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The SASEFAME Interface Engine

Example 34.2 Reading Time Series from the FAME Database

Use the FAME wildcard option to limit the number of series converted. For example, suppose you want to read only series starting with "WSPCA". Output 34.2.1 and Output 34.2.2 show the results of the following sample code.

   options validvarname=any;
   
   %let FAME=%sysget(FAME);
   %put(&FAME);
   %let FAMETEMP=%sysget(FAME_TEMP);
   %put(&FAMETEMP);
   
   libname lib1 sasefame "%sysget(FAME_DATA)"
           wildcard="wspca?"
           convert=(technique=constant freq=twicemonthly );
   
   libname lib2 "%sysget(FAME_TEMP)";
   
   data lib2.twild(label='Annual Series from the FAMEECON.db');
      set lib1.subecon;
      where date between '01jan93'd and '31dec93'd;
      /* keep only  */
      keep date wspca;
   run;
   
   proc contents data=lib2.twild;
   run;
   
   proc print data=lib2.twild;
   run;

Output 34.2.1 Contents of OUT=LIB2.TWILD of the SUBECON FAME Data
The CONTENTS Procedure

Alphabetic List of Variables and Attributes
# Variable Type Len Format Informat Label
1 DATE Num 8 DATE9. 9. Date of Observation
2 WSPCA Num 8     STANDARD & POOR'S WEEKLY BOND YIELD: COMPOSITE, A

The WILDCARD="WSPCA?" option limits reading only those series whose names begin with WSPCA. The KEEP statement further restricts the SAS data set to include only the series named WSPCA and the DATE variable. The time interval used for the conversion is TWICEMONTHLY.

Output 34.2.2 Listing of OUT=LIB2.TWILD of the SUBECON FAME Data
Obs DATE WSPCA
1 01JAN1993 8.59400
2 16JAN1993 8.50562
3 01FEB1993 8.47000
4 16FEB1993 8.31000
5 01MAR1993 8.27000
6 16MAR1993 8.29250
7 01APR1993 8.32400
8 16APR1993 8.56333
9 01MAY1993 8.37867
10 16MAY1993 8.26312
11 01JUN1993 8.21333
12 16JUN1993 8.14400
13 01JUL1993 8.09067
14 16JUL1993 8.09937
15 01AUG1993 7.98533
16 16AUG1993 7.91600

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