| The HPF Procedure |
| OUT= Data Set |
The OUT= data set contains the variables specified in the BY, ID, and FORECAST statements. If the ID statement is specified, the ID variable values are aligned and extended based on the ALIGN= and INTERVAL= options. The values of the variables specified in the FORECAST statements are accumulated based on the ACCUMULATE= option, and missing values are interpreted based on the SETMISSING= option. If the REPLACEMISSING option is specified, embedded missing values are replaced by the one-step-ahead forecasts.
These variable values are then extrapolated based on their forecasts, or they are extended with missing values when the MODEL=NONE option is specified. If USE=LOWER is specified, the variable is extrapolated with the lower confidence limits; if USE=UPPER is specified, the variable is extrapolated using the upper confidence limits; otherwise, the variable values are extrapolated with the predicted values. If the TRANSFORM= option is specified, the predicted values contain either mean or median forecasts depending on whether or not the MEDIAN option is specified.
If any of the forecasting steps fail for particular variable, the variable values are extended by missing values.
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