It is not clear to me what you are trying to accomplish. "Activate" is not a term I have ever heard. Do you mean "copy"? What is in the %INCLUDE file? Are the include files already created  in the current working directory?   One thing is clear:  you need to read the article "Macros and loops in the SAS/IML language."  The article explains why you should use SYMPUT instead of %LET.   It is hard fo r me to recommend a solution when I don't understand what you are trying to accomplish, but let me suggest that you investigate rewriting the program to use the SUBMIT statement to pass in the parameter to the DATA step directly, as shown in the article "Passing values from PROC IML into SAS procedures." The program might look something like this (untested):   Proc IML; use List; read all var _char_ into List_Char; mattrib List_Char colname={'Ticker'}; do i=1 to 253; Tick=List_Char[i,1]; submit Tick; data &Tick; %include "&Tick"; ticker = "&Tick"; run; endsubmit; end; close List;   ... View more

Here's a SAS/IML module that duplicates the functionality of the ELEMENT function that was introduced in SAS/IML 9.3:    start elementMod(x, y);       if ncol(x)=0 then return(_NULL_);       b = j(nrow(x), ncol(x), 0);       if ncol(y)=0 then return(b);             u = xsect(x, y);       if ncol(u)=0 then return(b);             do i = 1 to ncol(u);          b = bor(b, (x=u));       end;       return (b);    finish; New_ID2 = ^elementMod(new, old); ... View more

For example, here's one one approach: u = unique(v); free idx; do i = 1 to ncol(u);    k = loc(x=u);    idx = idx || k; end; print idx; This code isn't maximally efficient because it doesn't preallocate the IDX array (see http://blogs.sas.com/content/iml/2011/06/20/pre-allocate-arrays-to-improve-efficiency/). Still it's not too bad. Use this if your vectors aren't too long. If this step is being used in the innermost loop of a long-running computation, write back. The code can be improved, but at the cost of additional complexitites. ... View more