The DATASOURCE Procedure
- Overview
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Getting Started
Structure of a SAS Data Set Containing Time Series DataReading Data FilesSubsetting Input Data FilesControlling the Frequency of Data – The INTERVAL= OptionSelecting Time Series Variables – The KEEP and DROP StatementsControlling the Time Range of Data – The RANGE StatementReading in Data Files Containing Cross SectionsObtaining Descriptive Information on Cross SectionsSubsetting a Data File Containing Cross SectionsRenaming Time Series VariablesChanging the Lengths of Numeric Variables -
Syntax
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Details
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ExamplesBEA National Income and Product AccountsBLS Consumer Price Index SurveysBLS State and Area Employment, Hours, and Earnings SurveysDRI/McGraw-Hill Format CITIBASE FilesDRI Data Delivery Service DatabasePC Format CITIBASE DatabaseQuarterly COMPUSTAT Data FilesAnnual COMPUSTAT Data Files, V9.2 New Filetype CSAUC3CRSP Daily NYSE/AMEX Combined Stocks
- References
The OUTBY= data set contains information on the cross sections contained in the input data file. These cross sections are represented as BY groups in the OUT= data set. The OUTBY= data set contains the following variables:
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the BY variables, whose values identify the different cross sections in the data file. The BY variables depend on the file type.
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BYSELECT, a numeric variable that reports the outcome of the WHERE statement condition for the BY variable values for this observation. The value of BYSELECT is 1 for BY groups selected by the WHERE statement for output to the OUT= data set and is 0 for BY groups that are excluded by the WHERE statement. BYSELECT is added to the data set only if a WHERE statement is given. When there is no WHERE statement, then all the BY groups are selected.
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ST_DATE, a numeric variable that gives the starting date for the BY group. The starting date is the earliest of the starting dates of all the series that have data for the current BY group.
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END_DATE, a numeric variable that gives the ending date for the BY group. The ending date is the latest of the ending dates of all the series that have data for the BY group.
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NTIME, a numeric variable that gives the number of time periods between ST_DATE and END_DATE, inclusive. Usually, this is the same as NOBS, but they differ when time periods are not equally spaced and when the OUT= data set is not specified. NTIME is a maximum limit on NOBS.
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NOBS, a numeric variable that gives the number of time series observations in the OUT= data set between ST_DATE and END_DATE inclusive. When a given BY group is discarded by a WHERE statement, the NOBS variable corresponding to this BY group becomes 0, since the OUT= data set does not contain any observations for this BY group. Note that BYSELECT=0 for every discarded BY group.
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NINRANGE, a numeric variable that gives the number of observations in the range (from,to ) defined by the RANGE statement. This variable is only added to the OUTBY= data set when the RANGE statement is specified.
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NSERIES, a numeric variable that gives the total number of unique time series variables having data for the BY group
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NSELECT, a numeric variable that gives the total number of selected time series variables having data for the BY group
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the generic variables, whose values remain constant for all the series in the current BY group
In this list, you can only control the attributes of the BY and GENERIC variables.
The variables NOBS, NTIME, and NINRANGE give observation counts, while the variables NSERIES and NSELECT give series counts.
By default, observations for only the selected BY groups (where BYSELECT=1) are output to the OUTBY= data set, and the date and time range variables are computed over only the selected time series variables. If the OUTSELECT=OFF option is specified, the OUTBY= data set contains an observation for each BY group, and the date and time range variables are computed over all the time series variables.
For file types that have no BY variables, the OUTBY= data set contains one observation giving ST_DATE, END_DATE, NTIME, NOBS, NINRANGE, NSERIES, and NSELECT for all the series in the file.
If you do not know the BY variable names or their possible values, you can do an initial run of PROC DATASOURCE with the OUTBY= option. The information contained in the OUTBY= data set can help you design your WHERE expression and RANGE statement for the subsequent executions of PROC DATASOURCE to obtain different subsets of the same data file.