Selecting Time Series Using CROSSLIST=Option and KEEP Statement
/*----------------------------------------------------------------
SAS Sample Library
Name: famex08.sas
Description: Example program from SAS/ETS User's Guide,
The SASEFAME Interface Engine
Title: Selecting Time Series Using CROSSLIST=Option and KEEP Statement
Product: SAS/ETS Software
Keys: FAME data extraction, CROSSLIST
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 training.db file (FAME database).
To assign a fileref to the external file to be processed,
use the following form of the libname statement:
libname lib8 sasefame "%sysget(FAME_DATA)"
convert=(frequency=business technique=constant)
crosslist=(
{ IBM,SPALN,SUNW,XOM },
{ adjust, close, high, low, open, volume,
uclose, uhigh, ulow,uopen,uvolume }
);
----------------------------------------------------------------*/
options validvarname=any;
libname lib8 sasefame "%sysget(FAME_DATA)"
convert=(frequency=business technique=constant)
crosslist=(
{ IBM,SPALN,SUNW,XOM },
{ adjust, close, high, low, open, volume,
uclose, uhigh, ulow,uopen,uvolume }
);
data trout;
/* eleven companies, keep only the IBM ticker this time */
set lib8.training;
where date between '01mar02'd and '20mar02'd;
keep IBM: ;
run;
title1 'TRAINING DB, Pricing Timeseries for IBM Ticker in CROSSLIST=';
proc contents
data=trout;
run;
proc print
data=trout;
run;