The SASEFRED Interface Engine

Example 39.6 Specifying Two Series IDs with Multiple Vintage Dates and Descending Sort Order

This example demonstrates how to request the ADJRES and ADJRESN time series, which show the St. Louis adjusted reserves, the first of which is seasonally adjusted and the second of which is not seasonally adjusted. The request is made for three different vintage dates, but only 2006-08-31 and 2013-06-13 yield data when you use the range of START=’2004-01-01’and END=’2012-12-01’. If you specify OUTPUT=2, each time series is named by concatenating the series ID to the vintage date with an underscore. For brevity, Output 39.6.1 shows only the first 10 and last 10 observations. The sort order is descending; that is why the dates start with the most recent observation and continue in biweekly (ending Wednesday) periods to the least recent.

title 'Specifying Two Series IDs with Multiple Vintage Dates and Descending Sort Order';
libname _all_ clear;

libname fred sasefred "%sysget(FRED)"
   OUTXML=fredex06
   AUTOMAP=replace
   MAPREF=MyMap
   XMLMAP="%sysget(FRED)fredex06.map"
   APIKEY='XXXXXXXXXXXXXXXXXXXXXXXXXXXXXXXX'
   IDLIST='ADJRES,ADJRESN'
   VINTAGE='2003-07-31,2006-08-31,2013-06-13'
   START='2004-01-01'
   END='2012-12-01'
   FREQ='bw'
   OUTPUT=2
   AGG='avg'
   SORT='desc'
   FORMAT=xml;

data fredPDD;
   set fred.fredex06;
run;
proc contents data=fredPDD; run;
title3 "First 10/Last 10 Obs, IDLIST=ADJRES,ADJRESN, and SORT=Descending";
%pri20nom(fredPDD);
title3;

Output 39.6.1: Specifying Two Series IDs with Multiple Vintage Dates and Descending Sort Order—First 10 and Last 10 Observations

Specifying Two Series IDs with Multiple Vintage Dates and Descending Sort Order

Obs date ADJRES_20130613 ADJRES_20060831 ADJRESN_20130613 ADJRESN_20060831
1 2012-11-28 1591.92 . 1583.96 .
2 2012-11-14 1583.90 . 1583.90 .
3 2012-10-31 1573.04 . 1568.32 .
4 2012-10-17 1563.23 . 1560.10 .
5 2012-10-03 1511.02 . 1518.58 .
6 2012-09-19 1587.55 . 1563.74 .
7 2012-09-05 1583.80 . 1594.89 .
8 2012-08-22 1618.63 . 1615.40 .
9 2012-08-08 1652.49 . 1639.27 .
10 2012-07-25 1620.07 . 1629.79 .
11 2004-05-12 95.89 95.871 94.74 94.720
12 2004-04-28 96.25 96.154 97.79 97.693
13 2004-04-14 93.38 93.293 93.38 93.293
14 2004-03-31 94.81 94.718 93.67 93.582
15 2004-03-17 94.28 94.146 93.91 93.769
16 2004-03-03 94.13 94.096 95.73 95.696
17 2004-02-18 92.05 92.001 93.24 93.197
18 2004-02-04 96.25 96.192 95.10 95.038
19 2004-01-21 96.54 96.511 97.60 97.573
20 2004-01-07 96.06 96.044 100.00 99.982