The DATASOURCE Procedure

Data Elements Reference: DATASOURCE Procedure

PROC DATASOURCE can process only certain kinds of data files. For certain time series databases, the DATASOURCE procedure has built-in information on the layout of files composing the database. PROC DATASOURCE knows how to read only these kinds of data files. To access these databases, you must indicate the data file type in the FILETYPE= option. For more detailed information, see the corresponding document for each filetype. (See References.) The currently supported file types are summarized in Table 12.5.

Table 12.5: Supported File Types

Supplier

FILETYPE=

Description

BEA

BEANIPA

National Income and Product Accounts

 

BEANIPAD

National Income and Product Accounts PC Format

BLS

BLSCPI

Consumer Price Index Surveys

 

BLSWPI

Producer Price Index Survey

 

BLSEENA

National Employment, Hours, and Earnings Survey

 

BLSEESA

State and Area Employment,Hours,and Earnings Survey

GLOBAL

DRIBASIC

Basic Economic (formerly CITIBASE) Data Files

INSIGHT

CITIBASE

CITIBASE Data Files

(DRI)

DRIDDS

DRI Data Delivery Service Time Series

(DRI)

CITIDISK

PC Format CITIBASE Databases

CRSP

CRY2DBS

Y2K Daily Binary Security File Format

 

CRY2DBI

Y2K Daily Binary Calendar&Indices File Format

 

CRY2DBA

Y2K Daily Binary File Annual Data Format

 

CRY2MBS

Y2K Monthly Binary Security File Format

 

CRY2MBI

Y2K Monthly Binary Calendar&Indices File Format

 

CRY2MBA

Y2K Monthly Binary File Annual Data Format

 

CRY2DCS

Y2K Daily Character Security File Format

 

CRY2DCI

Y2K Daily Character Calendar&Indices File Format

 

CRY2DCA

Y2K Daily Character File Annual Data Format

 

CRY2MCS

Y2K Monthly Character Security File Format

 

CRY2MCI

Y2K Monthly Character Calendar&Indices File Format

 

CRY2MCA

Y2K Monthly Character File Annual Data Format

 

CRY2DIS

Y2K Daily IBM Binary Security File Format

 

CRY2DII

Y2K Daily IBM Binary Calendar&Indices File Format

 

CRY2DIA

Y2K Daily IBM Binary File Annual Data Format

 

CRY2MIS

Y2K Monthly IBM Binary Security File Format

 

CRY2MII

Y2K Monthly IBM Binary Calendar&Indices File Format

 

CRY2MIA

Y2K Monthly IBM Binary File Annual Data Format

 

CRY2MVS

Y2K Monthly VAX Binary Security File Format

 

CRY2MVI

Y2K Monthly VAX Binary Calendar&Indices File Format

 

CRY2MVA

Y2K Monthly VAX Binary File Annual Data Format

 

CRY2DVS

Y2K Daily VAX Binary Security File Format

 

CRY2DVI

Y2K Daily VAX Binary Calendar&Indices File Format

 

CRY2DVA

Y2K Daily VAX Binary File Annual Data Format

 

CRSPDBS

CRSP Daily Binary Security File Format

 

CRSPDBI

CRSP Daily Binary Calendar&Indices File Format

 

CRSPDBA

CRSP Daily Binary File Annual Data Format

 

CRSPMBS

CRSP Monthly Binary Security File Format

 

CRSPMBI

CRSP Monthly Binary Calendar&Indices File Format

 

CRSPMBA

CRSP Monthly Binary File Annual Data Format

 

CRSPDCS

CRSP Daily Character Security File Format

 

CRSPDCI

CRSP Daily Character Calendar&Indices File Format

 

CRSPDCA

CRSP Daily Character File Annual Data Format

 

CRSPMCS

CRSP Monthly Character Security File Format

 

CRSPMCI

CRSP Monthly Character Calendar&Indices File Format

 

CRSPMCA

CRSP Monthly Character File Annual Data Format

 

CRSPDIS

CRSP Daily IBM Binary Security File Format

 

CRSPDII

CRSP Daily IBM Binary Calendar&Indices File Format

 

CRSPDIA

CRSP Daily IBM Binary File Annual Data Format

 

CRSPMIS

CRSP Monthly IBM Binary Security File Format

CRSP

CRSPMII

CRSP Monthly IBM Binary Calendar&Indices File Format

 

CRSPMIA

CRSP Monthly IBM Binary File Annual Data Format

 

CRSPMVS

CRSP Monthly VAX Binary Security File Format

 

CRSPMVI

CRSP Monthly VAX Binary Calendar&Indices File Format

 

CRSPMVA

CRSP Monthly VAX Binary File Annual Data Format

 

CRSPDVS

CRSP Daily VAX Binary Security File Format

 

CRSPDVI

CRSP Daily VAX Binary Calendar&Indices File Format

 

CRSPDVA

CRSP Daily VAX Binary File Annual Data Format

 

CRSPMUS

CRSP Monthly UNIX Binary Security File Format

   

or utility dump of CRSPAccess Monthly Security File Format

 

CRSPMUI

CRSP Monthly UNIX Binary Calendar&Indices File Format

   

or utility dump of CRSPAccess Monthly Cal&Indices Format

 

CRSPMUA

CRSP Monthly UNIX Binary File Annual Data Format

   

or utility dump of CRSPAccess Monthly Annual Data Format

 

CRSPDUS

CRSP Daily UNIX Binary Security File Format

   

or utility dump of CRSPAccess Daily Security Format

 

CRSPDUI

CRSP Daily UNIX Binary Calendar&Indices File Format

   

or utility dump of CRSPAccess Daily Calendar&Indices Format

 

CRSPDUA

CRSP Daily UNIX Binary File Annual Data Format

   

or utility dump of CRSPAccess Daily Annual Data Format

CRSP

CRSPMOS

CRSP Monthly Old Character Security File Format

 

CRSPMOI

CRSP Monthly Old Character Calendar&Indices File Format

 

CRSPMOA

CRSP Monthly Old Character File Annual Data Format

 

CRSPDOS

CRSP Daily Old Character Security File Format

 

CRSPDOI

CRSP Daily Old Character Calendar&Indices File Format

 

CRSPDOA

CRSP Daily Old Character File Annual Data Format

 

CR95MIS

CRSP 1995 Monthly IBM Binary Security File Format

 

CR95MII

CRSP 1995 Monthly IBM Binary Calendar&Indices File Format

 

CR95MIA

CRSP 1995 Monthly IBM Binary File Annual Data Format

 

CR95DIS

CRSP 1995 Daily IBM Binary Security File Format

 

