topic Filtering data in SAS in SAS Procedures

Filtering data in SAS

deleted_user — Fri, 04 Sep 2009 07:12:04 GMT

Hi all

I am a SAS beginner.

I am working with financial time series data and need to filter out data for around 3000 firms from a huge data set. I have a unique ID by which I can identify these 3000 firms but I cant use standard statements such as 'if', 'where' in the SAS code because I dont think its practical to list 3000 objects in a SAS code.

Is there a way I can compare my ID variable in the main data set to the list of 3000 IDs i store as an external file? Or is there any other way of doing this? Do let me know.

Ronnie

Re: Filtering data in SAS

GertNissen — Fri, 04 Sep 2009 08:08:23 GMT

Hi ronmama

Your right about not writing 3000 if statements 🙂

You can load your list of firms into SAS and then use i.e Data step merge or PROC SQL.

i.e have a look at this simple mock-up code
[pre]
data filtered;
merge timeseries(in=a)
firms(in=b);
by id;
if a and not b then delete;
run;
[/pre]

Re: Filtering data in SAS

deleted_user — Fri, 04 Sep 2009 08:36:23 GMT

Hi geniz

thank you very much. it works.:)

Ronnie