SAS: PROC IMPORT: CSV WITH DATES AS VAR NAMES - sas

Question

I'm importing CSV data in the following format:
SEDOL,12/08/2009,13/08/2009,14/08/2009,17/08/2009,18/08/2009
B1YVN39,7.8431,7.8431,7.8431,7.8431,7.598
B00G7R3,3.8,3.61,3.81,3.81,3.81
2965237,4.5351,4.5351,4.5351,4.5351,4.5351
2554345,7.355,7.355,7.355,7.355,7.355
I'm using the following command:
PROC IMPORT OUT= want
DATAFILE= have
DBMS=CSV REPLACE;
RUN;
Then transposing the data to long format, as follows:
PROC SORT DATA=want OUT=want; BY SEDOL;RUN;
proc transpose data=want out=transp;
by SEDOL;
run;
proc print; run;
How can I import the dates correctly formatted and change the variable type from default to date?

Answer 1

Importing and transposing are handy procedures, but if you understand your data well, a little data step program can deal with this in one step:
data want(keep=sedol v_date v_value);
infile have dsd dlm=',' truncover;
informat sedol $8. d1-d50 ddmmyy10. v1-v50 8.;
format v_date yymmdd10.;
array d(50) d1-d50;
array v(50) v1-v50;
/* Retain the date values and the count of dates */
retain d1-d50 idx;
/* Read header */
if _n_ = 1 then do;
input sedol d1-d50;
/* loop to find how many date columns there are */
do idx=1 to 50 while(d(idx) ne .);
end;
idx = idx - 1; /* must subtract one here */
delete;
end;
/* Read data lines */
input sedol v1-v50;
do i=1 to idx;
v_date = d(i);
v_value = v(i);
output;
end;
run;
As long as your input file is exactly as you describe (a header record with a leading ID variable less than 8 characters followed by some number of date values representing columns), this will process up to 50 measurements. It should be easy enough to modify if your needs change.

Answer 2

I would suggest in this case importing separately data and headers.
First, we import data:
PROC IMPORT OUT= want
DATAFILE= "C:\have.csv"
DBMS=CSV REPLACE;
getnames=no;
datarow=2;
RUN;
Then we import only the first row with variables' names:
options obs=1;
PROC IMPORT OUT= header
DATAFILE= "C:\have.csv"
DBMS=CSV REPLACE;
getnames=no;
RUN;
options obs=max;
Then we transpose row with headers into column and "mask" illegal (as SAS-names) values - add letter (doesn't matter which one, I chose 'D') as the first character and replace all slashes '/' to underscores '_':
proc transpose data=header out=header(drop=_name_);var _all_;run;
data header;
set header;
if anydigit(substr(COL1,1,1)) then COL1=cats("D",COL1);
COL1=translate(COL1,"_","/");
run;
Put this new 'cleaned' column names into a macrovariable:
proc sql noprint;
select COL1 into :names separated by ' '
from header;
quit;
And generate DATA-step for renaming using CALL EXECUTE routine:
data _null_;
dsid=open("want","i");
num=attrn(dsid,"nvars");
call execute("data want;");
call execute("set want;");
call execute("rename");
do i=1 to num;
call execute(varname(dsid,i)||"="||scan("&names",i," "));
end;
call execute(";run;");
rc=close(dsid);
run;
Now your original SORT and TRANSPOSE:
PROC SORT DATA=want OUT=want; BY SEDOL;RUN;
proc transpose data=want out=transp;
by SEDOL;
run;
And at last 'unmask' those dates back (deleting first D and replacing _ to /), and covert them to real dates with INPUT(). RETAIN statement is added just to put the new variable DATE at the second place right after SEDOl.
data transp;
retain SEDOL date;
set transp;
substr(_name_,1,1)='';
_name_=translate(_name_,"/","_");
date=input(strip(_name_),ddmmyy10.);
drop _name_;
format date ddmmyy10.;
run;