Selecting Time Series Using CROSSLIST=Option and WHERE=TICK
/*----------------------------------------------------------------
SAS Sample Library
Name: famex10.sas
Description: Example program from SAS/ETS User's Guide,
The SASEFAME Interface Engine
Title: Selecting Time Series Using CROSSLIST=Option and WHERE=TICK
Product: SAS/ETS Software
Keys: FAME data extraction, CROSSLIST= INSET= WHERE=TICK
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 lib10 sasefame "%sysget(FAME_DATA)"
convert=(frequency=business technique=constant)
range='07jul1997'd - '25jul1997'd
inset=( inseta where=tick )
crosslist=
( {adjust, close, high, low, open, volume,
uclose, uhigh, ulow,uopen,uvolume} );
----------------------------------------------------------------*/
options validvarname=any;
data inseta;
length tick $5;
/* need $5 so SPALN is not truncated */
tick='AOL'; output;
tick='C'; output;
tick='CPQ'; output;
tick='CVX'; output;
tick='F'; output;
tick='GM'; output;
tick='HWP'; output;
tick='IBM'; output;
tick='SPALN'; output;
tick='SUNW'; output;
tick='XOM'; output;
run;
libname lib10 sasefame "%sysget(FAME_DATA)"
convert=(frequency=business technique=constant)
range='07jul1997'd - '25jul1997'd
inset=( inseta where=tick )
crosslist=
( {adjust, close, high, low, open, volume,
uclose, uhigh, ulow,uopen,uvolume} );
data trout;
/* eleven companies with unique TICKs specified in INSETA */
set lib10.training;
keep IBM: ;
run;
title1 'TRAINING DB, Pricing Timeseries for Eleven Tickers in CROSSLIST=';
title2 'Using INSET with WHERE=TICK';
proc print data=trout;
run;
proc contents data=trout;
run;