Create the holidays data set.

data holidays;
   input sta : date7. act $ 11-30 dur;
   datalines;
01JAN97   New Year's            1
28MAR97   Good Friday           1
30MAY97   Memorial Day          1
04JUL97   Independence Day      1
01SEP97   Labor Day             1
27NOV97   Thanksgiving          2
25DEC97   Christmas Break       5
;