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The SASEFAME Interface Engine

The SAS Output Data Set

You can use the SAS DATA step to write the FAME converted series to a SAS data set. This allows the user the ability to easily analyze the data using SAS. You can specify the name of the output data set on the DATA statement. This causes the engine supervisor to create a SAS data set using the specified name in either the SAS WORK library, or if specified, the USER library. For more about naming your SAS data set see the section "Characteristics of SAS Data Libraries" in SAS Language Reference: Dictionary.

The contents of the SAS data set include the DATE of each observation, the name of each series read from the FAME database as specified by the WILDCARD option, and the label or FAME description of each series. Missing values are represented as '.' in the SAS data set. You can use PROC PRINT and PROC CONTENTS to print your output data set and its contents. You can use PROC SQL along with the SASEFAME engine to create a view of your SAS data set.

The DATE variable in the SAS data set contains the date of the observation. For FAME weekly intervals that end on a Friday, FAME reports the date on the Friday that ends the week whereas SAS reports the date on the Saturday that begins the week. A more detailed discussion of how to map FAME frequencies to SAS Time Intervals follows.

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