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The HPFDIAGNOSE Procedure
The HPFDIAGNOSE Procedure
Overview: HPFDIAGNOSE Procedure
Getting Started: HPFDIAGNOSE Procedure
Default Settings
The Role of the IDM Statement
Syntax: HPFDIAGNOSE Procedure
Functional Summary
PROC HPFDIAGNOSE Statement
ADJUST Statement
ARIMAX Statement
BY Statement
ESM Statement
EVENT Statement
FORECAST Statement
ID Statement
IDM Statement
INPUT Statement
TRANSFORM Statement
TREND Statement
UCM Statement
Details: HPFDIAGNOSE Procedure
Adjustment Operations
Data Preparation
Functional Transformation
Stationarity Test
ARMA Order Selection
Transfer Functions in an ARIMAX Model
Outliers
Intermittent Demand Model
Exponential Smoothing Model
Unobserved Components Model
Values of Status
Holdout Sample
EVENTS
HPFENGINE
Output Data Sets
ODS Table Names
Examples: HPFDIAGNOSE Procedure
Selection of Input Variables
Selection of Events and Input Variables
Intermittent Demand Series
Exponential Smoothing Model
Unobserved Components Model
References
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Copyright © 2008 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
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