The SASEQUAN Interface Engine

This example shows how to use three Quandl codes of different native frequencies to retrieve quarterly data for corporate profits after tax (FRED/CP), gross domestic product (FRED/GDP), and total consumer credit owned and securitized, outstanding (TOTALSL). The output is shown in Output 50.2.1.

title 'Retrieve Data for Three Time Series: FRED/CP, FRED/GDP, FRED/TOTALSL';
libname _all_ clear;
options validvarname=any;
libname mylib "U:\quan950\doc\";

libname myQ3 sasequan "%sysget(QUANDL)"
   OUTXML=fred3
   AUTOMAP=replace
   MAPREF=MyMap
   XMLMAP="%sysget(QUANDl)fred3.map"
   APIKEY='XXXXXXXXXXXXXXXXXXXX'
   IDLIST='FRED/CP,FRED/GDP,FRED/TOTALSL'
   FORMAT=xml
   START='2009-07-01'
   END='2013-07-01'
   FREQ='quarterly'
   COLLAPSE='quarterly'
   ;

data mylib.thrall;
   set myQ3.fred3;
   label Value_1 = "Corporate Profits After Tax";
   label Value_2 = "Gross Domestic Product, 1 Decimal";
   label Value_3 = "Total Consumer Credit Owned and Securitized, Outstanding";
run;

proc contents data=mylib.thrall; run;
proc print data=mylib.thrall label; run;