topic Re: entering dates in datalines in SAS Procedures

entering dates in datalines

niloo — Mon, 03 Aug 2015 13:52:09 GMT

Hi,

I am trying to create a request file in sas (later I need to calculate abnormal returns and cumulative abnormal returns using evantus statements). I have an example provided to me by the Evantus support. The following statements are mentioned in the example:

/* Non-CRSP Single-Market Event Study on WRDS */

/* by Remote Submission from PC SAS */

/* Create the request file as a SAS data set. This */

/* example reads the security codes and event */

/* dates from lines pasted into this file, but you */

/* can use any SAS method to create your data set. */

/* Eventus also has the ability to use a text req- */

/* file instead of a SAS data set. */

data request;

input SecurityCode:$6. EventDat:yymmdd8.;

datalines;

H6576H 20050304

H0814P 20050624

H1112V 20050916

H9538X 20051213

H9778J 20060401

H7916H 20060415

H9538X 20060530

H3112V 20070212

H1184W 20070413

H9155V 20080314

run;

I am doing the same thing. My statements are:

data trequest;

input dscd:$6. EventDat:yymmdd8.;

datalines;

740847 20000111

740639 20000201

993057 20000201

...(goes down 900 rows)

run;

but when I open the "trequest" file the dates look strange:

dscd	EventDat
740847	14620
740639	14641
993057	14641
503762	14649
981698	14654
981860	14654
776807	14657

The log says:

NOTE: This SAS session is using a registry in WORK. All changes will be lost at the end of

this session.

2614 data trequest;

2615 input dscd:$6. EventDat:yymmdd8.;

2616 datalines;

NOTE: The data set WORK.TREQUEST has 937 observations and 2 variables.

NOTE: DATA statement used (Total process time):

real time 0.00 seconds

cpu time 0.01 seconds

3554 run;

NOTE: This SAS session is using a registry in WORK. All changes will be lost at the end of

this session.

NOTE: This SAS session is using a registry in WORK. All changes will be lost at the end of

this session.

3555 /**********************************************************************

3556 * PRODUCT: SAS

3557 * VERSION: 9.4

3558 * CREATOR: External File Interface

3559 * DATE: 02AUG15

3560 * DESC: Generated SAS Datastep Code

3561 * TEMPLATE SOURCE: (None Specified.)

3562 ***********************************************************************/

3563 data _null_;

3564 %let _EFIERR_ = 0; /* set the ERROR detection macro variable */

3565 %let _EFIREC_ = 0; /* clear export record count macro variable */

3566 file 'C:\Users\esy\Desktop\trequest.csv' delimiter=',' DSD DROPOVER lrecl=32767;

3567 if _n_ = 1 then /* write column names or labels */

3568 do;

3569 put

3570 "dscd"

3571 ','

3572 "EventDat"

3573 ;

3574 end;

3575 set WORK.Trequest end=EFIEOD;

3576 format dscd $6. ;

3577 format EventDat best12. ;

3578 do;

3579 EFIOUT + 1;

3580 put dscd $ @;

3581 put EventDat ;

3582 ;

3583 end;

3584 if _ERROR_ then call symputx('_EFIERR_',1); /* set ERROR detection macro variable */

3585 if EFIEOD then call symputx('_EFIREC_',EFIOUT);

3586 run;

Could you please tell me what is wrong with my dates?

Thanks,

Niloo

Re: entering dates in datalines

ballardw — Mon, 03 Aug 2015 15:56:20 GMT

You need to apply a display format to get you expected appearance.

For instance to get 01/11/2000 add:

format EventDat mmddyy10. ;

to the code when creating the variable.

OR modify the created export code to use the desired format. If a date value variable doesn't have an explicit date type format associated then proc export doesn't know that you want a date appearing value.

Re: entering dates in datalines

Kurt_Bremser — Mon, 03 Aug 2015 15:58:07 GMT

Nothing is wrong with your data. You see the actual value that SAS stores when inputting dates, the number of days since 01jan1960. Assign a date format (start with date9., or ddmmyyp10.) to your variable, and the values will display correctly.

Re: entering dates in datalines

niloo — Mon, 03 Aug 2015 16:09:00 GMT

Thank you so much ballardw.

Now that I've formatted the dates they look normal. But one more question, are the dates correct without formatting? I mean now my assumption is that the dates looked funny before the formatting but they are the same dates that I entered in the datalines and I can use them without formatting to calculate my Abnormal returns, am I correct?

I am following an example provided by the Evantus Support, and they did not format their date for the request file:

data request;

input SecurityCode:$6. EventDat:yymmdd8.;

datalines;

H6576H 20050304

H0814P 20050624

H1112V 20050916

H9538X 20051213

H9778J 20060401

H7916H 20060415

H9538X 20060530

H3112V 20070212

H1184W 20070413

H9155V 20080314

run;

Thanks,

Niloo

Re: entering dates in datalines

ballardw — Mon, 03 Aug 2015 16:23:01 GMT

As Kurt says, your dates are good.

An interesting exercise for the interested reader is to decrement and increment dates until SAS gives you an error to determine the range of valid dates it will handle a currently set up.

Hint: There is no Y3K issue to worry about (year 3000).

I'm not so sure about Microsoft's current approach to make to year 2101. But for most purposes I don't think I have to worry about it.

Re: entering dates in datalines

niloo — Mon, 03 Aug 2015 16:26:20 GMT

Thank you very much to all

I have another question about a data step, can I ask it here or open a new discussion?

Thanks,

Niloo

Re: entering dates in datalines

ballardw — Mon, 03 Aug 2015 17:51:42 GMT

It is preferred on tis forum if the question is not closely related to the existing topic to start a new thread. Especially if the thread is marked answered. Many folks will not look for new questions in an answered thread.