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What’s New in SAS/ETS

Time Series Forecasting System

Enhancements to this graphical point-and-click system provide new kinds of forecasting models, better ways to customize lists of models, greater flexibility in sharing projects over a network, and support for graphical and tabular Web reports:

  • The Factored ARIMA Model Specification window provides a general purpose interface for specifying ARIMA models. You can specify any number of factors and select the AR and MA lags to include in each factor. This makes it easy to model series with unusual and/or multiple seasonal cycles.

  • Improvements to the Model Selection List Editor window enable you to open alternate model lists included with the software as well as user-defined model lists. You can create a new model list, open an existing model list, modify it, use it to replace the current list, append it to the current list, save it in a catalog, assign it to a project, or assign it as a default list for newly created projects. Several new ARIMA and dynamic regression model lists are provided. You can combine these into large sets for automatic model selection and select from them to create the best set of candidate models for your data.

  • Project options are no longer stored exclusively in the SASUSER library. You can use any path to which you have write access by assigning the libname TSFSUSER. The system prompts you for this path if you do not have write access to the SASUSER library.

  • The Series Viewer and Model Viewer support saving graphs and tables via the Output Delivery System (ODS). Select the "Use Output Delivery System" option in the Save As dialog to create html pages and corresponding gif files. You can access and organize these using the ODS Results window, display them automatically in your browser (depending on your results preferences settings), or publish them via the Internet or an intranet. You can also create other forms of output by providing your own ODS statements.

  • The Time Series Viewer and Time Series Forecasting System can now be started from a macro submitted from the Program Editor or the Enhanced Editor. The FORECAST and TSVIEW macros accept the same arguments as the FORECAST and TSVIEW commands. You can use the FORECAST macro to generate and submit any number of independent unattended forecasting runs from a DATA step program.

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