The FORECAST Procedure
- Overview
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Getting Started
Giving Dates to Forecast Values Computing Confidence Limits Form of the OUT= Data Set Plotting Forecasts Plotting Residuals Model Parameters and Goodness-of-Fit Statistics Controlling the Forecasting Method Introduction to Forecasting Methods Time Trend Models Time Series Methods Combining Time Trend with Autoregressive Models -
Syntax
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Details
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Examples
- References
| Introduction to Forecasting Methods |
This section briefly introduces the forecasting methods used by the FORECAST procedure. See textbooks on forecasting and see the section Forecasting Methods for more detailed discussions of forecasting methods.
The FORECAST procedure combines three basic models to fit time series:
time trend models for long-term, deterministic change
autoregressive models for short-term fluctuations
seasonal models for regular seasonal fluctuations
Two approaches to time series modeling and forecasting are time trend models and time series methods.