The SSM Procedure (Experimental)
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Overview
- Getting Started
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Syntax
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Details
The State Space Model and Notation Types of Data Organization Overview of Model Specification Syntax Likelihood, Filtering, and Smoothing Contrasting PROC SSM with Other SAS Procedures Predefined Trend Models Predefined Structural Models Covariance Parameterization Missing Values Computational Issues Displayed Output ODS Table Names OUT= Data Set
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Examples
- References
| FORECAST Statement |
- FORECAST <options> ;
- ALPHA=number
specifies the significance level of the forecast confidence intervals. For example, ALPHA=0.05, which is the default, results in a 95% confidence interval.
- OUT=SAS-data-set
specifies an output data set for the forecasts. The output data set contains the ID variable (if specified), the response variables, the one-step-ahead and out-of-sample response variable forecasts, the forecast confidence intervals, the smoothed values of the response series, and the one-step-ahead and smoothed estimates of the model components—including expressions defined by using the EVAL statement. See the section OUT= Data Set for more information.
Note: This procedure is experimental.