Thanks, but suppose that the zip file is now on the Internet as follows. https://mba.tuck.dartmouth.edu/pages/faculty/ken.french/ftp/F-F_Research_Data_Factors_CSV.zip Can I feed one member of this url as the FILENAME? ... View more

Thanks, but I do not consider ODS LATEX since the numbers must be customized a lot for the tables. For example, I sometimes apply formats in tables not vertically but horizontally—10 estimates horizontally and their test statistics. ... View more

Thanks for your details. I was a bit curious because (1) ROW+1 usually creates a variable that increases by 1, but not here. I found that the ROW is all 1 as there is just one line. (2) I found that your code is reading each word delimited by the blank. Rather than TRUNCOVER in INFILE, the code separates each block by the tilde and the colon. I have used SAS mostly with ready-made data such as CSV, so was not familiar with this processing. Appreciate again. ... View more

Many thanks for your help. May I ask something? (1) I have used LENGTH (in INPUT), TRUNCOVER, and LRECL, but not at all COLUMN. What is its function here? (2) I found that it works without ROW+1. What is it doing? Is it necessary? (3) Should LENGTH (inside DO-END) be located inside the loop? Can I put it outside the loop (for example, right after INFILE)? Sorry to bother you much. ... View more

Thanks again, but I am still considering PROC IMPORT rather than DATA notwithstanding the shortcomings due to another reason. Here I attach one example. This file was created by CMPT_ME_RETS using the 201911 CRSP database. It contains value- and equal-weighted returns for size portfolios. Each record contains returns for: Negative (not used) 30% 40% 30% 5 Quintiles 10 Deciles The portfolios are constructed at the end of Jun. The annual returns are from January to December. Missing data are indicated by -99.99 or -999. Value Weight Returns -- Monthly ,<= 0,Lo 30,Med 40,Hi 30,Lo 20,Qnt 2,Qnt 3,Qnt 4,Hi 20,Lo 10,Dec 2,Dec 3,Dec 4,Dec 5,Dec 6,Dec 7,Dec 8,Dec 9,Hi 10 192607, -99.99, 0.14, 1.59, 3.42, 0.37, 0.78, 1.68, 1.39, 3.67, -0.12, 0.52, -0.05, 1.31, 1.21, 2.04, 1.58, 1.29, 3.53, 3.71 192608, -99.99, 3.21, 2.77, 2.91, 2.26, 3.51, 3.75, 1.53, 3.07, 1.33, 2.55, 4.00, 3.20, 2.81, 4.45, 1.61, 1.49, 0.61, 3.79 192609, -99.99, -1.74, -0.88, 0.80, -1.39, -1.06, 0.05, -0.26, 0.81, 0.59, -2.00, -2.01, -0.46, -0.06, 0.14, -2.02, 0.74, -0.77, 1.25 Again the variable name row starts with a comma here too. However, the variable names are not appropriate enough for SAS to recognize since they contain not only math symbols such as <= 0 but also blanks such as Lo 30. Actually, PROC IMPORT does a great job in dealing with those situations. ... View more

Very much appreciate, but there is one issue—even with DATAROW, PROC IMPORT uses the very first row to recognize the variable names, so the variable name information doesn't survive in this way. Is there still a way to have SAS physically access and remove the comment rows until it confronts the row starting with a comma? ... View more

Primarily, there are more than 200 CSVs with different variables (+different numbers of columns) as well as different comments. I would specify all FIRSTOBSs and INPUTs manually as you said if there are about 30 CSVs. ... View more