
ACCUMULATE=option

specifies how the data set observations are accumulated within each time period for the variables listed in the FORECAST statement.
If the ACCUMULATE= option is not specified in the FORECAST statement, accumulation is determined by the ACCUMULATE= option
of the ID statement. Use the ACCUMULATE= option with multiple FORECAST statements when you want different accumulation specifications
for different variables. See the ID statement ACCUMULATE=
option for more details.

ALPHA=number

specifies the significance level to use in computing the confidence limits of the forecast. The ALPHA= value must be between
0 and 1. The default is ALPHA=0.05, which produces 95% confidence intervals.

MEDIAN

specifies that the median forecast values are to be estimated. Forecasts can be based on the mean or median. By default, the
mean value is provided. If no transformation is applied to the time series by using the TRANSFORM= option, the mean and median
forecast values are identical.

MODEL=modelname

specifies the forecasting model to be used to forecast the time series. The default is MODEL=SIMPLE, which performs simple
exponential smoothing. The following forecasting models are provided:
 NONE

no forecast
 SIMPLE

simple (single) exponential smoothing. This is the default.
 DOUBLE

double (Brown) exponential smoothing
 LINEAR

linear (Holt) exponential smoothing
 DAMPTREND

damped trend exponential smoothing
 ADDSEASONALSEASONAL

additive seasonal exponential smoothing
 MULTSEASONAL

multiplicative seasonal exponential smoothing
 WINTERS

Winters multiplicative method
 ADDWINTERS

Winters additive method
When the option MODEL=NONE is specified, the time series is appended with missing values in the OUT= data set. This option
is useful when the results stored in the OUT= data set are used in a subsequent analysis where forecasts of the independent
variables are needed to forecast the dependent variable.

NBACKCAST=n

specifies the number of observations used to initialize the backcast states. The default is the entire series.

REPLACEBACK

specifies that actual values excluded by the BACK= option are replaced with onestepahead forecasts in the OUT= data set.

REPLACEMISSING

specifies that embedded missing values are replaced with onestepahead forecasts in the OUT= data set.

SETMISSING=option  number

specifies how missing values (either input or accumulated) are assigned in the accumulated time series for variables listed
in the FORECAST statement. If the SETMISSING= option is not specified in the FORECAST statement, missing values are set based
on the SETMISSING= option of the ID statement. See the ID statement SETMISSING= option for more details.

TRANSFORM=option

specifies the time series transformation to be applied to the input or accumulated time series. The following transformations
are provided:
 NONE

no transformation. This is the default.
 LOG

logarithmic transformation
 SQRT

squareroot transformation
 LOGISTIC

logistic transformation
 BOXCOX(n)

BoxCox transformation with parameter number where number is between –5 and 5
When the TRANSFORM= option is specified, the time series must be strictly positive. After the time series is transformed,
the model parameters are estimated by using the transformed series. The forecasts of the transformed series are then computed,
and finally the transformed series forecasts are inverse transformed. The inverse transform produces either mean or median
forecasts depending on whether the MEDIAN option is specified. The sections Transformations and Inverse Transformations describe this in more detail.

USE=option

specifies which forecast values are appended to the actual values in the OUT= and OUTSUM= data sets. The following USE= options
are provided:
 PREDICT

The predicted values are appended to the actual values. This option is the default.
 LOWER

The lower confidence limit values are appended to the actual values.
 UPPER

The upper confidence limit values are appended to the actual values.
Thus, the USE= option enables the OUT= and OUTSUM= data sets to be used for worstcase, bestcase, averagecase, and mediancase
decisions.

ZEROMISS=option

specifies how beginning or ending zero values (either input or accumulated) are interpreted in the accumulated time series
for variables listed in the FORECAST statement. If the ZEROMISS= option is not specified in the FORECAST statement, beginning
or ending zero values are set to missing values based on the ZEROMISS= option of the ID statement. See the ID statement ZEROMISS=
option for more details.