2004 4.24 2.01 2.01 1.97 0.7903 20588
21 29NOV2004 4.34 2.02 2.03 2.00 0.7852 24322
22 30NOV2004 4.36 2.07 2.02 2.04 0.7723 18033
23 01DEC2004 4.38 2.06 2.04 2.01 0.7754 7564