The FORECAST Procedure |
Computing Confidence Limits |
Depending on the output options specified, multiple observations are written to the OUT= data set for each time period. The different parts of the results are contained in the VAR statement variables in observations identified by the character variable _TYPE_ and by the ID variable.
For example, the following statements use the OUTLIMIT option to write forecasts and 95% confidence limits for the variable SALES to the output data set PRED. This data set is printed with the PRINT procedure.
proc forecast data=past interval=month lead=10 out=pred outlimit; var sales; id date; run; proc print data=pred; run;
The output data set PRED is shown in Figure 15.3.
Obs | date | _TYPE_ | _LEAD_ | sales |
---|---|---|---|---|
1 | AUG91 | FORECAST | 1 | 12.6205 |
2 | AUG91 | L95 | 1 | 12.1848 |
3 | AUG91 | U95 | 1 | 13.0562 |
4 | SEP91 | FORECAST | 2 | 12.7665 |
5 | SEP91 | L95 | 2 | 12.2808 |
6 | SEP91 | U95 | 2 | 13.2522 |
7 | OCT91 | FORECAST | 3 | 12.9020 |
8 | OCT91 | L95 | 3 | 12.4001 |
9 | OCT91 | U95 | 3 | 13.4039 |
10 | NOV91 | FORECAST | 4 | 13.0322 |
11 | NOV91 | L95 | 4 | 12.5223 |
12 | NOV91 | U95 | 4 | 13.5421 |
13 | DEC91 | FORECAST | 5 | 13.1595 |
14 | DEC91 | L95 | 5 | 12.6435 |
15 | DEC91 | U95 | 5 | 13.6755 |
16 | JAN92 | FORECAST | 6 | 13.2854 |
17 | JAN92 | L95 | 6 | 12.7637 |
18 | JAN92 | U95 | 6 | 13.8070 |
19 | FEB92 | FORECAST | 7 | 13.4105 |
20 | FEB92 | L95 | 7 | 12.8830 |
21 | FEB92 | U95 | 7 | 13.9379 |
22 | MAR92 | FORECAST | 8 | 13.5351 |
23 | MAR92 | L95 | 8 | 13.0017 |
24 | MAR92 | U95 | 8 | 14.0686 |
25 | APR92 | FORECAST | 9 | 13.6596 |
26 | APR92 | L95 | 9 | 13.1200 |
27 | APR92 | U95 | 9 | 14.1993 |
28 | MAY92 | FORECAST | 10 | 13.7840 |
29 | MAY92 | L95 | 10 | 13.2380 |
30 | MAY92 | U95 | 10 | 14.3301 |
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