You can use the SAS DATA step to write the selected time series from your FAME database to a SAS data set. This enables you to easily analyze the data by using SAS. You can specify the name of the output data set in the DATA statement. This causes the engine supervisor to create a SAS data set by 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 containing time series 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 see the available data sets in the SAS LIBNAME window of the SAS windowing environment by selecting the SASEFAME libref in the LIBNAME window that you have previously used in your LIBNAME statement. 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. You can view your SAS output observations by double-clicking on the desired output data set libref in the LIBNAME window of the SAS windowing environment.

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. For other types of data such as string case series, date case series, boolean case series, and formulas, see Example 34.11.