The FORECAST Procedure

Computing Confidence Limits

Depending on the output options specified, multiple observations are written to the OUT= data set for each time period. The different parts of the results are contained in the VAR statement variables in observations identified by the character variable _TYPE_ and by the ID variable.

For example, the following statements use the OUTLIMIT option to write forecasts and 95% confidence limits for the variable SALES to the output data set PRED. This data set is printed with the PRINT procedure.

proc forecast data=past interval=month lead=10
              out=pred outlimit;
   var sales;
   id date;
run;

proc print data=pred;
run;

The output data set PRED is shown in Figure 16.3.

Figure 16.3: Output Data Set

Obs date _TYPE_ _LEAD_ sales
1 AUG91 FORECAST 1 12.6205
2 AUG91 L95 1 12.1848
3 AUG91 U95 1 13.0562
4 SEP91 FORECAST 2 12.7665
5 SEP91 L95 2 12.2808
6 SEP91 U95 2 13.2522
7 OCT91 FORECAST 3 12.9020
8 OCT91 L95 3 12.4001
9 OCT91 U95 3 13.4039
10 NOV91 FORECAST 4 13.0322
11 NOV91 L95 4 12.5223
12 NOV91 U95 4 13.5421
13 DEC91 FORECAST 5 13.1595
14 DEC91 L95 5 12.6435
15 DEC91 U95 5 13.6755
16 JAN92 FORECAST 6 13.2854
17 JAN92 L95 6 12.7637
18 JAN92 U95 6 13.8070
19 FEB92 FORECAST 7 13.4105
20 FEB92 L95 7 12.8830
21 FEB92 U95 7 13.9379
22 MAR92 FORECAST 8 13.5351
23 MAR92 L95 8 13.0017
24 MAR92 U95 8 14.0686
25 APR92 FORECAST 9 13.6596
26 APR92 L95 9 13.1200
27 APR92 U95 9 14.1993
28 MAY92 FORECAST 10 13.7840
29 MAY92 L95 10 13.2380
30 MAY92 U95 10 14.3301