DATASOURCE Procedure

Reading in Data Files Containing Cross Sections

Some data files group time series data with respect to cross-section identifiers; for example, International Financial Statistics files, distributed by IMF, group data with respect to countries (COUNTRY). Within each country, data are further grouped by Control Source Code (CSC), Partner Country Code (PARTNER), and Version Code (VERSION).

If a data file contains cross-section identifiers, the DATASOURCE procedure adds them to the output data set as BY variables. For example, the data set in Table 2 contains three cross sections:

  • Cross-section one is identified by (COUNTRY=’112’ CSC=’F’ PARTNER=’ ’ VERSION=’Z’).

  • Cross-section two is identified by (COUNTRY=’146’ CSC=’F’ PARTNER=’ ’ VERSION=’Z’).

  • Cross-section three is identified by (COUNTRY=’158’ CSC=’F’ PARTNER=’ ’ VERSION=’Z’).

Table 2: The Form of a SAS Data Set Containing BY Variables

BY Time ID Time Series
Variables Variable Variables
COUNTRY CSC PARTNER VERSION DATE EFFEXR EXRINDEX
112 F Z SEP1987 9326 12685
112 F Z OCT1987 9393 12813
112 F Z NOV1987 9626 13694
112 F Z DEC1987 9675 14099
112 F Z JAN1988 9581 13910
112 F Z FEB1988 9493 13549
146 F Z SEP1987 12046 16192
146 F Z OCT1987 12067 16266
146 F Z NOV1987 12558 17596
146 F Z DEC1987 12759 18301
146 F Z JAN1988 12642 18082
146 F Z FEB1988 12409 17470
158 F Z SEP1987 13841 16558
158 F Z OCT1987 13754 16499
158 F Z NOV1987 14222 17505
158 F Z DEC1987 14768 18423
158 F Z JAN1988 14933 18565
158 F Z FEB1988 14915 18331


Note that the data sets in Table 1 and Table 2 use two different ways of representing time series data for three different countries: the United Kingdom (COUNTRY=’112’), Switzerland (COUNTRY=’146’), and Japan (COUNTRY=’158’). The first representation (Table 1) incorporates each country’s name into the series names, while the second representation (Table 2) represents countries as different cross sections by using the BY variable named COUNTRY. See the section "Time Series and SAS Data Sets" in Chapter 3, Working with Time Series Data.

Last updated: June 19, 2025