Example 39.12 Retrieving Monthly Treasury Time Series by TREASNO= Option

This example shows how to retrieve monthly US Treasury time series by using the TREASNO= option.

title 'Retrieve Monthly US Treasury Time Series by TREASNO';
libname _all_ clear;

libname crsp sasexccm 
   "\\tappan\crsp1\data201008_little\TRZ201008\"
   setid=100 
   treasno=202999 treasno=203666            
   itemlist="TMASK.*;TMBID.*";

data mtrsts_two;
   set crsp.trs_mth_ts;
run;
proc contents data=mtrsts_two; run;
proc print data=mtrsts_two; run;
 

Output 39.12.1 Monthly US Treasury Time Series by TREASNO
Retrieve Monthly US Treasury Time Series by TREASNO

The CONTENTS Procedure

Data Set Name WORK.MTRSTS_TWO Observations 31
Member Type DATA Variables 4
Engine V9 Indexes 0
Created Wed, Feb 16, 2011 02:15:22 PM Observation Length 32
Last Modified Wed, Feb 16, 2011 02:15:22 PM Deleted Observations 0
Protection   Compressed NO
Data Set Type   Sorted NO
Label      
Data Representation WINDOWS_32    
Encoding wlatin1 Western (Windows)    

Engine/Host Dependent Information
Data Set Page Size 4096
Number of Data Set Pages 1
First Data Page 1
Max Obs per Page 126
Obs in First Data Page 31
Number of Data Set Repairs 0
Filename C:\DOCUME~1\saskff\LOCALS~1\Temp\SAS Temporary Files\_TD236_VMW0296_\mtrsts_two.sas7bdat
Release Created 9.0301B0
Host Created XP_PRO

Alphabetic List of Variables and Attributes
# Variable Type Len Format Informat Label
1 KYTREASNO Num 8 6. 6. TREASNO
2 MONTHLY Num 8 YYMMDDN8. YYMMDD8. Date
3 TMASK Num 8 11.6 11.6 Ask
4 TMBID Num 8 11.6 11.6 Bid

Retrieve Monthly US Treasury Time Series by TREASNO

Obs KYTREASNO MONTHLY TMASK TMBID
1 202999 19961129 100.085938 100.054688
2 202999 19961231 99.593750 99.531250
3 202999 19970131 99.593750 99.531250
4 202999 19970228 99.398438 99.335938
5 202999 19970331 98.898438 98.835938
6 202999 19970430 99.230469 99.167969
7 202999 19970530 99.453125 99.390625
8 202999 19970630 99.597656 99.535156
9 202999 19970731 99.988281 99.925781
10 202999 19970829 99.785156 99.722656
11 202999 19970930 99.960938 99.898438
12 202999 19971031 100.054688 99.992188
13 202999 19971128 99.921875 99.859375
14 202999 19971231 100.054688 99.992188
15 202999 19980130 100.226563 100.164063
16 202999 19980227 100.113281 100.050781
17 202999 19980331 100.121094 100.058594
18 202999 19980430 100.152344 100.089844
19 202999 19980529 100.144531 100.082031
20 202999 19980630 100.140625 100.109375
21 202999 19980731 100.125000 100.093750
22 202999 19980831 100.160156 100.128906
23 202999 19980930 100.250000 100.218750
24 202999 19981030 100.128906 100.097656
25 203666 20051230 97.792306 97.781861
26 203666 20060131 98.099833 98.095500
27 203666 20060228 98.391111 98.387556
28 203666 20060331 98.786153 98.783458
29 203666 20060428 99.115458 99.113542
30 203666 20060531 99.538500 99.537500
31 203666 20060630 99.933250 99.933083



Note: This procedure is experimental.