The ESM Procedure

Functional Summary

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

Table 14.1: 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 forecasts

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=