Suppose you have a number of time series, variables recorded over time, for which you want to forecast future values. The past values of these time series are stored as variables in a SAS data set or data view. The observations of this data set correspond to regular time periods, such as days, weeks, or months. The first step in the forecasting process is to tell the system to use this data set by setting the Data Set field.

If your time series are not in a SAS data set, you must provide a way for the SAS System to access the data. You can use SAS features to read your data into a SAS data set; refer to SAS Language Reference. You can use a SAS/ACCESS product to establish a view of data in a database management system; refer to SAS/ACCESS documentation. You can use PROC SQL to create a SAS data view. You can use PROC DATASOURCE to read data from files supplied by supported data vendors; refer to Chapter 11, The DATASOURCE Procedure, for more details.