The SASEXCCM Interface Engine (Experimental)

Example 39.7 Retrieving Stock and Indices Monthly Time Series by INDNO

This example shows how to retrieve monthly time series by INDNO key access in the IND database. For brevity, the WHERE= option in the DATA step selects a recent range of MCALDT.

title 'Retrieve Several Monthly Time Series by INDNO Access';
libname _all_ clear;

libname crsp sasexccm 
   "\\tappan\crsp1\data201008_little\MIZ201006\"
   setid=420 
   indno=1000040 indno=1000060 indno=1000080
   itemlist="MAIND.*;MARET.*;MIIND.*";

data mindts_all ( where=( mcaldt >= '30jun2009'd) );
   set crsp.mthind_ts; 
run;

proc print data=mindts_all; run;

Output 39.7.1 Monthly Time Series by INDNO

Retrieve Several Monthly Time Series by INDNO Access

Obs	KYINDNO	MCALDT	MAIND	MARET	MIIND
1	1000040	20090630	806.96	-0.015017	333.67
2	1000040	20090731	873.04	0.081896	334.25
3	1000040	20090831	902.23	0.033436	335.08
4	1000040	20090930	938.68	0.040394	335.72
5	1000040	20091030	912.56	-0.027819	336.24
6	1000040	20091130	964.47	0.056883	337.16
7	1000040	20091231	982.11	0.018287	337.88
8	1000040	20100129	949.37	-0.033339	338.31
9	1000040	20100226	978.72	0.030920	339.13
10	1000040	20100331	1037.53	0.060087	339.79
11	1000040	20100430	1054.85	0.016696	340.25
12	1000040	20100528	968.99	-0.081403	341.07
13	1000040	20100630	920.85	-0.049681	341.73
14	1000060	20090630	1258.17	0.034083	180.28
15	1000060	20090731	1356.35	0.078031	180.36
16	1000060	20090831	1378.50	0.016334	180.59
17	1000060	20090930	1454.80	0.055349	180.68
18	1000060	20091030	1401.98	-0.036304	180.75
19	1000060	20091130	1468.60	0.047513	181.08
20	1000060	20091231	1555.54	0.059201	181.19
21	1000060	20100129	1470.06	-0.054949	181.25
22	1000060	20100226	1530.69	0.041239	181.49
23	1000060	20100331	1641.63	0.072481	181.61
24	1000060	20100430	1686.83	0.027533	181.69
25	1000060	20100528	1544.38	-0.084447	181.93
26	1000060	20100630	1440.70	-0.067137	182.02
27	1000080	20090630	823.64	-0.004569	305.33
28	1000080	20090731	890.39	0.081042	305.78
29	1000080	20090831	916.85	0.029715	306.46
30	1000080	20090930	956.86	0.043638	306.94
31	1000080	20091030	928.44	-0.029699	307.34
32	1000080	20091130	979.35	0.054839	308.12
33	1000080	20091231	1006.14	0.027352	308.68
34	1000080	20100129	967.73	-0.038177	309.01
35	1000080	20100226	999.85	0.033197	309.68
36	1000080	20100331	1062.61	0.062762	310.20
37	1000080	20100430	1082.91	0.019104	310.55
38	1000080	20100528	994.02	-0.082082	311.22
39	1000080	20100630	940.73	-0.053606	311.73

Note: This procedure is experimental.