SAS/ETS 12.1 User's Guide Sample Code

Reading Time Series by Defining Fame Expression Groups in INSET

/*----------------------------------------------------------------

                   SAS Sample Library

        Name: famex16.sas
 Description: Example program from SAS/ETS User's Guide,
              The SASEFAME Interface Engine
   Title: Reading Time Series by Defining Fame Expression Groups in INSET
 Product: SAS/ETS Software
    Keys: FAME data extraction, KEEP= express, and Inset Expression Groups
   Procs: SASEFAME
   Notes: Read this before you run this sample.
        The database resides in the ets/sasmisc folder. You
        must copy the database to a writeable folder before
        using it. Then define your Windows system environment
        variable, FAME_DATA, to the path of your
        writeable folder containing
        the trainten.db file (FAME database).
        To assign a fileref to the external file to be processed,
        use the following form of the libname statement:

libname libX sasefame "%sysget(FAME_DATA)"
   wildcard="?"
   convert=(frequency=business technique=constant)
   range='23jul1997'd - '25jul1997'd
   inset=( inseta KEEP=express);
----------------------------------------------------------------*/
title1 '***TRAINTEN DB, Pricing Timeseries for Expressions in INSET=';***';
options validvarname=any;

%let FAME=%sysget(FAME);
%put(&FAME);
%let FAMETEMP=%sysget(FAME_TEMP);
%put(&FAMETEMP);
data inseta; /* Use this for d8690 training data base */
   length express $52;
   express='cvx.close;'; output;
   express='{ibm.high,ibm.low,ibm.close};'; output;
   express='mave(ibm.close,30);'; output;
   express='crosslist({gm,f,c},{volume});'; output;
   express='cvx.close+ibm.close;'; output;
   express='ibm.close;'; output;
   express='sum(pep.volume);'; output;
   express='mave(pep.close,20);'; output;
run;

title1 'TRAINING DB, Pricing Timeseries for Expressions in INSET=';
proc print
   data=inseta;
run;
libname libX sasefame "%sysget(FAME_DATA)"
   wildcard="?"
   convert=(frequency=business technique=constant)
   range='23jul1997'd - '25jul1997'd
   inset=( inseta KEEP=express)
   ;


data trout;
   set libX.trainten;
run;

title1 'TRAINING DB, Pricing Timeseries for Expressions in INSET=';
proc print data=trout;
run;

proc contents data=trout;
run;
Resources

Reading Time Series by Defining Fame Expression Groups in INSET
