The SASEHAVR Interface Engine

Example 42.12 Selecting Variables Based on Short Source Key Code

Using the information from Example 42.11, you can now select time series by using selection keys such as the SHORT= , GEOG1=, or GEOG2= options. Since the short source values are nontrivial in database haverd, it is best in this case to use the SHORT= option. For more information about using geography codes as selection keys, see Output 42.13.1 for the GEOG1= option and Output 42.13.2 for the GEOG2= option.


Libname lib1 sasehavr "%sysget(HAVER_DATA)"
        short="GOLDMAN, FRB, CRB";
data validE2;
   set lib1.haverd;
   where date  between '18jan2005'd and '29mar2005'd;
run;

title1 'SHORT= option list: GOLDMAN, FRB, CRB';
title2 'Should contain these time series:';
title3 'FCM10, FCM1M, FFED, FFP1D';
title4 'SHORT= option, Print the OUT= ValidE2 Data Set';
proc print data=validE2;
run;

title4 'SHORT= option, Print the Contents of OUT= ValidE2 Data Set';
proc contents data=validE2;
run;

Output 42.12.1 shows the output for the SHORT= option.

Output 42.12.1: SHORT= Option Shows the Selected Variables

SHORT= option list: GOLDMAN, FRB, CRB

Should contain these time series:

FCM10, FCM1M, FFED, FFP1D

SHORT= option, Print the OUT= ValidE2 Data Set

Obs	DATE	FCM10	FCM1M	FFED	FFP1D
1	18JAN2005	4.21	2.05	2.31	2.30
2	19JAN2005	4.20	1.95	2.19	2.22
3	20JAN2005	4.17	1.89	2.25	2.22
4	21JAN2005	4.16	2.02	2.26	2.19
5	24JAN2005	4.14	2.05	2.26	2.22
6	25JAN2005	4.20	2.13	2.29	2.22
7	26JAN2005	4.21	2.16	2.33	2.26
8	27JAN2005	4.22	2.16	2.39	2.30
9	28JAN2005	4.16	2.12	2.48	2.37
10	31JAN2005	4.14	2.06	2.50	2.47
11	01FEB2005	4.15	2.23	2.40	2.47
12	02FEB2005	4.15	2.22	2.29	2.45
13	03FEB2005	4.18	2.18	2.49	2.46
14	04FEB2005	4.09	2.20	2.51	2.45
15	07FEB2005	4.07	2.27	2.50	2.47
16	08FEB2005	4.05	2.34	2.48	2.45
17	09FEB2005	4.00	2.34	2.50	2.45
18	10FEB2005	4.07	2.35	2.51	2.47
19	11FEB2005	4.10	2.36	2.50	2.48
20	14FEB2005	4.08	2.37	2.51	2.50
21	15FEB2005	4.10	2.40	2.53	2.54
22	16FEB2005	4.16	2.39	2.48	2.45
23	17FEB2005	4.19	2.40	2.50	2.47
24	18FEB2005	4.27	2.39	2.51	2.45
25	21FEB2005	.	.	2.51	.
26	22FEB2005	4.29	2.43	2.57	2.49
27	23FEB2005	4.27	2.47	2.53	2.48
28	24FEB2005	4.29	2.48	2.55	2.52
29	25FEB2005	4.27	2.50	2.54	2.52
30	28FEB2005	4.36	2.51	2.52	2.58
31	01MAR2005	4.38	2.55	2.39	2.51
32	02MAR2005	4.38	2.54	2.48	2.44
33	03MAR2005	4.39	2.55	2.51	2.49
34	04MAR2005	4.32	2.56	2.50	2.46
35	07MAR2005	4.31	2.59	2.51	2.49
36	08MAR2005	4.38	2.61	2.49	2.47
37	09MAR2005	4.52	2.60	2.50	2.45
38	10MAR2005	4.48	2.60	2.52	2.49
39	11MAR2005	4.56	2.60	2.51	2.48
40	14MAR2005	4.52	2.62	2.59	2.53
41	15MAR2005	4.54	2.70	2.61	2.60
42	16MAR2005	4.52	2.68	2.57	2.50
43	17MAR2005	4.47	2.68	2.68	2.58
44	18MAR2005	4.51	2.70	2.70	2.68
45	21MAR2005	4.53	2.72	2.71	2.72
46	22MAR2005	4.63	2.77	2.72	2.68
47	23MAR2005	4.61	2.72	2.73	2.69
48	24MAR2005	4.60	2.70	2.75	2.62
49	25MAR2005	.	.	2.80	2.59
50	28MAR2005	4.64	2.69	2.79	2.79
51	29MAR2005	.	.	.	2.76

If you also want to see a list of all the variables and their corresponding labels for this data set, you can run the CONTENTS Procedure.

Output 42.12.2 shows the output.

Output 42.12.2: SHORT= Option Shows the Contents of the validE2 Data Set

Alphabetic List of Variables and Attributes
#	Variable	Type	Len	Format	Label
1	DATE	Num	8	DATE9.	Date of Observation
2	FCM10	Num	8		10-Year Treasury Note Yield at Constant Maturity (Avg, % p.a.)
3	FCM1M	Num	8		1-Month Treasury Bill Market Bid Yield at Constant Maturity (%)
4	FFED	Num	8		Federal Funds [Effective] Rate (% p.a.)
5	FFP1D	Num	8		1-Day AA Financial Commercial Paper (% per annum)