Looping a set of Macros - sas

Question

I'm looking to create a loop such that I run two macros for each dataset
%Let Classification = Data1 data2 data3 data4;
%let index = 1;
%do %until (%Scan(&Classification,&index," ")=);
%Macro1;
%Macro2;
%end;
%let index = %eval(&Index + 1);
The problem is my macros are not pre-loaded and are stored in a macro library, is it possible to do this if I run the above as a macro?
Any advice is appreciate in making this loop of macros work
EDIT:
In my ideal situation the loop would run like a macro
%Macro;
where inside it would look like
%Macro Macro;
%let index = 1;
%do %until (%scan(&classification,&index," ")=);
<Lines of Code>
%end;
%let index = %eval(&Index + 1);
%end;
%mend;
Another problem is my macros enclosed in the loop use the &classification to differentiate between data1, data2, data3, data4 as we process through the different lines of code.

Answer 1

It is probably easier to just iterate over the index. Use the countw() function to find how many iterations to do.
%macro loop(list);
%local index next ;
%do index=1 %to %sysfunc(countw(&list,%str( )));
%let next=%scan(&list,&index,%str( ));
... code to process &NEXT ...
%end;
%mend ;
Then pass in the list to the macro as the parameter value.
%Let Classification = Data1 data2 data3 data4;
%loop(&classification);

Answer 2

SAS does not allow the %DO statement in open-code. When you submit an open code loop you will get log messages
ERROR: The %DO statement is not valid in open code.
...
ERROR: The %END statement is not valid in open code.
as #Tom mentioned the macro %SCAN test should check for null string. Another common and more robust way is to check before token extraction. %do %until will iterate poorly when the classification passed is empty. A %do %while tests the classification scan prior to interior macro invocations. Another common test for null macro value is checking for 0 length and leveraging 0=false ^0=true automatic evaluation.
When the loop is to call other macros with the token value the best practice is to pass the token value instead of having the called macro presume the token symbol (aka macro variable) already exists (in a containing scope) prior the iterated macros invocation.
Example
%macro mydispatch (classification=);
%local index token;
%let index = 1;
%do %while ( %length (%scan (&classification, &index)));
%let token = %scan(&classification,&index));
%* emit code specifically for token;
* this is for &token;
%* iterated invocations, perform two analysis for each data set listed in classification;
%* second analysis is passed another argument specifying the data set that should be used to store output;
%analysis_1 (data=&token)
%analysis_2 (data=&token, out=WORK.results_&token.)
%let index = %eval(&index+1);
%end;
%mend mydispatch;
%mydispatch (classification=data1 data2 data3 data4)

Answer 3

The macro being in an autocall library (which is what I assume you refer to?) does not have any impact on how the above would work. If it's not in an autocall library you'll have to hook up the catalog up to the autocall library first.
In re: your edits; yes, you will need this to be in a macro (I assumed it was a subset of a macro initially). %do is not currently allowed in open code (this may change, but not today).
Note you have several significant issues in your code:
the incrementor is not in the loop
the scan function is wrong; macro language does not use quotations, so
%do %until (%Scan(&Classification,&index," ")=);
needs to be
%do %until (%Scan(&Classification,&index)=);
(space is the default separator), and if you really needed to clarify space:
%do %until (%Scan(&Classification,&index,%str( ))=);
Your macros do not utilize parameters; they should. %macro1; apparently uses &classification and &index; instead you should pass it the thing you want (the "word" from &classification) as a parameter.