The SASEXFSD Interface Engine

Example 43.3 Using ECON_EXPR_DATA with the FQL Syntax for Function Returns

This example shows how to use the ExtractEconData factlet to retrieve the Returns for the GDPEURNS quarterly time series for Greece over the last 10 years by using the FQL economic download syntax. It is not necessary to use the IDS= option, because the FQL downloading syntax allows ’’ to be appended to the series name in the ITEMS= option. The PRINT procedure uses the LABEL option to allow the time series name to be in the column heading in the output. Without the LABEL option, the column heading would be ’ECON_EXPR_DATA’.

option validvarname=any;

title 'Retrieve Returns Using ECON_EXPR_DATA for the GDPEURNS@GR Series';
libname _all_ clear;

libname xfsd sasexfsd "%sysget(FACTSET)"
   factlet=ExtractEconData
   items="ECON_EXPR_DATA('RETURNS(EURO_STAT[GDPEURNS@GR],-1AQ,4)',0,0/0/-10,q)"
   format=sml
   outXml=fsdecon20
   automap=replace
   mapref=MyMap
   xmlmap="%sysget(FACTSET)fsdecon20.map"
   orientation=eti
   user='XXXXXXXXXXXXXXXX'
   pass='XXXXXXXXXXXXXXXX';

data EUROFunc; set xfsd.fsdecon20; run;
proc print data=EUROFunc label; run;

Output 43.3.1: Quarterly Returns of Series GDPEURNS@GR Using ECON_EXPR_DATA for Database Source Name EURO_STAT

Retrieve Returns Using ECON_EXPR_DATA for the GDPEURNS@GR Series

Obs FQL_Entity date RETURNS(EURO_STAT[GDPEURNS@GR],-1AQ,4)
1 econ_expr_data 06-30-2003 39.9255
2 econ_expr_data 09-30-2003 24.1206
3 econ_expr_data 12-31-2003 -2.9307
4 econ_expr_data 03-31-2004 -21.9838
5 econ_expr_data 06-30-2004 44.4186
6 econ_expr_data 09-30-2004 21.6794
7 econ_expr_data 12-31-2004 -3.2521
8 econ_expr_data 03-31-2005 -28.4104
9 econ_expr_data 06-30-2005 32.7385
10 econ_expr_data 09-30-2005 31.6561
11 econ_expr_data 12-30-2005 -6.1976
12 econ_expr_data 03-31-2006 -17.0596
13 econ_expr_data 06-30-2006 40.5935
14 econ_expr_data 09-29-2006 19.2535
15 econ_expr_data 12-29-2006 -0.3652
16 econ_expr_data 03-30-2007 -21.9820
17 econ_expr_data 06-29-2007 39.1451
18 econ_expr_data 09-28-2007 23.8728
19 econ_expr_data 12-31-2007 -7.5605
20 econ_expr_data 03-31-2008 -20.5704
21 econ_expr_data 06-30-2008 37.8653
22 econ_expr_data 09-30-2008 20.0536
23 econ_expr_data 12-31-2008 -19.1250
24 econ_expr_data 03-31-2009 -38.6740
25 econ_expr_data 06-30-2009 65.9728
26 econ_expr_data 09-30-2009 11.6375
27 econ_expr_data 12-31-2009 6.0947
28 econ_expr_data 03-31-2010 -39.8820
29 econ_expr_data 06-30-2010 35.5932
30 econ_expr_data 09-30-2010 10.4348
31 econ_expr_data 12-31-2010 -22.8435
32 econ_expr_data 03-31-2011 -33.6109
33 econ_expr_data 06-30-2011 43.5848
34 econ_expr_data 09-30-2011 15.9831
35 econ_expr_data 12-30-2011 -30.2577
36 econ_expr_data 03-30-2012 -33.0359
37 econ_expr_data 06-29-2012 41.0717
38 econ_expr_data 09-28-2012 .
39 econ_expr_data 12-31-2012 .
40 econ_expr_data 03-28-2013 .