The SASEFAME Interface Engine |
Example 34.9 Selecting Time Series Using CROSSLIST= Option with a FAME Namelist of Tickers
This example demonstrates selection by using the CROSSLIST= option. Only the ticker "IBM" is specified in the KEEP statement from the 11 companies in the FAME ticker namelist. The results are shown in Output 34.9.1 and Output 34.9.2.
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;
title2 'TRAINING DB, Pricing Timeseries for eleven Tickers in CROSSLIST=';
title3 'OUT=CROUT from the PRINT Procedure';
proc print data=crout;
run;
title2 'Contents of OUT=crout from the FAME Crosslist function';
title3 'Using TICKER namelist.';
proc contents data=crout;
run;
Output 34.9.1
Listing of OUT=CROUT Using CROSSLIST= Option in the Training FAME Data
0.5 |
47.2500 |
47.7500 |
47.0000 |
47.5000 |
94.500 |
95.500 |
94.000 |
95.000 |
129012 |
64506 |
0.5 |
47.8750 |
47.8750 |
47.2500 |
47.2500 |
95.750 |
95.750 |
94.500 |
94.500 |
102796 |
51398 |
0.5 |
48.0938 |
48.3438 |
47.6563 |
48.0000 |
96.188 |
96.688 |
95.313 |
96.000 |
177276 |
88638 |
0.5 |
47.8750 |
48.0938 |
47.0313 |
47.3438 |
95.750 |
96.188 |
94.063 |
94.688 |
127900 |
63950 |
0.5 |
47.8750 |
48.6875 |
47.8125 |
47.9063 |
95.750 |
97.375 |
95.625 |
95.813 |
137724 |
68862 |
0.5 |
47.6250 |
48.2188 |
47.0000 |
47.8125 |
95.250 |
96.438 |
94.000 |
95.625 |
128976 |
64488 |
0.5 |
48.0000 |
48.1250 |
46.6875 |
47.4375 |
96.000 |
96.250 |
93.375 |
94.875 |
149612 |
74806 |
0.5 |
48.8125 |
49.0000 |
47.6875 |
47.8750 |
97.625 |
98.000 |
95.375 |
95.750 |
215440 |
107720 |
0.5 |
49.8125 |
50.8750 |
48.5625 |
48.9063 |
99.625 |
101.750 |
97.125 |
97.813 |
315504 |
157752 |
0.5 |
52.2500 |
52.6250 |
50.0000 |
50.0000 |
104.500 |
105.250 |
100.000 |
100.000 |
463480 |
231740 |
0.5 |
51.8750 |
53.1563 |
51.0938 |
52.6250 |
103.750 |
106.313 |
102.188 |
105.250 |
328184 |
164092 |
0.5 |
51.5000 |
51.7500 |
49.6875 |
50.0313 |
103.000 |
103.500 |
99.375 |
100.063 |
368276 |
184138 |
0.5 |
52.5625 |
53.5000 |
51.5938 |
52.1875 |
105.125 |
107.000 |
103.188 |
104.375 |
219880 |
109940 |
0.5 |
53.9063 |
54.2188 |
52.2500 |
52.8125 |
107.813 |
108.438 |
104.500 |
105.625 |
204088 |
102044 |
0.5 |
53.5000 |
54.2188 |
52.8125 |
53.9688 |
107.000 |
108.438 |
105.625 |
107.938 |
146600 |
73300 |
Output 34.9.2
Contents of OUT=CROUT Using CROSSLIST= Option in the Training FAME Data
IBM.ADJUST |
Num |
8 |
IBM.CLOSE |
Num |
8 |
IBM.HIGH |
Num |
8 |
IBM.LOW |
Num |
8 |
IBM.OPEN |
Num |
8 |
IBM.UCLOSE |
Num |
8 |
IBM.UHIGH |
Num |
8 |
IBM.ULOW |
Num |
8 |
IBM.UOPEN |
Num |
8 |
IBM.UVOLUME |
Num |
8 |
IBM.VOLUME |
Num |
8 |