BASING AN ECONOMIC INFORMATION SYSTEM ON SAS MARTIN HXRNQVIST AB VOLVO-DATA

Transcription

1 BASING AN ECONOMIC INFORMATION SYSTEM ON SAS MARTIN HXRNQVIST AB VOLVO-DATA At Volvo SAS is used in many different applications: as a tool for computer performance analysis, as a report generator in COBOL-systems, as an end-user tool for personal computing, etc. One use of SAS which is strongly increasing at Volvo is as a programming language for analysis and reporting linked in end-user applications where the user requests his analyses via some menu system. What has struck us is the amazingly short time such a system requires for development and maintenance. Today I am going to present such a system an economic information system mainly designed for use by management and market analysis people. The responsibility for developing this system lies on our department, the Department of Applied Mathematics and Statistics at Volvo-Data. Our group consists of six mathematicians and statisticians working as consultants in the whole field of applications rising in car construction, production and marketing. The need for an economic information system At Volvo economic statistics plays a crucial role in the analysis of the development on various markets. Cars, trucks, energy are the principal products of the Volvo program and appropriate economic information on economic and social indicators affecting the marketing of these products in different countries is vital. There is therefore a big and growing need for simple tools that enable people unexperienced of data processing to retrieve and analyse time series data in a simple way. The main purposes of developing the Vo+vo economic information system (abbreviated VEINS) are: - Simultaneous access to different data bases - User-friendly dialogue. Powerful tools for analysis and display of time series. - Facility to combine own data with external data. Let us present the system as the user meets it. Time series data bases Volvo subscribes for time series data on tape from several sources. These include: - IMF's International Financial Statistics which includes data on national economies of practically all nations in the world. OECD's Main economic indicators which contains economic and social time series data on all OECD countries. 2~

2 - Business Conditions Digest from US Dept of Commerce which contains information on main indicators in the US economy. Ifo-Databanksystem from Institut fur Wirtschaftsforschung in Munich which covers the German economy. - Time Series Data Base from Statistics Sweden. One problem is the diversity of sources. Name standards of time series differ completely between sources. Therefore the dialogue must provide the user with some sort of help to request series in the appropriate way..' The present volume of the data base is time series in all, which is not a big volume in comparison with similar systems. Therefore the system must be flexible enough to be able to link new sources of information whenever the need is felt for them. VEINS as the user meets it The main functions in VEINS surface on the primary menu. They are: analyse series, maintain data base of own series and transmit data to other system. Let us present them shortly: Option 1. Analyse series This is of course the main option: The user retrieves one or several time series from the external data bases or from his own base. He can choose to combine some of the series arithmetically or transform series in other ways (e.g. lag series). If the series he wants to combine have different periods (some quarterly, some monthly e.g.) then he is prompted how he wants them transformed (aggregated or interpolated) to adjust. When the retrieval is finished the user goes on to display or analyse the series. He can choose between: Seasonally adjust or smooth series. Identify trend and busines.s cycle in series. Forecast series by exponential smoothing or stepwise autoregressive method. Perform multiple regression on series. Compute means, standard deviations and other summary statistics on series. - Analyse series by the Box-Jenkins method. The results from these analyses can be presented in tabular form or in graphical form. Depending on the user '.s device he can display this in full quality graphs or in list graphs. If he lacks a graphical terminal he can still ge the graph in full quality on paper. 292

3 Option 2. Maintain data base of own series This option includes facilities to create new time series of own data, update series data or texts about them, delete series. For data entering VEINS provides the user with a screen containing a date column and a blank column. Thus the user easily controls that the correspondence between date and value is correct. Option 3. Extract series data to other system Here the user can take a group of series and bring it to another system. The facilities include: - SAS. The user who wants to make special analysis and presentations with the full SAS system can do it directly. This includes of course the use of special facilities in SAS/GRAPH. - Interactive Chart Utility - an IBM program product for graphic display of data. - Simple data file - if the user simply wants data on a sequential file for use in other programs e.g. - APL workspace - if the user wants to proceed analysing data by the APL language. The main purpose of this extensive interface towards other systems and products is of course to avoid having to recreate all data processing f~cilities in one system. This is expecially valid for graphics: we do not want to include all obscure options for graphics presentations, we only include some vital ones and the user who is concerned about these details can use SAS directly or other graphics products. We also have the experience that many end-user applications are easy to enter data into, but few of them are easy to extract data from! The main programming tools of VEINS VEINS runs in an IBM VM/CMS system. This is an excellent environment for applications development because so many different program products and subsystems can coexist and communicate. The main tools used in VEINS are: EXEC2 ISPF SAS FORTRAN The command language in VM/CMS. This is used as the basic monitor which links dialogue, data handling and processing, and presentation of results. Interactive System Productivity Facility. This is an IBM program product for developing user dialogues on menus. handles analysis of time series data and presentation of results. The data base lookup is done by a FORTRAN program. 293

