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=