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SDMX Connector for SAS
All the instructions that follow refer to linux, but they can be easily adapted to Windows installations.
The only part of the connector that needs to be built is the Java library. Instructions can be found in the java section
NOTE: building the java library is not strictly necessary. A jar file, ready to be used, can be found in the release lib subdirectory
1.Download the latest stable release from the downloads section of the releases page and unpack it. Get the SAS files from the SAS directory.
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The SDMX functions are standard SAS macros. They can be loaded manually every time you want to use them, or you can set up an autocall library. Some more info can be found in the SAS Documentation
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The SDMX Java library (SDMX.jar) needs to be added to the CLASSPATH that is configured in SAS. This can be either achieved by modifying the system CLASSPATH or by changing the SAS configuration. Some more info can be found in the SAS Documentation
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If necessary, override the default configuration by means of a custom configuration file. This is particularly necessary if you want to run the connector in an environment that connects to the internet by means of a proxy.
Calling the graphical SDMX helper: sdmxHelp command. Just type:
%sdmxhelp;
Get data and metadata: gettimeseries command. This command can take the following parameters:
provider: the name of the data provider (mandatory)
tskey: the time series query (mandatory)
start: the start time of the data to be retrieved (optional)
end: the end time of the data to be retrieved (optional)
metadata: 0: data only, 1: data and metadata (optional)
Examples:
single time series, freq=A, CURRENCY=USD
%gettimeseries(provider="ECB", tsKey="EXR/A.USD.EUR.SP00.A");
multiple time series, FREQUENCY=A (annual), all currencies
%gettimeseries(provider="ECB", tsKey="EXR/A..EUR.SP00.A");
get data and metadata
%gettimeseries(provider="ECB", tsKey="EXR/A..EUR.SP00.A", metadata=1);
NOTE: data results will be stored to a sdmxdata dataset. If enabled, metadata results will be stored to sdmxmetadata (for the time series level dimensions and attributes) and sdmxobservationsmetadata (for the observation level attributes).