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SAS FAQ 
How can I input multiple raw data files in SAS?

To input multiple raw data files into SAS, you can use the filename statement.  For example, suppose that we have four raw data files containing the sales information for a small company, one file for each quarter of a year.  Each file has the same variables, and these variables are in the same order in each raw data set.  On the filename statement, we would first provide a name for the files, in this example, we used the name year.  Next, in parentheses, we list each of the data files to be included.  You can list as many files as you like on the filename statement.  In the data step, we use the infile statement and give the name of the files that we used on the filename statement.  We use the input statement to list the names of the variables.

First, let's see what the raw data files look like.

quarter1.dat

1 120321 1236 154669 211326
1 326264 1326 163354 312665
1 420698 1327 142336 422685
1 211368 1236 156327 655237
1 378596 1429 145678 366578

quarter2.dat

2 140362 1436 114641 362415
2 157956 1327 124869 345215
2 215547 1472 165578 412567
2 204782 1495 150479 364474
2 232571 1345 135467 332567

quarter3.dat

3 140357 1339 142693 205881
3 149964 1420 152367 223795
3 159852 1479 160001 254874
3 139957 1527 163567 263088
3 150047 1602 175561 277552

quarter4.dat

4 479574 1367 155997 36134
4 496207 1459 140396 35941
4 501156 1598 135489 39640
4 532982 1601 143269 38695
4 563222 1625 147889 39556

filename year ('d:\quarter1.dat' 'd:\quarter2.dat' 'd:\quarter3.dat' 'd:\quarter4.dat');
data temp;
infile year;
input quarter sales tax expenses payroll;
run;
proc print data = temp;
run;

Obs    quarter     sales     tax    expenses    payroll

  1       1       120321    1236     154669      211326
  2       1       326264    1326     163354      312665
  3       1       420698    1327     142336      422685
  4       1       211368    1236     156327      655237
  5       1       378596    1429     145678      366578
  6       2       140362    1436     114641      362415
  7       2       157956    1327     124869      345215
  8       2       215547    1472     165578      412567
  9       2       204782    1495     150479      364474
 10       2       232571    1345     135467      332567
 11       3       140357    1339     142693      205881
 12       3       149964    1420     152367      223795
 13       3       159852    1479     160001      254874
 14       3       139957    1527     163567      263088
 15       3       150047    1602     175561      277552
 16       4       479574    1367     155997       36134
 17       4       496207    1459     140396       35941
 18       4       501156    1598     135489       39640
 19       4       532982    1601     143269       38695
 20       4       563222    1625     147889       39556

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