CR95DII

CRSP 1995 Daily IBM Binary Calendar&Indices File Format

 

CR95DIA

CRSP 1995 Daily IBM Binary File Annual Data Format

 

CR95MVS

CRSP 1995 Monthly VAX Binary Security File Format

 

CR95MVI

CRSP 1995 Monthly VAX Binary Calendar&Indices File Format

 

CR95MVA

CRSP 1995 Monthly VAX Binary File Annual Data Format

 

CR95DVS

CRSP 1995 Daily VAX Binary Security File Format

 

CR95DVI

CRSP 1995 Daily VAX Binary Calendar&Indices File Format

 

CR95DVA

CRSP 1995 Daily VAX Binary File Annual Data Format

 

CR95MUS

CRSP 1995 Monthly UNIX Binary Security File Format

 

CR95MUI

CRSP 1995 Monthly UNIX Binary Calendar&Indices File Format

 

CR95MUA

CRSP 1995 Monthly UNIX Binary File Annual Data Format

 

CR95DUS

CRSP 1995 Daily UNIX Binary Security File Format

 

CR95DUI

CRSP 1995 Daily UNIX Binary Calendar&Indices File Format

 

CR95DUA

CRSP 1995 Daily UNIX Binary File Annual Data Format

 

CR95MSS

CRSP 1995 Monthly VMS Binary Security File Format

 

CR95MSI

CRSP 1995 Monthly VMS Binary Calendar&Indices File Format

 

CR95MSA

CRSP 1995 Monthly VMS Binary File Annual Data Format

 

CR95DSS

CRSP 1995 Daily VMS Binary Security File Format

 

CR95DSI

CRSP 1995 Daily VMS Binary Calendar&Indices File Format

 

CR95DSA

CRSP 1995 Daily VMS Binary File Annual Data Format

 

CR95MAS

CRSP 1995 Monthly ALPHA Binary Security File Format

 

CR95MAI

CRSP 1995 Monthly ALPHA Binary Calendar&Indices Format

 

CR95MAA

CRSP 1995 Monthly ALPHA Binary File Annual Data Format

 

CR95DAS

CRSP 1995 Daily ALPHA Binary Security File Format

 

CR95DAI

CRSP 1995 Daily ALPHA Binary Calendar&Indices File Format

 

CR95DAA

CRSP 1995 Daily ALPHA Binary File Annual Data Format

FAME

FAME

FAME Information Services Databases

HAVER

HAVER

Haver Analytics Data Files

IMF

IMFIFSP

International Financial Statistics, Packed Format

 

IMFDOTSP

Direction of Trade Statistics, Packed Format

 

IMFBOPSP

Balance of Payment Statistics, Packed Format

 

IMFGFSP

Government Finance Statistics, Packed Format

OECD

OECDANA

OECD Annual National Accounts Format

 

OECDQNA

OECD Quarterly National Accounts Format

 

OECDMEI

OECD Main Economic Indicators Format

S&P

CSAIBM

COMPUSTAT Annual, IBM 360&370 Format

 

CS48QIBM

COMPUSTAT 48 Quarter, IBM 360&370 Format

 

CSAUC

COMPUSTAT Annual, Universal Character Format

 

CS48QUC

COMPUSTAT 48 Quarter, Universal Character Format

 

CSAIY2

Y2K COMPUSTAT Annual, IBM 360&370 Format

 

CSQIY2

Y2K COMPUSTAT 48 Quarter, IBM 360&370 Format

 

CSAUCY2

Y2K COMPUSTAT Annual, Universal Character Format

 

CSQUCY2

Y2K COMPUSTAT 48 Quarter, Universal Character Format


Data supplier abbreviations used in Table 12.5 are summarized in Table 12.6.

Table 12.6: Data Supplier Abbreviations

Abbreviation

Supplier

BEA

Bureau of Economic Analysis, U.S. Department of Commerce

BLS

Bureau of Labor Statistics, U.S. Department of Labor

CRSP

Center for Research in Security Prices

DRI

Global Insight (formerly DRI/McGraw-Hill)

FAME

FAME Information Services, Inc.

GLOBAL INSIGHT

Global Insight, Inc.

HAVER

Haver Analytics Inc.

IMF

International Monetary Fund

OECD

Organization for Economic Cooperation and Development

S&P

Standard & Poor’s Compustat Services Inc.


BEA Data Files

The Bureau of Economic Analysis, U.S. Department of Commerce, supplies national income, product accounting, and various other macroeconomic data at the regional, national, and international levels in the form of data files with various formats and on various media.

The following BEA data file types are supported.

FILETYPE=BEANIPA–National Income and Product Accounts Format

Table 12.7: FILETYPE=BEANIPA–National Income and Product Accounts Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

YEAR (default), QUARTER, MONTH

BY Variables

PARTNO

Part Number of Publication,

   

Integer Portion of the Table Number, 1–9 (character)

 

TABNUM

Table Number Within Part,

   

Decimal Portion of the Table Number, 1–24 (character)

Series Variables

Series variable names are constructed by concatenating table number suffix, line and column numbers within each table. An underscore (_) prefix is also added for readability.


FILETYPE=BEANIPAD–National Income and Product Accounts PC Format

The PC format National Income and Product Accounts files contain the same information as the BEANIPA files described previously.

Table 12.8: FILETYPE=BEANIPAD–National Income and Product Accounts PC Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

YEAR (default), QUARTER, MONTH

BY Variables

PARTNO

Part Number of Publication,

   

Integer Portion of the Table Number, 1–9 (character)

 

TABNUM

Table Number Within Part,

   

Decimal Portion of the Table Number, 1–24 (character)

Series Variables

Series variable names are constructed by concatenating table number suffix, line and column numbers within each table. An underscore (_) prefix is also added for readability.


BLS Data Files

The Bureau of Labor Statistics, U.S. Department of Labor, compiles and distributes data on employment, expenditures, prices, productivity, injuries and illnesses, and wages.

The following BLS file types are supported.

FILETYPE=BLSCPI–Consumer Price Index Surveys (=CU,CW)

Table 12.9: FILETYPE=BLSCPI–Consumer Price Index Surveys (=CU,CW)

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

YEAR, SEMIYEAR1.6, MONTH (default)

BY Variables

SURVEY

Survey type: CU=All Urban Consumers,

   

CW=Urban Wage Earners and Clerical Workers (character)

 

SEASON

Seasonality: S=Seasonally adjusted,

   

U=Unadjusted (character)

 

AREA

Geographic Area (character)

 

BASPTYPE

Index Base Period Type, S=Standard,

   

A=Alternate Reference (character)

 

BASEPER

Index Base Period (character)

Series Variables

Series variable names are the same as consumer item codes listed in the Series Directory shipped with the data.

