The SASEHAVR Interface Engine

Example 41.9 Using the SOURCE Option to Subset Time Series from a Haver Database

You can use the SOURCE= or DROPSOURCE= option to select specific variables that belong to a certain source, similar to the way you use the KEEP= or DROP= option.

libname lib1 sasehavr "%sysget(HAVER_DATA)" 
        freq=daily 
        start=20041101 
        end=20041223 
        source="FRB";

data hwoutd;
   set lib1.haverd;
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=20041223 LIBNAME options.';          
title4 '   Subset further: Using source="FRB" LIBNAME option';              
proc print data=hwoutd;
run;

Output 41.9.1 shows two series that are selected by using SOURCE="FRB" in the LIBNAME statement.

Output 41.9.1 Using the SOURCE Option and Defining a Range Using START=20041101 and END=20041223

Haver Analytics Database, Frequency=daily, infile=haverd.dat

Define a range inside the data range for OUT= dataset

Using the START=20041101 END=20041223 LIBNAME options.

Subset further: Using source="FRB" LIBNAME option

Obs	DATE	FCM10	FFED	FFP1D	FXAUS
1	01NOV2004	4.11	1.83	1.80	0.7460
2	02NOV2004	4.10	1.74	1.74	0.7447
3	03NOV2004	4.09	1.73	1.73	0.7539
4	04NOV2004	4.10	1.77	1.75	0.7585
5	05NOV2004	4.21	1.76	1.75	0.7620
6	08NOV2004	4.22	1.80	1.84	0.7578
7	09NOV2004	4.22	1.79	1.81	0.7618
8	10NOV2004	4.25	1.92	1.85	0.7592
9	11NOV2004	.	1.92	.	.
10	12NOV2004	4.20	2.02	1.96	0.7685
11	15NOV2004	4.20	2.06	2.03	0.7719
12	16NOV2004	4.21	1.98	1.95	0.7728
13	17NOV2004	4.14	1.99	1.93	0.7833
14	18NOV2004	4.12	1.99	1.94	0.7786
15	19NOV2004	4.20	1.99	1.93	0.7852
16	22NOV2004	4.18	2.01	1.96	0.7839
17	23NOV2004	4.19	2.00	1.95	0.7860
18	24NOV2004	4.20	2.02	1.89	0.7863
19	25NOV2004	.	2.02	.	.
20	26NOV2004	4.24	2.01	1.97	0.7903
21	29NOV2004	4.34	2.03	2.00	0.7852
22	30NOV2004	4.36	2.02	2.04	0.7723
23	01DEC2004	4.38	2.04	2.01	0.7754
24	02DEC2004	4.40	2.00	1.98	0.7769
25	03DEC2004	4.27	1.98	1.96	0.7778
26	06DEC2004	4.24	2.04	1.98	0.7748
27	07DEC2004	4.23	1.99	1.99	0.7754
28	08DEC2004	4.14	2.01	1.98	0.7545
29	09DEC2004	4.19	2.05	2.03	0.7532
30	10DEC2004	4.16	2.09	2.07	0.7495
31	13DEC2004	4.16	2.18	2.13	0.7592
32	14DEC2004	4.14	2.24	2.22	0.7566
33	15DEC2004	4.09	2.31	2.27	0.7652
34	16DEC2004	4.19	2.26	2.24	0.7563
35	17DEC2004	4.21	2.23	2.20	0.7607
36	20DEC2004	4.21	2.26	2.21	0.7644
37	21DEC2004	4.18	2.24	2.21	0.7660
38	22DEC2004	4.21	2.25	2.22	0.7656
39	23DEC2004	4.23	2.34	2.08	0.7654