Selecting Time Series Using CROSSLIST=Option and Fame Namelist
/*----------------------------------------------------------------
SAS Sample Library
Name: famex09.sas
Description: Example program from SAS/ETS User's Guide,
The SASEFAME Interface Engine
Title: Selecting Time Series Using CROSSLIST=Option and Fame Namelist
Product: SAS/ETS Software
Keys: FAME data extraction, CROSSLIST= option, and FAME Namelist
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 lib9 sasefame "%sysget(FAME_DATA)"
convert=(frequency=business technique=constant)
range='07jul1997'd - '25jul1997'd
crosslist=( nl(ticker),
{ adjust, close, high, low, open, volume,
uclose, uhigh, ulow, uopen, uvolume }
);
----------------------------------------------------------------*/
options validvarname=any;
libname lib9 sasefame "%sysget(FAME_DATA)"
convert=(frequency=business technique=constant)
range='07jul1997'd - '25jul1997'd
crosslist=( nl(ticker),
{ adjust, close, high, low, open, volume,
uclose, uhigh, ulow, uopen, uvolume }
);
data crout;
/* eleven companies in the FAME ticker namelist */
set lib9.training;
keep IBM: ;
run;
title1 'TRAINING DB, Pricing Timeseries for Eleven Tickers in CROSSLIST=';
title2 'Using TICKER Namelist';
proc print data=crout;
run;
proc contents data=crout;
run;