The DATASOURCE Procedure

The DATASOURCE procedure extracts time series and event data from many different kinds of data files distributed by various data vendors and stores them in a SAS data set. Once stored in a SAS data set, the time series and event variables can be processed by other SAS procedures.

The DATASOURCE procedure has statements and options to extract only a subset of time series data from an input data file. It gives you control over the frequency of data to be extracted, time series variables to be selected, cross sections to be included, and time range of data to be output.

The DATASOURCE procedure can create auxiliary data sets containing descriptive information on the time series variables and cross sections. More specifically, the OUTCONT= option names a data set containing information on time series variables, the OUTBY= option names a data set that reports information on cross-sectional variables, and the OUTALL= option names a data set that combines both time series variables and cross-sectional information.

In addition to the auxiliary data sets, two types of primary output data sets are the OUT= and OUTEVENT= data sets. The OUTEVENT= data set contains event variables but excludes periodic time series data. The OUT= data set contains periodic time series data and any event variables referenced in the KEEP statement.

The output variables in the output and auxiliary data sets can be assigned various attributes by the DATASOURCE procedure. These attributes are labels, formats, new names, and lengths. While the first three attributes in this list are used to enhance the output, the length attribute is used to control the memory and disk-space usage of the DATASOURCE procedure.

Data files currently supported by the DATASOURCE procedure include the following: