The SASEFAME Interface Engine

To keep all the numeric time series that are listed in the expressions given in the input data set, INSETA, use the INSET=( setname KEEPLIST=fame_expression_group ) and WILDCARD=“?” options. The following statements show how to select time series that are specified in a KEEP expression group and are written to the SAS output data set:

data inseta; /* Use this for d8690 training database */
   length express $52;
   express='cvx.close;'; output;
   express='{ibm.high,ibm.low,ibm.close};'; output;
   express='mave(ibm.close,30);'; output;
   express='crosslist({gm,f,c},{volume});'; output;
   express='cvx.close+ibm.close;'; output;
   express='ibm.close;'; output;
   express='sum(pep.volume);'; output;
   express='mave(pep.close,20);'; output;
run;

title1 'TRAINING DB, Pricing Timeseries for Expressions in INSET=';
proc print
   data=inseta;
run;

Output 41.16.1 shows the expressions that are stored as observations in the input data set, INSETA.

The following statements show how to use the INSET= option to keep all time series that are represented in the input data set, INSETA, as the group variable EXPRESS:

libname libX sasefame "%sysget(FAME_DATA)"
   wildcard="?"
   convert=(frequency=business technique=constant)
   range='23jul1997'd - '25jul1997'd
   inset=( inseta KEEP=express)
   ;


data trout;
   set libX.trainten;
run;

title1 'TRAINING DB, Pricing Timeseries for Expressions in INSET=';
proc print data=trout;
run;

proc contents data=trout;
run;

Output 41.16.2 and Output 41.16.3 show the results.