4 Let us just comment on the use of ISPF. We found this an extremely fast and useful tool to create clear and safe dialogues: - Safe control of input data. - Good help and tutorial facilities. - Excellent possibilities to provide and display default values on input parameters. - Easily developed and maintained by the system designers. The programming technique is done in the following way: SAS programs are stored in a program library (so called skeletons) provided by ISPF. The user's request is transferred into dialogue variables by ISPF and EXEC2 and then substituted into a copy of the skeleton. Finally this program is sent to SAS for execution. A consequence of this is that we do not make use of the SAS Macro Language. The use of FORTRAN in data base lookup is commented below. Where we found SAS especially useful Let us point out some of the most important qualities of SAS that we benefitted from when developing our system. Overall statistical accuracy: For Volvo quality is a basic prerequisite in car production as well as in the development of computer applications. The fact that SAS is so well maintained and is tested every day at thousands of computer installations world wide was very important for us when we decided to base the VEINS system on SASe Although some people might find it stimulating to reinvent algorithms and recreate analysis programs we do not feel such a strong need for it. Instead we really appreciate the easy maintenance of SAS programs. SAS code flexibility: In this example we have a program to perform seasonal adjustment, regression upon time scale and forecasting and present the result graphically. - PROC X11; VAR &group; ID DATE; OUTPUT D11= &group; PROC REG; MODEL &group=date; ID DATE; OUTPUT R= &group PROC FORECAST OUTDATA; VAR &group; ID DATE; PROC GPLOT; PLOT (&group)*date=_type_; Note that the input series might be one or several series names and these names are maintained all through the job. Furthermore their attributes (labels, output formats) also persist. Note also how the date variable is carried through the job mostly by the ID statement. 294

5 Graphics intelligence: By this we mean firstly the ability to produce graphs on different devices which is well-known to all SAS users. Secondly our system benefits from the parallelism between procedures like PLOT and GPLOT: users who do not have access to a graphic terminal can run the system on their usual IBM 3278 and have list graphs produced on the screen and full quality graphs produced on paper. Thus in spite of the fact that VEINS is primarily a graphic application users can run it on approximately 90% of the terminals at Volvo. Date handling in functions and formats: The internal date handling in SAS is simple and efficient. For time series in our case - often ranging from it seems tailor-made. On different occasions we have used most of the date handling facilities in SAS including output formats, date functions to compute internal date values, the PUT- and INPUTfunctions to convert between formats and values, etc. Time saving (of course): This is not just a slogan. To develop the analysis parts of our system we have only spent a month's work! Where we did not use SAS After these soft words some comments on where we considered using SAS but decided not to. The data bases contain time series data. The natural way of storing these data in SAS would be as members in a SAS data base, where each member contains a date column and one or several time series: DATE SERIES1 SERIES2... values values values... This is however not always a practical way. Furthermore SAS may be time saving but surely not space saving. A big data base would consume considerable disk space stored in SAS. In the application we also want to have fast access to attributes about the series such as: period, latest value, text information etc. To extract this from the SAS data set would require an extra read through data (by PRoe MEANS e.g.) to find out the date of the latest observation. Instead we have chosen another data base organization, created for a predecessor of VEINS and implemented in FORTRAN. There the series are stored as they are deliverd from the source, in small blocks with each series separated from others and a hierarchical search mechanism: 295

6 SERIES1 text, start, end, period I values SERIES2 text, start, end, period values The only data base we used SAS to store is the user's own: It is maintained within the system using PROC FSEDIT and not so space consuming. Where we feel SAS could be improved Let us also point out some respects in which we feel that SAS could be improved. Note however that our points here mainly concern the use of SAS as a working element in an end-user application. Compile SAS code: This is an option on the SAS poll which would be very useful in applications development. Maybe a prerequisite for it would be the following: Allow arguments in the SAS command: In VM/CMS this would be like this: SAS filename arguments (options which in turn would allow only one file as input. The arguments could then be passed on to SAS via the macro language. For applications development the most powerful feature would be if filename was a compiled module accepting the arguments listed. LASTOBS data set option: This would immediately point to the last observation and be useful when you want to get information about latest date for a time series. Xll handle missing data: This is specific for time series applications. The ideal thing would be that whenever a DATE variable is provided in the input data X11 accepts missing data at least at the beginning and end of the time series. This is especially useful when several time series share the same date column. 296

7 Partly redesign FSEDIT soreen: What is very useful in PROC FSEDIT is that the screen dynamically adjusts to the data set you enter. If you on the other hand want a special screen you can design it, but then your data set must fit into that screen. For an application like VEINS one would appreciate something in between: be allowed to set the headers and special information texts for the application and then ask SAS to dimension the rest of the screen - the data entry fields. Conclusions Let us finally say that we have found the use of SAS as a working tool in the development of our VEINS system very efficient. Especially the combination of ISPF dialogues starting data processing in SAS is extremely powerful. Somewhere in the SAS COMPANION FOR THE VM/CMS ENVIRONMENT there is a warning: if you have space problems do not call SAS under SPF We are very happy not to have these space problems but be able to use both tools in full extent! Let us also say that VEINS is the most extensive end user application at Volvo which runs SAS in this special way. All the time we get new users eager to have simple menu systems with similar capabilities as VEINS. 297