SAS/ETS Software

The DATASOURCE Procedure

SAS software provides easy access to commercially available economic and financial time series data. Data can be extracted directly from files supplied by government and commercial data vendors and then converted into SAS data sets.

The DATASOURCE procedure can extract a subset of time series data from an input data file. It gives you control over the frequency of data to be extracted, time series variables to be selected, cross sections to be included, and the time range of data to be output. You can create an output data set containing descriptive information on the series available in the data file. You can also use quoted strings to refer to series names in the input file that are not in the form of SAS names.

SAS/ETS software can be used to extract data files distributed by the following data vendors: