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|
| The FORECAST Procedure |
| Functional Summary |
Table 15.1 summarizes the statements and options that control the FORECAST procedure.
Description |
Statement |
Option |
|---|---|---|
Statements |
||
specify model and data set options |
PROC FORECAST |
|
specify BY-group processing |
BY |
|
identify observations |
ID |
|
specify the variables to forecast |
VAR |
|
Input Data Set Options |
||
specify the input SAS data set |
PROC FORECAST |
DATA= |
specify frequency of the input time series |
PROC FORECAST |
INTERVAL= |
specify increment between observations |
PROC FORECAST |
INTPER= |
specify seasonality |
PROC FORECAST |
SEASONS= |
specify number of periods in a season |
PROC FORECAST |
SINTPER= |
treat zeros at beginning of series as missing |
PROC FORECAST |
ZEROMISS |
Output Data Set Options |
||
specify the number of periods ahead to forecast |
PROC FORECAST |
LEAD= |
name output data set to contain the forecasts |
PROC FORECAST |
OUT= |
write actual values to the OUT= data set |
PROC FORECAST |
OUTACTUAL |
write confidence limits to the OUT= data set |
PROC FORECAST |
OUTLIMIT |
write residuals to the OUT= data set |
PROC FORECAST |
OUTRESID |
write standard errors of the forecasts to the OUT= data set |
PROC FORECAST |
OUTSTD |
write one-step-ahead predicted values to the OUT= data set |
PROC FORECAST |
OUT1STEP |
write predicted, actual, and confidence limit values to the OUT= data set |
PROC FORECAST |
OUTFULL |
write all available results to the OUT= data set |
PROC FORECAST |
OUTALL |
specify significance level for confidence limits |
PROC FORECAST |
ALPHA= |
control the alignment of SAS date values |
PROC FORECAST |
ALIGN= |
Parameters and Statistics Output Data Set Options |
||
write parameter estimates and goodness-of-fit statistics to an output data set |
PROC FORECAST |
OUTEST= |
write additional statistics to OUTEST= data set |
PROC FORECAST |
OUTESTALL |
write Theil statistics to OUTEST= data set |
PROC FORECAST |
OUTESTTHEIL |
write forecast accuracy statistics to OUTEST= data set |
PROC FORECAST |
OUTFITSTATS |
Forecasting Method Options |
||
specify the forecasting method |
PROC FORECAST |
METHOD= |
specify degree of the time trend model |
PROC FORECAST |
TREND= |
specify smoothing weights |
PROC FORECAST |
WEIGHT= |
specify order of the autoregressive model |
PROC FORECAST |
AR= |
specify significance level for adding AR lags |
PROC FORECAST |
SLENTRY= |
specify significance level for keeping AR lags |
PROC FORECAST |
SLSTAY= |
start forecasting before the end of data |
PROC FORECAST |
START= |
specify criterion for judging singularity |
PROC FORECAST |
SINGULAR= |
limit number of error or warning messages |
PROC FORECAST |
MAXERRORS= |
Initializing Smoothed Values |
||
specify number of beginning values to use in calculating starting values |
PROC FORECAST |
NSTART= |
specify number of beginning values to use in calculating initial seasonal parameters |
PROC FORECAST |
NSSTART= |
specify starting values for constant term |
PROC FORECAST |
ASTART= |
specify starting values for linear trend |
PROC FORECAST |
BSTART= |
specify starting values for the quadratic trend |
PROC FORECAST |
CSTART= |
|
|
Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.