Iterate over a custom set in SAS - loops

Question

First of all, apologize for my poor english but that's because I'm not native. I'm a newbie in SAS programming too, and I need someone to help me with this problem struggling me.
I have one dataset A containing a numeric field YM representing year and month (e.g., 200902) that I'm using to filter the dataset. In particular, I want to get N filtered datasets using N differents values YM.
A_filtered_200901 = A.filter(YM == 200901)
A_filtered_200902 = A.filter(YM == 200902)
A_filtered_200903 = A.filter(YM == 200903)
...
My idea was to generate the sequence of YM used to filter and then give it as an argument to a %macro containing a PROC SQL. In code/pseucode:
data ym_dataset;
date = input(put(20090201, 8.), yymmdd8.);
do i = 1 to 3;
aux1 = intnx('MONTH', date, i);
aux2 = put(aux1, yymmddn8.);
list_of_ym_values = substr(aux2 , 1, 6);
output;
end;
run;
%macro my_macro(list_of_ym_values);
proc sql;
%do i = 1 %to dim(&list_of_ym_values)
select *
from A
where YM = &list_of_ym_values(i)
%end
quit;
%mend my_macro;
%my_macro(ym_dataset[list_of_ym_values])
I know that this is not the correct approach, but I hope that someone could shed me some light about doing it properly.
Thank you!!

Answer 1

you need loop through list of variables and this values can be created in a macro variable. But as #richard suggested in comments is not great idea to split datasets.
/* create macrovariable with all values*/
proc sql;
select list_of_ym_values into :List
separated by "|" from ym_dataset;
%put &list;
/* scan through each variable and create new dataset*/
%macro one;
%do i=1 %to %sysfunc(countw(&list),"|") ;
%let val= %scan(&list,&i,|);
proc sql;
create table want_&val as
select * from ym_dataset
where list_of_ym_values = "&val";
%end;
%mend;
%one;