topic Re: proc timeseries in SAS Programming

proc timeseries

sk2202 — Mon, 04 Jul 2016 12:29:11 GMT

hey,

I got some problems with a given code (proc timeseries) which I should transfer into a macro:

%macro create_timeseries;

proc timeseries
       data=&library..&varticker._tick
       out=q&varticker._&interval.min;
       id time interval=MINUTE5.
           accumulate=total
           setmiss=0;
       var quantity;
   run;

   proc timeseries
       data=&library..&varticker._tick
       out=p&varticker._&interval.min;
       id time interval=MINUTE5. accumulate=LAST;
       var price;
   run;

   proc sql;
   create table &library..&varticker._&interval.min as select
   a.* ,b. *
   from q&varticker._&interval.min a full join p&varticker._&interval.min
       b
   on a.time = b.time;
   quit;
   run;

%mend create_timeseries;

Errors:

WARNING: Apparent symbolic reference LIBRARY not resolved.
NOTE: Line generated by the invoked macro "CREATE_TIMESERIES".
1 &library..&varticker._tick
-
22
200
1 ! out=q&varticker._&interval.min; id time interval=MINUTE5.
1 ! accumulate=total setmiss=0; var quantity; run; proc timeseries
WARNING: Apparent symbolic reference INTERVAL not resolved.
NOTE 138-205: Line generated by the macro variable "INTERVAL".
1 qE_STANL_BTSE_&
-
22
ERROR 22-322: Expecting ein Name.

ERROR 200-322: The symbol is not recognized and will be ignored.

ERROR 22-322: Syntax error, expecting one of the following: ;, (, BYVECTORPLOTS, COUNTPLOTS,
CROSSPLOTS, DATA, LABEL, MAXERROR, MAXVARLENGTH, OUT, OUTCORR, OUTCROSSCORR,
OUTDECOMP, OUTFREQ, OUTPROCINFO, OUTSEASON, OUTSPECTRA, OUTSSA, OUTSUM, OUTTREND,
OUTXMLINFO, OUTXMLTREE, PLOTS, PRINT, PRINTDETAILS, SEASONALITY, SORTNAMES,
THUMBPLOTS, VECTORPLOTS, XML.

NOTE: Line generated by the macro variable "INTERVAL".
1 qE_STANL_BTSE_&
-
200
ERROR 200-322: The symbol is not recognized and will be ignored.

WARNING: Apparent symbolic reference INTERVAL not resolved.

NOTE: The SAS System stopped processing this step because of errors.
WARNING: The data set WORK.QE_STANL_BTSE_ may be incomplete. When this step was stopped there
were 0 observations and 0 variables.
WARNING: Datei WORK.QE_STANL_BTSE_ wurde nicht ersetzt. Grund: da dieser Schritt angehalten wurde.
NOTE: PROZEDUR TIMESERIES used (Total process time):
real time 0.00 seconds
cpu time 0.00 seconds

Thank you in advance. Best regards,

sk2202

Re: proc timeseries

Reeza — Mon, 04 Jul 2016 13:12:54 GMT

Your macro variables aren't assigned for starters as indicated by errors.

Fix that and then see what else is wrong. L

I would recommend you pass parameters to your macro as well.

Re: proc timeseries

sk2202 — Mon, 04 Jul 2016 16:15:02 GMT

%macro create_timeseries(library,varticker);

data = &library..&varticker._tick_t;

set = &library..&varticker._tick;

run;

proc timeseries

data=&library..&varticker._tick_t

out=q&varticker._&interval.min;

id time interval=MINUTE5.

accumulate=total

setmiss=0;

var quantity;

run;

proc timeseries

data=&library..&varticker._tick_t

out=p&varticker._&interval.min;

id time interval=MINUTE5. accumulate=LAST;

var price;

run;

proc sql;

create table &library..&varticker._&interval.min as select

a.* ,b. *

from q&varticker._&interval.min a full join p&varticker._&interval.min

on a.time = b.time;

quit;

run;

%mend create_timeseries;

%create_timeseries(time,price,quantity);

Do you mean like this? Best regards

Re: proc timeseries

Reeza — Mon, 04 Jul 2016 17:30:10 GMT

Sort of.

Your macro definition

%macro createtimeseries(library, varticker);

Your macro call:

%createtimeseries(time, price, quantity);

Note that you have more items in your macro call than definition. This wil generate an error. If you need a third paramete it must be declared.