The SASEFRED Interface Engine
- Overview
- Getting Started
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Details
Available Sources That Provide FRED Time Series DataFRED API KeyAvailable Releases for Each Source That Provides FRED Time Series DataAvailable Time Series for Each Release IDAvailable Native Frequency for Each Series IDVintage Dates for Each Series IDSAS Output Data SetSAS OUTXML FileSAS XML Map FileReading Price Data by Using Indices -
Syntax
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ExamplesRetrieving Data for Multiple Time SeriesRetrieving Data by Using the Vintage DateSelecting Time Series When Native Frequency Is Less Than Requested FrequencySelecting Time Series When Native Frequency Is Greater Than Requested FrequencySpecifying One Series ID with Multiple Vintage Dates for the OUTPUT=2 OptionSpecifying Two Series IDs with Multiple Vintage Dates and Descending Sort Order
- References
The SASEFRED interface engine enables SAS users to retrieve economic data from the FRED website, which is hosted by the Economic Research Division of the Federal Reserve Bank of St. Louis. FRED stands for Federal Reserve Economic Data. The FRED databases contain more than 61,000 economic data time series from 48 national and international sources, both public and private. These time series are updated at annual, quarterly, monthly, weekly, and daily intervals. The economic time series on the FRED website contain observation or measurement periods that are associated with data values.
The SASEFRED interface engine uses the LIBNAME statement to enable you to specify how to subset your FRED data and how to aggregate the selected time series at the same update frequency. You can then use the SAS DATA step to perform further subsetting and to store the resulting time series in a SAS data set. You can perform more analysis (if desired) either in the same SAS session or in a later session.
The SASEFRED interface engine supports 64-bit Windows. Note that the SASEFRED engine uses the FRED API, but it is not endorsed or certified by the Federal Reserve Bank of St. Louis, and that by using the SASEFRED interface, you are agreeing to comply with the FRED terms of use, which are described on the web page at the following URL: http://api.stlouisfed.org/terms_of_use.html .