Missing Codes

A data value of 0 is interpreted as MISSING.


FILETYPE=BLSWPI–Producer Price Index Survey (WP)

Table 12.10: FILETYPE=BLSWPI–Producer Price Index Survey (WP)

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

YEAR, MONTH (default)

BY Variables

SEASON

Seasonality: S=Seasonally adjusted,

   

U=Unadjusted (character)

 

MAJORCOM

Major Commodity Group (character)

Sorting Order

BY SEASON MAJORCOM

Series Variables

Series variable names are the same as commodity codes but prefixed by an underscore (_).

Missing Codes

A data value of 0 is interpreted as MISSING.


FILETYPE=BLSEENA–National Employment, Hours, and Earnings Survey

Table 12.11: FILETYPE=BLSEENA–National Employment, Hours, and Earnings Survey

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

YEAR, QUARTER, MONTH (default)

BY Variables

SEASON

Seasonality: S=Seasonally adjusted,

   

U=Unadjusted (character)

 

DIVISION

Major Industrial Division (character)

 

INDUSTRY

Industry Code (character)

Sorting Order

BY SEASON DIVISION INDUSTRY

Series Variables

Series variable names are the same as data type codes prefixed by EE.

 

EE01

Total Employment

 

EE02

Employment of Women

 

EE03

Employment of Production or Nonsupervisory Workers

 

EE04

Average Weekly Earnings of Production Workers

 

EE05

Average Weekly Hours of Production Workers

 

EE06

Average Hourly Earnings of Production Workers

 

EE07

Average Weekly Overtime Hours of Production Workers

 

EE40

Index of Aggregate Weekly Hours

 

EE41

Index of Aggregate Weekly Payrolls

 

EE47

Hourly Earnings Index; 1977 Weights; Current Dollars

 

EE48

Hourly Earnings Index; 1977 Weights; Base 1977 Dollars

 

EE49

Average Hourly Earnings; Base 1977 Dollars

 

EE50

Gross Average Weekly Earnings; Current Dollars

 

EE51

Gross Average Weekly Earnings; Base 1977 Dollars

 

EE52

Spendable Average Weekly Earnings; No Dependents; Current Dollars

 

EE53

Spendable Average Weekly Earnings; No Dependents; Base 1977 Dollars

 

EE54

Spendable Average Weekly Earnings; 3 Dependents; Current Dollars

 

EE55

Spendable Average Weekly Earnings; 3 Dependents; Base 1977 Dollars

 

EE60

Average Hourly Earnings Excluding Overtime

 

EE61

Index of Diffusion; 1-month Span; Base 1977

 

EE62

Index of Diffusion; 3-month Span; Base 1977

 

EE63

Index of Diffusion; 6-month Span; Base 1977

 

EE64

Index of Diffusion; 12-month Span; Base 1977

Missing Codes

Series data values are set to MISSING when their status codes are 1.


FILETYPE=BLSEESA–State and Area Employment, Hours, and Earnings Survey

Table 12.12: FILETYPE=BLSEESA–State and Area Employment, Hours, and Earnings Survey

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

YEAR, MONTH (default)

BY Variables

STATE

State FIPS codes (numeric)

 

AREA

Area codes (character)

 

DIVISION

Major industrial division (character)

 

INDUSTRY

Industry code (character)

 

DETAIL

Private/Government detail

Sorting Order

BY STATE AREA DIVISION INDUSTRY DETAIL

Series Variables

Series variable names are the same as data type codes prefixed by SA.

 

SA1

All employees

 

SA2

Women workers

 

SA3

Production workers

 

SA4

Average weekly earnings

 

SA5

Average weekly hours

Missing Codes

Series data values are set to MISSING when their status codes are 1.


Global Insight DRI Data Files

The DRIBASIC (formerly CITIBASE) database contains economic and financial indicators of the U.S. and international economies gathered from various government and private sources by DRI/McGraw-Hill, Inc. There are over 8000 yearly, quarterly, monthly, weekly, and daily time series.

Global Insight, formerly DRI/McGraw-Hill, distributes Basic Economic data files on various media. Old DRIDDS data files can be read by DATASOURCE using the DRIDDS filetype.

The following DRI file types are supported.

FILETYPE=DRIBASIC–Global Insight DRI Basic Economic Data Files

Table 12.13: FILETYPE=DRIBASIC–Global Insight DRI Basic Economic Data Files

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

YEAR (default), QUARTER, MONTH, WEEK, WEEK1.1, WEEK1.2, WEEK1.3, WEEK1.4, WEEK1.5, WEEK1.6, WEEK1.7, WEEKDAY

BY Variables

None

Series Variables

Variable names are taken from the series descriptor records in the data file. Note that series codes can be 20 bytes.

Missing Codes

MISSING=( ’1.000000E9’=. ’NA’-’ND’=. )


Note that when you specify the INTERVAL=WEEK option, all the weekly series will be aggregated, and the DATE variable in the OUT= data set will be set to the date of Sundays. The date of first observation for each series is the Sunday marking the beginning of the week that contains the starting date of that variable.

FILETYPE=DRIDDS–Global Insight DRI Data Delivery Service Data Files

Table 12.14: FILETYPE=DRIDDS–Global Insight DRI Data Delivery Service Data Files

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

YEAR (default), SEMIYEAR, QUARTER, MONTH, SEMIMONTH, TENDAY, WEEK, WEEK1.1, WEEK1.2, WEEK1.3, WEEK1.4, WEEK1.5, WEEK1.6, WEEK1.7, WEEKDAY, DAY

BY Variables

None

Series Variables

Variable names are taken from the series descriptor records in the data file. Note that series names can be 24 bytes.

Missing Codes

MISSING=( ’NA’-’ND’=. )


FILETYPE=CITIOLD–Old Format CITIBASE Data Files

This file type is used for CITIBASE data distributed prior to May 1987.

Table 12.15: FILETYPE=CITIOLD–Old Format CITIBASE Data Files

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

YEAR (default), QUARTER, MONTH

BY Variables

None

Series Variables

Variable names are taken from the series descriptor records in the data file and are the same as the series codes reported in the CITIBASE Directory.

Missing Codes

1.0E9=.


FILETYPE=CITIDISK–PC Format CITIBASE Databases

Table 12.16: FILETYPE=CITIDISK–PC Format CITIBASE Databases

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in groups of three associated files having the same filename but different extensions: KEY, IND, or DB. The INFILE= option should contain three filerefs in the following order: INFILE=(keyfile indfile dbfile).

