Hi:
I'm not sure what you mean by selecting entries...do you want a report (such as from PROC PRINT) or a dataset (such as from PROC SQL)???
If all you want is a report, you could use a WHERE clause in PROC PRINT. Something like this (assumes that date1 and date2 are numeric variables in the SAS dataset):
[pre]
proc print data=lib.data;
title 'Use WHERE clause for selection';
where 10 between month(date1) and month(date2) and
(year(date1)=2009 or year(date2)=2009);
format date1 date2 mmddyy10.;
run;
[/pre]
If the WHERE statement selects the observations you want in the PROC PRINT, then you could use the same WHERE logic in a PROC SQL query to create a dataset. If you know your data are all from 2009, then you don't need the check for year.
The SAS function INTNX can be used to test a SAS variable or constant against a SAS literal (or another SAS variable) as you might need -- using the test you performed for '01OCT2009'd. Check the SAS DOC on this function - also there will be sample code content and technical/conference papers using the function on the SAS.COM website.
ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.