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.