INTERVAL=

YEAR (default), QUARTER, MONTH

BY Variables

None

Series Variables

Series variable names are the same as series codes reported in the CITIBASE Directory.

Missing Codes

1.0E9=.


COMPUSTAT Data Files

COMPUSTAT data files, distributed by Standard & Poor’s Compustat Services, Inc., consist of a collection of financial, statistical, and market information covering several thousand industrial and nonindustrial companies. Data are available in both an IBM 360/370 format and a Universal Character format, both of which further subdivide into annual and quarterly formats.

The BY variables are used to select individual companies or a group of companies. Individual companies can be selected by their unique six-digit CUSIP issuer code (CNUM). A number of specific groups of companies can be extracted by the following key fields:

FILE

specifies the file identification code used to group companies by files.

ZLIST

specifies the exchange listing code that can be used to group companies by exchange.

DNUM

is used to extract companies in a specific SIC industry group.

Series names are internally constructed from the data array names documented in the COMPUSTAT manual. Each column of data array is treated as a SAS variable. The names of these variables are generated by concatenating the corresponding column numbers to the array name.

Missing values use four codes. Missing code ’.C’ represents a combined figure where the data item has been combined into another data item, ’.I’ reports an insignificant figure, ’.S’ represents a semi-annual figure in the second and fourth quarters, ’.A’ represents an annual figure in the fourth quarter, and ’.’ indicates that the data item is not available. The missing codes ’.C’ and ’.I’ are not used for Aggregate or Prices, Dividends, and Earnings (PDE) files. The missing codes ’.S’ and ’.A’ are used only on the Industrial Quarterly File and not on the Aggregate Quarterly, Business Information, or PDE files.

FILETYPE=CSAIBM–COMPUSTAT Annual, IBM 360/370 FormatFILETYPE=CSAIY2–Four-Digit Year COMPUSTAT Annual, IBM 360/370 Format

Table 12.17: FILETYPE=CSAIBM,CSAIY2 –COMPUSTAT Annual,IBM 360/370 Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

YEAR (default)

BY Variables

DNUM

Industry Classification Code (numeric)

 

CNUM

CUSIP Issuer Code (character)

 

CIC

CUSIP Issue Number and Check Digit (numeric)

 

FILE

File Identification Code (numeric)

 

ZLIST

Exchange Listing and S&P Index Code (numeric)

 

CONAME

Company Name (character)

 

INAME

Industry Name (character)

 

SMBL

Stock Ticker Symbol (character)

 

XREL

S&P Industry Index Relative Code (numeric)

 

STK

Stock Ownership Code (numeric)

 

STATE

Company Location Identification Code - State (numeric)

 

COUNTY

Company Location Identification Code - County (numeric)

 

FINC

Incorporation Code - Foreign (numeric)

 

EIN

Employer Identification Number (character)

 

CPSPIN

S&P Index Primary Marker (character)

 

CSSPIN

S&P Index Secondary Identifier (character)

 

CSSPII

S&P Index Subset Identifier (character)

 

SDBT

S&P Senior Debt Rating - Current (character)

 

SDBTIM

Footnote- S&P Senior Debt Rating- Current (character)

 

SUBDBT

S&P Subordinated Debt Rating - Current (character)

 

CPAPER

S&P Commercial Paper Rating - Current (character)

Sorting Order

BY DNUM CNUM CIC

Series Variables

DATA1-DATA350 FYR UCODE SOURCE AFTNT1-AFTNT70

Default KEEP List

DROP DATA322-DATA326 DATA338 DATA345-DATA347 DATA350 AFTNT52-AFTNT70;

Missing Codes

0.0001=. 0.0004=.C 0.0008=.I 0.0002=.S 0.0003=.A


FILETYPE=CS48QIBM–COMPUSTAT 48-Quarter, IBM 360/370 FormatFILETYPE=CSQIY2–FOUR-DIGIT YEAR COMPUSTAT 48-Quarter, IBM 360/370 Format

Table 12.18: FILETYPE=CS48QIBM,CSQIY2 –COMPUSTAT 48-Quarter, IBM 360/370 Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

QUARTER (default)

BY Variables

DNUM

Industry Classification Code (numeric)

 

CNUM

CUSIP Issuer Code (character)

 

CIC

CUSIP Issue Number and Check Digit (numeric)

 

FILE

File Identification Code (numeric)

 

CONAME

Company Name (character)

 

INAME

Industry Name (character)

 

EIN

Employer Identification Number (character)

 

STK

Stock Ownership Code (numeric)

 

SMBL

Stock Ticker Symbol (character)

 

ZLIST

Exchange Listing and S&P Index Code (numeric)

 

XREL

S&P Industry Index Relative Code (numeric)

 

FIC

Incorporation Code - Foreign (numeric)

 

INCORP

Incorporation Code - State (numeric)

 

STATE

Company Location Identification Code - State (numeric)

 

COUNTY

Company Location Identification Code - County (numeric)

 

CANDX

Canadian Index Code - Current (character)

Sorting Order

BY DNUM CNUM CIC;

Series Variables

DATA1-DATA232

Data Array

 

QFTNT1-QFTNT60

Data Footnotes

 

FYR

Fiscal Year-End Month of Data

 

SPCSCYR

SPCS Calendar Year

 

SPCSCQTR

SPCS Calendar Quarter

 

UCODE

Update Code

 

SOURCE

Source Document Code

 

BONDRATE

S&P Bond Rating

 

DEBTCL

S&P Class of Debt

 

CPRATE

S&P Commercial Paper Rating

 

STOCK

S&P Common Stock Ranking

 

MIC

S&P Major Index Code

 

IIC

S&P Industry Index Code

 

REPORTDT

Report Date of Quarterly Earnings

 

FORMAT

Flow of Funds Statement Format Code

 

DEBTRT

S&P Subordinated Debt Rating

 

CANIC

Canadian Index Code

 

CS

Comparability Status

 

CSA

Company Status Alert

 

SENIOR

S&P Senior Debt Rating

Default KEEP List

DROP DATA122-DATA232 QFTNT24-QFTNT60;

Missing Codes

0.0001=. 0.0004=.C 0.0008=.I 0.0002=.S 0.0003=.A


FILETYPE=CSAUC–COMPUSTAT Annual, Universal Character FormatFILETYPE=CSAUCY2–Four-Digit Year COMPUSTAT Annual, Universal Character Format

Table 12.19: FILETYPE=CSAUC,CSAUCY2 –COMPUSTAT Annual, Universal Character Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

YEAR (default)

BY Variables

DNUM

Industry Classification Code (numeric)

 

CNUM

CUSIP Issuer Code (character)

 

CIC

CUSIP Issue Number and Check Digit (character)

 

