Reading in Data Files Containing Cross Sections

The DATASOURCE Procedure

Reading in Data Files Containing Cross Sections

Some data files group time series data with respect to cross-section identifiers; for example, International Financial Statistics files, distributed by IMF, group data with respect to countries (COUNTRY). Within each country, data are further grouped by Control Source Code (CSC), Partner Country Code (PARTNER), and Version Code (VERSION).

If a data file contains cross-section identifiers, the DATASOURCE procedure adds them to the output data set as BY variables. For example, the data set in Table 10.1 contains three cross sections:

the first one is identified by (COUNTRY='112' CSC='F' PARTNER=' ' VERSION='Z')
the second one is identified by (COUNTRY='146' CSC='F' PARTNER=' ' VERSION='Z')
the third one is identified by (COUNTRY='158' CSC='F' PARTNER=' ' VERSION='Z').

Table 10.1: The Form of a SAS Data Set Containing BY Variables

BY				Time ID	Time Series
Variables				Variable	Variables
COUNTRY	CSC	PARTNER	VERSION	DATE	EFFEXR	EXRINDEX
112	F		Z	SEP1987	9326	12685
112	F		Z	OCT1987	9393	12813
112	F		Z	NOV1987	9626	13694
112	F		Z	DEC1987	9675	14099
112	F		Z	JAN1988	9581	13910
112	F		Z	FEB1988	9493	13549
146	F		Z	SEP1987	12046	16192
146	F		Z	OCT1987	12067	16266
146	F		Z	NOV1987	12558	17596
146	F		Z	DEC1987	12759	18301
146	F		Z	JAN1988	12642	18082
146	F		Z	FEB1988	12409	17470
158	F		Z	SEP1987	13841	16558
158	F		Z	OCT1987	13754	16499
158	F		Z	NOV1987	14222	17505
158	F		Z	DEC1987	14768	18423
158	F		Z	JAN1988	14933	18565
158	F		Z	FEB1988	14915	18331

Note that the data sets in Figure 10.1 and Table 10.1 are two different ways of representing the same data, namely foreign exchange rates for three different countries: the United Kingdom (COUNTRY='112'), Switzerland (COUNTRY='146') and Japan (COUNTRY='158'). The first representation ( Figure 10.1) incorporates country names into the series names, while the second representation ( Table 10.1) represents countries as different cross sections. See "Time Series and SAS Data Sets" in Chapter 2, "Working with Time Series Data,".

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