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The ESM Procedure

Functional Summary

The statements and options that control the ESM procedure are summarized in the following table.

Table 13.1 Syntax Summary

Description

Statement

Option

Statements

   

specify data sets and options

PROC ESM

 

specify BY-group processing

BY

 

specify variables to forecast

FORECAST

 

specify the time ID variable

ID

 

Data Set Options

   

specify the input data set

PROC ESM

DATA=

specify to output forecasts only

PROC ESM

NOOUTALL

specify the output data set

PROC ESM

OUT=

specify parameter output data set

PROC ESM

OUTEST=

specify forecast output data set

PROC ESM

OUTFOR=

specify the forecast procedure information output data set

PROC ESM

OUTPROCINFO=

specify statistics output data set

PROC ESM

OUTSTAT=

specify summary output data set

PROC ESM

OUTSUM=

replace actual values held back

FORECAST

REPLACEBACK

replace missing values

FORECAST

REPLACEMISSING

use forecast value to append

FORECAST

USE=

Accumulation and Seasonality Options

   

specify accumulation frequency

ID

INTERVAL=

specify length of seasonal cycle

PROC ESM

SEASONALITY=

specify interval alignment

ID

ALIGN=

specify that time ID variable values are not sorted

ID

NOTSORTED

specify starting time ID value

ID

START=

specify ending time ID value

ID

END=

specify accumulation statistic

ID, FORECAST

ACCUMULATE=

specify missing value interpretation

ID, FORECAST

SETMISSING=

specify zero value interpretation

ID, FORECAST

ZEROMISS=

Forecasting Horizon, Holdback Options

   

specify data to hold back

PROC ESM

BACK=

specify forecast horizon or lead

PROC ESM

LEAD=

specify horizon to start summation

PROC ESM

STARTSUM=

Forecasting Model Options

   

specify confidence limit width

FORECAST

ALPHA=

specify forecast model

FORECAST

MODEL=

specify median forecats

FORECAST

MEDIAN

specify backcast initialization

FORECAST

NBACKCAST=

specify model transformation

FORECAST

TRANSFORM=

Printing and Plotting Control Options

   

specify time ID format

ID

FORMAT=

specify graphical output

PROC ESM

PLOT=

specify printed output

PROC ESM

PRINT=

specify detailed printed output

PROC ESM

PRINTDETAILS

Miscellaneous Options

   

specify that analysis variables are processed in sorted order

PROC ESM

SORTNAMES

limit error and warning messages

PROC ESM

MAXERROR=

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