FILE

File Identification Code (numeric)

 

ZLIST

Exchange Listing and S&P Index Code (numeric)

 

CONAME

Company Name (character)

 

INAME

Industry Name (character)

 

SMBL

Stock Ticker Symbol (character)

 

XREL

S&P Industry Index Relative Code (numeric)

 

STK

Stock Ownership Code (numeric)

 

STATE

Company Location Identification Code - State (numeric)

 

COUNTY

Company Location Identification Code - County (numeric)

 

FINC

Incorporation Code - Foreign (numeric)

 

EIN

Employer Identification Number (character)

 

CPSPIN

S&P Index Primary Marker (character)

 

CSSPIN

S&P Index Secondary Identifier (character)

 

CSSPII

S&P Index Subset Identifier (character)

 

SDBT

S&P Senior Debt Rating - Current (character)

 

SDBTIM

Footnote- S&P Senior Debt Rating- Current (character)

 

SUBDBT

S&P Subordinated Debt Rating - Current (character)

 

CPAPER

S&P Commercial Paper Rating - Current (character)

Sorting Order

BY DNUM CNUM CIC

Series Variables

DATA1-DATA350 FYR UCODE SOURCE AFTNT1-AFTNT70

Default KEEP List

DROP DATA322-DATA326 DATA338 DATA345-DATA347 DATA350 AFTNT52-AFTNT70;

Missing Codes

-0.001=. -0.004=.C -0.008=.I -0.002=.S -0.003=.A


FILETYPE=CS48QUC–COMPUSTAT 48 Quarter, Universal Character FormatFILETYPE=CSQUCY2–Four-Digit Year COMPUSTAT 48 Quarter, Universal Character Format

Table 12.20: FILETYPE=CS48QUC,CSQUCY2 –COMPUSTAT 48 Quarter, Universal Character Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

QUARTER (default)

BY Variables

DNUM

Industry Classification Code (numeric)

 

CNUM

CUSIP Issuer Code (character)

 

CIC

CUSIP Issue Number and Check Digit (character)

 

FILE

File Identification Code (numeric)

 

CONAME

Company Name (character)

 

INAME

Industry Name (character)

 

EIN

Employer Identification Number (character)

 

STK

Stock Ownership Code (numeric)

 

SMBL

Stock Ticker Symbol (character)

 

ZLIST

Exchange Listing and S&P Index Code (numeric)

 

XREL

S&P Industry Index Relative Code (numeric)

 

FIC

Incorporation Code - Foreign (numeric)

 

INCORP

Incorporation Code - State (numeric)

 

STATE

Company Location Identification Code - State (numeric)

 

COUNTY

Company Location Identification Code - County (numeric)

 

CANDXC

Canadian Index Code - Current (numeric)

Sorting Order

BY DNUM CNUM CIC

Series Variables

DATA1-DATA232

Data Array

 

QFTNT1-QFTNT60

Data Footnotes

 

FYR

Fiscal Year-End Month of Data

 

SPCSCYR

SPCS Calendar Year

 

SPCSCQTR

SPCS Calendar Quarter

 

UCODE

Update Code

 

SOURCE

Source Document Code

 

BONDRATE

S&P Bond Rating

 

DEBTCL

S&P Class of Debt

 

CPRATE

S&P Commercial Paper Rating

 

STOCK

S&P Common Stock Ranking

 

MIC

S&P Major Index Code

 

IIC

S&P Industry Index Code

 

REPORTDT

Report Date of Quarterly Earnings

 

FORMAT

Flow of Funds Statement Format Code

 

DEBTRT

S&P Subordinated Debt Rating

 

CANIC

Canadian Index Code - Current

 

CS

Comparability Status

 

CSA

Company Status Alert

 

SENIOR

S&P Senior Debt Rating

Default KEEP List

DROP DATA122-DATA232 QFTNT24-QFTNT60;

Missing Codes

-0.001=. -0.004=.C -0.008=.I -0.002=.S -0.003=.A


CRSP Stock Files

The Center for Research in Security Prices provides comprehensive security price data through two primary stock files, the NYSE/AMEX file and the NASDAQ file. These files contain master and return components, available separately or combined. CRSP stock files are further differentiated by the frequency at which prices and returns are reported, daily or monthly. Both daily and monthly files contain annual data fields.

CRSP data files are distributed in CRSPAccess format. See Chapter 39: The SASECRSP Interface Engine, for more about accessing your CRSPAccess database. You can convert your CRSPAccess data to binary format (SFA format) by using the CRSP-supplied utility (STK_DUMP_BIN). Use the DATASOURCE procedure for SFA format access and use SASECRSP Interface for CRSPAccess.

CRSP stock data (in SFA format) are provided in two files, a main data file containing security information and a calendar/indices file containing a list of trading dates and market information associated with those trading dates.

The file types for CRSP stock files are constructed by concatenating CRSP with a D or M to indicate the frequency of data, followed by B, C, or I to indicate file formats. B is for host binary, C is for character, and I is for IBM binary formats. The last character in the file type indicates if you are reading the Calendar/Indices file (I), or if you are extracting the security (S) or annual data (A). For example, the file type for the daily NYSE/AMEX combined data in IBM binary format is CRSPDIS. Its calendar/indices file can be read by CRSPDII, and its annual data can be extracted by CRSPDIA.

Starting in 1995, binary data used split records (RICFAC=2), so the 1995 filetypes (CR95*) should be used for 1995 and 1996 binary data. If you use utility routines supplied by CRSP to convert a character format file to a binary format file on a given host, then you need to use host binary file types (RIDFAC=1) to read those files in. Note that you cannot do the conversion on one host and transfer and read the file on another host.

If you are using the CRSPAccess Database, you will need to use the utility routine (stk_dump_bin) supplied by CRSP to generate the UNIX binary format of the data. You can access the UNIX (or SUN) binary data by using PROC DATASOURCE with the CRSPDUS for daily or CRSPMUS for monthly stock data.

For the four-digit year data, use the Y2K-compliant filetypes for that data type.

For CRSP file types, the INFILE= option must be of the form

   INFILE=( calfile security1 < security2 ... > )

where calfile is the fileref assigned to the calendar/indices file, and security1 < security2 …> are the filerefs given to the security files, in the order in which they should be read.

