The SASEQUAN Interface Engine

This example shows how to transform the daily data by using the diff transformation and the same Quandl code as in Example 50.4 and Example 50.5, GOOG/TYO_1551, to retrieve the price and yield performance of the JASDAQ-TOP20 Exchange Traded Fund (ETF) in Japan. Specify a range by using START='2014-01-01' and END='2014-03-26', a transformation function by using TRANS=DIFF, and a collapse frequency by using COLLAPSE=WEEKLY. The output is shown on Output 50.6.1.

options validvarname=any;

title 'JASDAQ-TOP20 ETF, TRANS=DIFF Option';
libname _all_ clear;
libname mylib "U:\quan950\doc\";

libname myTOP20 sasequan "%sysget(QUANDL)"
   apikey='XXXXXXXXXXXXXXXXXXXX'
   idlist='GOOG/TYO_1551'
   format=XML
   outXml=jasdaqX
   automap=replace
   mapref=MyMap
   xmlmap="%sysget(QUANDL)jasdaqX.map"
   start='2014-01-01'
   end='2014-03-26'
   collapse=weekly
   trans=diff
   ;

data mylib.jasdaqX;
   set myTOP20.jasdaqX;
run;

proc contents data=mylib.jasdaqX; run;
proc print data=mylib.jasdaqX; run;