Working with Time Series Data

Reading Time Series Data

Time series data can be coded in many different ways. The SAS System can read time series data recorded in almost any form. Earlier sections of this chapter show how to read time series data coded in several commonly used ways. This section shows how to read time series data from data records coded in two other commonly used ways not previously introduced.

Several time series databases distributed by major data vendors can be read into SAS data sets by the DATASOURCE procedure. See Chapter 12: The DATASOURCE Procedure, for more information.

The SASECRSP, SASEFAME, and SASEHAVR interface engines enable SAS users to access and process time series data in CRSPAccess data files, FAME databases, and Haver Analytics Data Link Express (DLX) data bases, respectively. See Chapter 38: The SASECRSP Interface Engine, Chapter 41: The SASEFAME Interface Engine, and Chapter 42: The SASEHAVR Interface Engine, for more details.