CRSP Calendar/Indices Files

Table 12.21: CRSP Calendar/Indices Files Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

DAY

for products DA, DR, DX, EX, NX, and RA

 

MONTH

for products MA, MX, and MZ

BY Variables

None

Series Variables

VWRETD

Value-Weighted Return (including all distributions)

 

VWRETX

Value-Weighted Return (excluding dividends)

 

EWRETD

Equal-Weighted Return (including all distributions)

 

EWRETX

Equal-Weighted Return (excluding dividends)

 

TOTVAL

Total Market Value

 

TOTCNT

Total Market Count

 

USDVAL

Market Value of Securities Used

 

USDCNT

Count of Securities Used

 

SPINDX

Level of the Standard & Poor’s Composite Index

 

SPRTRN

Return on the Standard & Poor’s Composite Index

 

NCINDX

NASDAQ Composite Index

 

NCRTRN

NASDAQ Composite Return

Default KEEP List

All variables will be kept.


CRSP Daily Security Files

Table 12.22: CRSP Daily Security Files Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

INFILE=( calfile securty1 < securty2 …> )

INTERVAL=

DAY

BY Variables

CUSIP

CUSIP Identifier (character)

 

PERMNO

CRSP Permanent Number (numeric)

 

COMPNO

NASDAQ Company Number (numeric)

 

ISSUNO

NASDAQ Issue Number (numeric)

 

HEXCD

Header Exchange Code (numeric)

 

HSICCD

Header SIC Code (numeric)

Sorting Order

BY CUSIP

Series Variables

BIDLO

Bid or Low

 

ASKHI

Ask or High

 

PRC

Closing Price of Bid/Ask Average

 

VOL

Share Volume

 

RET

Holding Period Return

   

missing=( -66.0 = .p -77.0 = .t -88.0 = .r -99.0 = .b )

 

BXRET

Beta Excess Return

   

missing=( -44.0 = . )

 

SXRET

Standard Deviation Excess Return

   

missing=( -44.0 = . )

Events

NAMES

NCUSIP

Name CUSIP

   

TICKER

Exchange Ticker Symbol

   

COMNAM

Company Name

   

SHRCLS

Share Class

   

SHRCD

Share Code

   

EXCHCD

Exchange Code

   

SICCD

Standard Industrial Classification Code

 

DIST

DISTCD

Distribution Code

   

DIVAMT

Dividend Cash Amount

   

FACPR

Factor to Adjust Price

   

FACSHR

Factor to Adjust Shares Outstanding

   

DCLRDT

Declaration Date

   

RCRDDT

Record Date

   

PAYDT

Payment Date

 

SHARES

SHROUT

Number of Shares Outstanding

   

SHRFLG

Share Flag

 

DELIST

DLSTCD

Delisting Code

   

NWPERM

New CRSP Permanent Number

   

NEXTDT

Date of Next Available Information

   

DLBID

Delisting Bid

   

DLASK

Delisting Ask

   

DLPRC

Delisting Price

   

DLVOL

Delisting Volume

     

missing=( -99 = . )

   

DLRET

Delisting Return

     

missing=( -55.0=.s -66.0=.t -88.0=.a -99.0=.p );

 

NASDIN

TRTSCD

Traits Code

   

NMSIND

National Market System Indicator

   

MMCNT

Market Maker Count

   

NSDINX

NASD Index

Default KEEP Lists

All periodic series variables will be output to the OUT= data set and all event variables will be output to the OUTEVENT= data set.


CRSP Monthly Security Files

Table 12.23: CRSP Monthly Security Files Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

INFILE=( calfile security1 < security2 …> )

INTERVAL=

MONTH

BY Variables

CUSIP

CUSIP Identifier (character)

 

PERMNO

CRSP Permanent Number (numeric)

 

COMPNO

NASDAQ Company Number (numeric)

 

ISSUNO

NASDAQ Issue Number (numeric)

 

HEXCD

Header Exchange Code (numeric)

 

HSICCD

Header SIC Code (numeric)

Sorting Order

BY CUSIP

Series Variables

BIDLO

Bid or Low

 

ASKHI

Ask or High

 

PRC

Closing Price of Bid/Ask average

 

VOL

Share Volume

 

RET

Holding Period Return

   

missing=( -66.0 = .p -77.0 = .t -88.0 = .r -99.0 = .b );

 

RETX

Return Without Dividends

   

missing=( -44.0 = . )

 

PRC2

Secondary Price

   

missing=( -44.0 = . )

Events

NAMES

NCUSIP

Name CUSIP

   

TICKER

Exchange Ticker Symbol

   

COMNAM

Company Name

   

SHRCLS

Share Class

   

SHRCD

Share Code

   

EXCHCD

Exchange Code

   

SICCD

Standard Industrial Classification Code

 

DIST

DISTCD

Distribution Code

   

DIVAMT

Dividend Cash Amount

   

FACPR

Factor to Adjust Price

   

FACSHR

Factor to Adjust Shares Outstanding

   

EXDT

Ex-distribution Date

   

RCRDDT

Record Date

   

PAYDT

Payment Date

 

SHARES

SHROUT

Number of Shares Outstanding

   

SHRFLG

Share Flag

 

DELIST

DLSTCD

Delisting Code

   

NWPERM

New CRSP Permanent Number

   

NEXTDT

Date of Next Available Information

   

DLBID

Delisting Bid

   

DLASK

Delisting Ask

   

DLPRC

Delisting Price

   

DLVOL

Delisting Volume

   

DLRET

Delisting Return

     

missing=( -55.0=.s -66.0=.t -88.0=.a -99.0=.p );

 

NASDIN

TRTSCD

Traits Code

   

NMSIND

National Market System Indicator

   

MMCNT

Market Maker Count

   

NSDINX

NASD Index

Default KEEP Lists

All periodic series variables will be output to the OUT= data set and all event variables will be output to the OUTEVENT= data set.


CRSP Annual Data

Table 12.24: CRSP Annual Data Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

INFILE=( security1 < security2 …> )

INTERVAL=

YEAR

BY Variables

CUSIP

CUSIP Identifier (character)

 

PERMNO

CRSP Permanent Number (numeric)

 

COMPNO

NASDAQ Company Number (numeric)

 

ISSUNO

NASDAQ Issue Number (numeric)

 

HEXCD

Header Exchange Code (numeric)

 

HSICCD

Header SIC Code (numeric)

Sorting Order

BY CUSIP

Series Variables

CAPV

Year End Capitalization

 

SDEVV

Annual Standard Deviation

   

missing=( -99.0 = . )

 

BETAV

Annual Beta

   

missing=( -99.0 = . )

 

CAPN

Year End Capitalization Portfolio Assignment

 

SDEVN

Standard Deviation Portfolio Assignment

 

BETAN

Beta Portfolio Assignment

Default KEEP Lists

All variables will be kept.


FAME Information Services Databases

The DATASOURCE procedure provides access to FAME Information Services databases for UNIX-based systems only. See The SASEFAME Interface Engine in Chapter 41: The SASEFAME Interface Engine, for information about a more flexible FAME database access.

