The FORECAST statement uses the estimated model to forecast the time series. The output contains point forecasts and forecast
statistics for the transformed and original series. Whenever forecasts or backcasts (or both) are generated and seasonal adjustment
is performed, the forecasts and backcasts are appended to the original series, and the seasonal adjustment procedures are
applied to the forecast or backcast (or both) extended series. If the FORECAST statement is not specified, but a regARIMA
model is specified using either the ARIMA or AUTOMDL statement, then the series is extended one year ahead by default.
Tables that contain forecasts, standard errors, and confidence limits are displayed in association with the FORECAST statement.
If the data is transformed, then two tables are displayed: one table for the original data, and one table for the transformed
data. Data from these tables can be output to a SAS data set using ODS. The auxiliary variable _SCALE_
is included in forecast data sets that are output using ODS. The value of _SCALE_
is "Original" or "Transformed" to indicate the scale of the data. The auxiliary variable can also be used in ODS SELECT and
ODS OUTPUT statements. For example, you can specify the following statements to output the forecasts on the original scale
to a data set forecasts
and the forecasts on the transformed scale to a data set Tforecasts
:
ods output Original.ForecastCL=forecasts;
ods output Transformed.ForecastCL=Tforecasts;
The following options can appear in the FORECAST statement:

ALPHA=

specifies the size of the upper and lower confidence limits, which are calculated as , where must be between 0 and 1. By default, ALPHA=0.05, which produces 95% confidence intervals.

LEAD=value

specifies the number of periods ahead to forecast for regARIMA extension of the series. The default is the number of periods
in a year (4 or 12), and the maximum is 120. Setting LEAD=0 specifies that the series not be extended by forecasts for seasonal
adjustment. The LEAD= value also controls the number of forecasts that are displayed in Table D10.A. However, if the series
is not extended by forecasts (LEAD=0), then the default year of forecasts is displayed in Table D10.A. Forecast values in
Table D10.A are calculated using the method shown on page 148 of Ladiray and Quenneville (2001) based on values that are displayed in Table D10. The regARIMA forecasts affect the D10.A forecasts only indirectly through
the impact of the regARIMA forecasts on the seasonal factors that are shown in Table D10. If the SEATSDECOMP
statement is specified, then value is increased to the minimum required for SEATS decomposition. See the section SEATS Decomposition for details.

NBACKCAST=value
BACKCAST=value
NBACK=value

specifies the number of periods to backcast for regARIMA extension of the series. The default is NBACKCAST=0, which specifies that the series not be extended with backcasts. The maximum number of backcasts
is 120. When the OUTBACKCAST option is specified, the NBACKCAST= value also controls the number of backcasts that are output
to the OUT= data set specified in the OUTPUT statement. If the SEATSDECOMP
statement is specified, then value is increased to the minimum required for SEATS decomposition. See the section SEATS Decomposition for details.

OUT1STEP

specifies that the onestepahead forecasts be computed and displayed in addition to the multistep forecasts. The default
is to compute and display only the multistep forecasts beginning at the forecast horizon.

OUTBACKCAST
OUTBKCAST

determines whether backcasts are included in certain tables sent to the output data set. If OUTBACKCAST is specified, then backcast values are included in the output data set for tables A6, A7,
A8, A9, A10, B1, D10, D10B, D10D, D16, D16B, and D18. The default is not to include backcasts.

OUTFCST
OUTFORECAST

determines whether forecasts are included in certain tables sent to the output data set. If OUTFORECAST is specified, then forecast values are included in the output data set for tables A6, A7,
A8, A9, A10, B1, D10, D10B, D10D, D16, D16B, and D18. The default is not to include forecasts. The OUTFORECAST option can
be specified in either the X11
statement or the FORECAST statement with identical results.