The SASEQUAN Interface Engine

The SASEQUAN interface engine enables SAS users to retrieve economic data from the Quandl website, which is hosted by Quandl. The Quandl website offers access to 8 million time series data sets from 400 sources in finance, economics, society, health, energy, demography, and more. These time series are updated at annual, quarterly, monthly, weekly, and daily intervals. The economic time series on the Quandl website contain observation or measurement periods that are associated with data values.

The SASEQUAN interface engine uses the LIBNAME statement to enable you to specify how to subset your Quandl data and how to collapse the selected time series to the same update frequency. You can then use the SAS DATA step to perform further subsetting and to store the resulting time series in a SAS data set. You can perform more analysis (if desired) either in the same SAS session or in a later session.

The SASEQUAN interface engine supports Linux X64 (LAX) and Windows. Although the SASEQUAN engine uses the Quandl API, it is not endorsed or certified by Quandl. By using the SASEQUAN interface engine, you are agreeing to comply with the Quandl terms of use, which are described on the web page at the following URL: https://www.quandl.com/about/terms .