The DATASOURCE interface to FAME requires a component supplied by FAME Information Services, Inc. Once this FAME component is installed on your system, you can use the DATASOURCE procedure to extract data from your FAME databases by giving the following specifications.

Specify FILETYPE=FAME in the PROC DATASOURCE statement and give the FAME database name to access with a DBNAME=’fame-database ’ option. The character string you specify in the DBNAME= option is passed through to FAME; specify the value of this option as you would in accessing the database from within FAME software.

Specify the output SAS data set to be created, the frequency of the series to be extracted, and other usual DATASOURCE procedure options as appropriate.

Specify the time range to extract with a RANGE statement. The RANGE statement is required when extracting series from FAME databases.

Name the FAME series to be extracted with a KEEP statement. The items in the KEEP statement are passed through to FAME software; therefore, you can use any valid FAME expression to specify the series to be extracted. Enclose in quotes any FAME series name or expression that is not a valid SAS name.

Name the SAS variable names you want to use for the extracted series in a RENAME statement. Give the FAME series name or expression (in quotes if needed) followed by an equal sign and the SAS name. The RENAME statement is not required; however, if the FAME series name is not a valid SAS variable name, the DATASOURCE procedure will construct a SAS name by translating and truncating the FAME series name. This process might not produce the desired name for the variable in the output SAS data set, so a rename statement could be used to produce a more appropriate variable name. The VALIDVARNAME=ANY option in your SAS options statement can be used to allow special characters in the SAS variable name.

For an alternative solution to PROC DATASOURCE’s access to FAME, see The SASEFAME Interface Engine in Chapter 41: The SASEFAME Interface Engine.

FILETYPE=FAME–FAME Information Services Databases

Table 12.25: FILETYPE=FAME–FAME Information Services Database Format

Metadata Field Types

Metadata Fields

Metadata Labels

INTERVAL=

YEAR

correspond to FAME’s ANNUAL(DECEMBER)

 

YEAR.2

correspond to FAME’s ANNUAL(JANUARY)

 

YEAR.3

correspond to FAME’s ANNUAL(FEBRUARY)

 

YEAR.4

correspond to FAME’s ANNUAL(MARCH)

 

YEAR.5

correspond to FAME’s ANNUAL(APRIL)

 

YEAR.6

correspond to FAME’s ANNUAL(MAY)

 

YEAR.7

correspond to FAME’s ANNUAL(JUNE)

 

YEAR.8

correspond to FAME’s ANNUAL(JULY)

 

YEAR.9

correspond to FAME’s ANNUAL(AUGUST)

 

YEAR.10

correspond to FAME’s ANNUAL(SEPTEMBER)

 

YEAR.11

correspond to FAME’s ANNUAL(OCTOBER)

 

YEAR.12

correspond to FAME’s ANNUAL(NOVEMBER)

 

SEMIYEAR

correspond to FAME’s SEMIYEAR

 

QUARTER

correspond to FAME’s QUARTER

 

MONTH

correspond to FAME’s MONTH

 

SEMIMONTH

correspond to FAME’s SEMIMONTH

 

TENDAY

correspond to FAME’s TENDAY

 

WEEK

corresponds to FAME’s WEEKLY(SATURDAY)

 

WEEK.2

corresponds to FAME’s WEEKLY(SUNDAY)

 

WEEK.3

corresponds to FAME’s WEEKLY(MONDAY)

 

WEEK.4

corresponds to FAME’s WEEKLY(TUESDAY)

 

WEEK.5

corresponds to FAME’s WEEKLY(WEDNESDAY)

 

WEEK.6

corresponds to FAME’s WEEKLY(THURSDAY)

 

WEEK.7

corresponds to FAME’s WEEKLY(FRIDAY)

 

WEEK2

corresponds to FAME’s BIWEEKLY(ASATURDAY)

 

WEEK2.2

correspond to FAME’s BIWEEKLY(ASUNDAY)

 

WEEK2.3

correspond to FAME’s BIWEEKLY(AMONDAY)

 

WEEK2.4

correspond to FAME’s BIWEEKLY(ATUESDAY)

 

WEEK2.5

correspond to FAME’s BIWEEKLY(AWEDNESDAY)

 

WEEK2.6

correspond to FAME’s BIWEEKLY(ATHURSDAY)

 

WEEK2.7

correspond to FAME’s BIWEEKLY(AFRIDAY)

 

WEEK2.8

correspond to FAME’s BIWEEKLY(BSATURDAY)

 

WEEK2.9

correspond to FAME’s BIWEEKLY(BSUNDAY)

 

WEEK2.10

correspond to FAME’s BIWEEKLY(BMONDAY)

 

WEEK2.11

correspond to FAME’s BIWEEKLY(BTUESDAY)

 

WEEK2.12

correspond to FAME’s BIWEEKLY(BWEDNESDAY)

 

WEEK2.13

correspond to FAME’s BIWEEKLY(BTHURSDAY)

 

WEEK2.14

correspond to FAME’s BIWEEKLY(BFRIDAY)

 

WEEKDAY

correspond to FAME’s WEEKDAY

 

DAY

correspond to FAME’s DAY

BY Variables

None

Series Variables

Variable names are constructed from the FAME series codes. Note that series names are limited to 32 bytes.


Haver Analytics Data Files

Haver Analytics offers a broad range of economic, financial, and industrial data for the United States and other countries. See The SASEHAVR Interface Engine in Chapter 42: The SASEHAVR Interface Engine, for information about accessing your HAVER DLX database. SASEHAVR is supported on most Windows environments. Use the DATASOURCE procedure for serial access of your data. The format of Haver Analytics data files is similar to the CITIBASE/DRIBASIC formats.

FILETYPE=HAVER–Haver Analytics Data Files HAVERO–Old Format Haver Files

Table 12.26: FILETYPE=HAVER–Haver Analytics Data Files Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

YEAR (default), QUARTER, MONTH

Series Variables

Variable names are taken from the series descriptor records in the data file. NOTE: HAVER filetype reports the UPDATE and SOURCE in the OUTCONT= data set, while HAVERO does not.

Missing Codes

1.0E9=.


IMF Data Files

The International Monetary Fund’s Economic Information System (EIS) offers subscriptions for their International Financial Statistics (IFS), Direction of Trade Statistics (DOTS), Balance of Payment Statistics (BOPS), and Government Finance Statistics (GFS) databases. The first three contain annual, quarterly, and monthly data, while the GFS file has only annual data.

PROC DATASOURCE supports only the packed format IMF data.

