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Overview

The DATASOURCE procedure extracts time series data from many different kinds of data files distributed by various data vendors and stores them in a SAS data set. Once stored in a SAS data set, the time series variables can be processed by other SAS procedures.

The DATASOURCE procedure has statements and options to extract only 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.

The DATASOURCE procedure can create auxiliary data sets containing descriptive information on the time series variables and cross sections. More specifically, the OUTCONT= data set contains information on time series variables, the OUTBY= data set reports information on the cross-sectional variables, and the OUTALL= data set combines both time series variables and cross-sectional information.

The output variables in the output and auxiliary data sets can be assigned various attributes by the DATASOURCE procedure. These attributes are labels, formats, new names, and lengths. While the first three attributes in this list are used to enhance the output, the length attribute is used to control the memory and disk-space usage of the DATASOURCE procedure.

Data files currently supported by the DATASOURCE procedure include

• U.S. Bureau of Economic Analysis data files:

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  National Income and Product Accounts tapes

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  National Income and Product Accounts diskettes

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  S-page diskettes

• U.S. Bureau of Labor Statistics data files:

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  Consumer Price Index Surveys

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  Producer Price Index Survey

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  National Employment, Hours, and Earnings Survey

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  State and Area Employment, Hours, and Earnings Survey

• Standard & Poor's Compustat Services Financial Database Files:

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  COMPUSTAT Annual

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  COMPUSTAT 48 Quarter

• Center for Research in Security Prices (CRSP) data files:

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  Daily Binary Format Files

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  Monthly Binary Format Files

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  Daily Character Format Files

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  Monthly Character Format Files

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  Daily IBM Binary Format Files

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  Monthly IBM Binary Format Files

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  1995 CDROM Character Format Files

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  1995 CDROM UNIX (SUN) Binary Format Files

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  ACCESS97 CDROM Binary Format Files

• DRI/McGraw-Hill data files:

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  Basic Economics Data (formerly CITIBASE)

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  DRI Data Delivery Service files

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  Tape Format CITIBASE Data Files

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  DRI Data Delivery Service Time Series

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  PC Diskette format CITIBASE Databases

• FAME Information Services Databases
• Haver Analytics data files
• International Monetary Fund's Economic Information System data files:

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  International Financial Statistics

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  Direction of Trade Statistics

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  Balance of Payment Statistics

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  Government Finance Statistics

• Organization for Economic Cooperation and Development:

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  Annual National Accounts

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  Quarterly National Accounts

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  Main Economic Indicators

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