FILETYPE=IMFIFSP–International Financial Statistics, Packed Format

The IFS data files contain over 23,000 time series including interest and exchange rates, national income and product accounts, price and production indexes, money and banking, export commodity prices, and balance of payments for nearly 200 countries and regional aggregates.

Table 12.27: FILETYPE=IMFIFSP–International Financial Statistics Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

YEAR (default), QUARTER, MONTH

BY Variables

COUNTRY

Country Code (character, three digits)

 

CSC

Control Source Code (character)

 

PARTNER

Partner Country Code (character, three digits)

 

VERSION

Version Code (character)

Sorting Order

BY COUNTRY CSC PARTNER VERSION

Series Variables

Series variable names are the same as series codes reported in IMF Documentation prefixed by F for data and F_F for footnote indicators.

Default KEEP List

By default all the footnote indicators will be dropped.


FILETYPE=IMFDOTSP–Direction of Trade Statistics, Packed Format

The DOTS files contain time series on the distribution of exports and imports for about 160 countries and country groups by partner country and areas.

Table 12.28: FILETYPE=IMFDOTSP–Direction of Trade Statistics Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

YEAR (default), QUARTER, MONTH

BY Variables

COUNTRY

Country Code (character, three digits)

 

CSC

Control Source Code (character)

 

PARTNER

Partner Country Code (character, three digits)

 

VERSION

Version Code (character)

Sorting Order

BY COUNTRY CSC PARTNER VERSION

Series Variables

Series variable names are the same as series codes reported in IMF Documentation prefixed by D for data and F_D for footnote indicators.

Default KEEP List

By default all the footnote indicators will be dropped.


FILETYPE=IMFBOPSP–Balance of Payment Statistics, Packed Format

The BOPS data files contain approximately 43,000 time series on balance of payments for about 120 countries.

Table 12.29: FILETYPE=IMFBOPSP–Balance of Payment Statistics Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

YEAR (default), QUARTER, MONTH

BY Variables

COUNTRY

Country Code (character, three digits)

 

CSC

Control Source Code (character)

 

PARTNER

Partner Country Code (character, three digits)

 

VERSION

Version Code (character)

Sorting Order

BY COUNTRY CSC PARTNER VERSION

Series Variables

Series variable names are the same as series codes reported in IMF Documentation prefixed by B for data and F_B for footnote indicators.

Default KEEP List

By default all the footnote indicators will be dropped.


FILETYPE=IMFGFSP–Government Finance Statistics, Packed Format

The GFS data files encompass approximately 28,000 time series that give a detailed picture of federal government revenue, grants, expenditures, lending minus repayment financing and debt, and summary data of state and local governments, covering 128 countries.

Table 12.30: FILETYPE=IMFGFSP–Government Finance Statistics Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored in a single file.

INTERVAL=

YEAR (default), QUARTER, MONTH

BY Variables

COUNTRY

Country Code (character, three digits)

 

CSC

Control Source Code (character)

 

PARTNER

Partner Country Code (character, three digits)

 

VERSION

Version Code (character)

Sorting Order

BY COUNTRY CSC PARTNER VERSION

Series Variables

Series variable names are the same as series codes reported in IMF Documentation prefixed by G for data and F_G for footnote indicators.

Default KEEP List

By default all the footnote indicators will be dropped.


OECD Data Files

The Organization for Economic Cooperation and Development compiles and distributes statistical data, including National Accounts and Main Economic Indicators.

FILETYPE=OECDANA–Annual National Accounts

The ANA data files contain both main national aggregates accounts (Volume I) and detailed tables for each OECD Member country (Volume II).

Table 12.31: FILETYPE=OECDANA–Annual National Accounts Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored on a single file.

INTERVAL=

YEAR (default), SEMIYR1.6, QUARTER, MONTH, WEEK, WEEKDAY

BY Variables

PREFIX

Table number prefix (character)

 

CNTRYZ

Country Code (character)

Series Variables

Series variable names are the same as the mnemonic name of the element given on the element ’E’ record. They are taken from the 12 byte time series ’T’ record time series indicative.

Series Renamed

OLDNAME

NEWNAME

 

p0discgdpe

p0digdpe

 

doll2gdpe

dol2gdpe

 

doll3gdpe

dol3gdpe

 

doll1gdpe

dol1gdpe

 

ppp1gdpd

pp1gdpd

 

ppp1gdpd1

pp1gdpd1

 

p0itxgdpc

p0itgdpc

 

p0itxgdps

p0itgdps

 

p0subgdpc

p0sugdpc

 

p0subgdps

p0sugdps

 

p0cfcgdpc

p0cfgdpc

 

p0cfgddps

p0cfgdps

 

p0discgdpc

p0dicgdc

 

p0discgdps

p0dicgds

Missing Codes

A data value of * is interpreted as MISSING.


FILETYPE=OECDQNA–Quarterly National Accounts

The QNA file contains the main aggregates of quarterly national accounts for 16 OECD Member Countries and on a selected number of aggregates for 4 groups of member countries: OECD-Total, OECD-Europe, EEC, and the 7 major countries.

Table 12.32: FILETYPE=OECDQNA–Quarterly National Accounts Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored on a single file.

INTERVAL=

QUARTER(default),YEAR

BY Variables

COUNTRY

Country Code (character)

 

SEASON

Seasonality

   

S=seasonally adjusted

   

0=raw data, not seasonally adjusted

 

PRICETAG

Prices

   

C=data at current prices

   

R,L,M=data at constant prices

   

P,K,J,V=implicit price index or volume index

Series Variables

Subject code used to distinguish series within countries. Series variables are prefixed by _ for data, C for control codes, and D for relative date.

Default DROP List

By default all the control codes and relative dates will be dropped.

Missing Codes

A data value of + or - is interpreted as MISSING.


FILETYPE=OECDMEI–Main Economic Indicators

The MEI file contains all series found in Parts 1 and 2 of the publication Main Economic Indicators.

Table 12.33: FILETYPE=OECDMEI–Main Economic Indicators Format

Metadata Field Types

Metadata Fields

Metadata Labels

Data Files

Database is stored on a single file.

INTERVAL=

YEAR(default),QUARTER,MONTH

BY Variables

COUNTRY

Country Code (character)

 

CURRENCY

Unit of expression of the series.

 

ADJUST

Adjustment

   

0,H,S,A,L=no adjustment

   

1,I=calendar or working day adjusted

   

2,B,J,M=seasonally adjusted by National Authorities

   

3,K,D=seasonally adjusted by OECD

Series Variables

Series variables are prefixed by _ for data, C for control codes, and D for relative date in weeks since last updated.

Default DROP List

By default, all the control codes and relative dates will be dropped.

Missing Codes

A data value of + or - is interpreted as MISSING.