SAS(R) High-Performance Forecasting 3.1: User's Guide
Acknowledgments- General Information
- What’s New in SAS High-Performance Forecasting 3.1
- Overview
- HPF Procedure Enhancements
- HPFDIAGNOSE Procedure Enhancements
- HPFENGINE Procedure Enhancements
- HPFEVENTS Procedure Enhancements
- HPFRECONCILE Procedure Enhancements
- Introduction
- Overview of SAS High-Performance Forecasting Software
- Uses of SAS High-Performance Forecasting Software
- Contents of SAS High-Performance Forecasting Software
- Experimental Software
- About This Book
- Where to Turn for More Information
- Accessing the SAS High-Performance Forecasting Sample Library
- Online Help System
- SAS Technical Support Services
- Related SAS Software
- Base SAS Software
- SAS/GRAPHSoftware
- SAS/STATSoftware
- SAS/IMLSoftware
- SAS/INSIGHTSoftware
- SAS/ORSoftware
- SAS/QCSoftware
- Other Statistical Tools
- References
- Procedure Reference
- The HPFARIMASPEC Procedure
- Overview: HPFARIMASPEC Procedure
- Getting Started: HPFARIMASPEC Procedure
- Syntax: HPFARIMASPEC Procedure
- Examples: HPFARIMASPEC Procedure
- Some HPFARIMASPEC Syntax Illustrations
- How to Include ARIMA Models in a Model Selection List
- A Generic Seasonal Model Specification Suitable for Different Season Lengths
- References
- The HPFDIAGNOSE Procedure
- Overview: HPFDIAGNOSE Procedure
- Getting Started: HPFDIAGNOSE Procedure
- 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
- The HPFENGINE Procedure
- Overview: HPFENGINE Procedure
- Getting Started: HPFENGINE Procedure
- Syntax: HPFENGINE Procedure
- Functional Summary
- PROC HPFENGINE Statement
- ADJUST Statement
- BY Statement
- CONTROL Statement
- EXTERNAL Statement
- FORECAST Statement
- ID Statement
- INPUT Statement
- SCORE Statement
- STOCHASTIC Statement
- Details: HPFENGINE Procedure
- Accumulation
- Missing Value Interpretation
- Adjustment Operations
- Diagnostic Tests
- Model Selection
- Transformations
- Parameter Estimation
- Missing Value Modeling Issues
- Forecasting
- Inverse Transformations
- Statistics of Fit
- Data Set Input/Output
- ODS Table Names
- ODS Graphics
- Examples: HPFENGINE Procedure
- The TASK Option
- Different Types of Input
- Incorporating Events
- Using the SCORE Statement
- HPFENGINE and HPFDIAGNOSE Procedures
- The ADJUST Statement
- Multiple Repositories
- ODS Graphics
- References
- The HPFESMSPEC Procedure
- Overview: HPFESMSPEC Procedure
- Getting Started: HPFESMSPEC Procedure
- Syntax: HPFESMSPEC Procedure
- Details: HPFESMSPEC Procedure
- Examples: HPFESMSPEC Procedure
- The HPFEVENTS Procedure
- Overview: HPFEVENTS Procedure
- Getting Started: HPFEVENTS Procedure
- Syntax: HPFEVENTS Procedure
- Functional Summary
- PROC HPFEVENTS Statement
- BY Statement
- EVENTCOMB Statement
- EVENTDATA Statement
- EVENTDEF Statement
- EVENTDUMMY Statement
- EVENTGROUP Statement
- EVENTKEY Statement
- ID Statement
- VAR Statement
- Details: HPFEVENTS Procedure
- Event Definitions
- Using the EVENTKEY Statement
- Missing Value Interpretation
- Data Set Output
- Printed Output
- Examples: HPFEVENTS Procedure
- Multiple Timing Values in a Single Event versus Using Multiple Events and the EVENTCOMB Statement
- Using a DATA Step to Construct an Events Data Set
- Preparing a Data Set for PROC HPFENGINE
- Using Predefined SAS Event Keywords Directly in Other SAS Procedures
- Viewing Dummy Variables by Using the SGPLOT Procedure
- References
- The HPFEXMSPEC Procedure
- Overview: HPFEXMSPEC Procedure
- Getting Started: HPFEXMSPEC Procedure
- Syntax: HPFEXMSPEC Procedure
- Examples: HPFEXMSPEC Procedure
- The HPFIDMSPEC Procedure
- Overview: HPFIDMSPEC Procedure
- Getting Started: HPFIDMSPEC Procedure
- Syntax: HPFIDMSPEC Procedure
- Functional Summary
- PROC HPFIDMSPEC Statement
- IDM Statement
- Smoothing Model Suboptions for IDM Statement Options
- Details: HPFIDMSPEC Procedure
- Examples: HPFIDMSPEC Procedure
- The HPFRECONCILE Procedure
- Overview: HPFRECONCILE Procedure
- Getting Started: HPFRECONCILE Procedure
- Syntax: HPFRECONCILE Procedure
- Functional Summary
- PROC HPFRECONCILE Statement
- AGGBY Statement
- AGGDATA Statement
- BY Statement
- DISAGGDATA Statement
- ID Statement
- Details: HPFRECONCILE Procedure
- Examples: HPFRECONCILE Procedure
- The HPFSELECT Procedure
- Overview: HPFSELECT Procedure
- Getting Started: HPFSELECT Procedure
- Syntax: HPFSELECT Procedure
- Functional Summary
- PROC HPFSELECT Statement
- DELETE Statement
- DIAGNOSE Statement
- FORECASTOPTIONS Statement
- SELECT Statement
- SPECIFICATION Statement
- Examples: HPFSELECT Procedure
- The HPFUCMSPEC Procedure
- Overview: HPFUCMSPEC Procedure
- Getting Started: HPFUCMSPEC Procedure
- Syntax: HPFUCMSPEC Procedure
- Functional Summary
- PROC HPFUCMSPEC Statement
- AUTOREG Statement
- BLOCKSEASON Statement
- CYCLE Statement
- DEPLAG Statement
- FORECAST Statement
- INPUT Statement
- IRREGULAR Statement
- LEVEL Statement
- SEASON Statement
- SLOPE Statement
- Examples: HPFUCMSPEC Procedure
- Some HPFUCMSPEC Syntax Illustrations
- How to Include a UCM in a Model Selection List
- How to Create a Generic Seasonal Model Specification
- References
- The HPF Procedure
- Overview: HPF Procedure
- Getting Started: HPF Procedure
- Syntax: HPF Procedure
- Functional Summary
- PROC HPF Statement
- BY Statement
- FORECAST Statement
- ID Statement
- IDM Statement
- Smoothing Model Specification Options for IDM Statement
- Details: HPF Procedure
- Smoothing Model Parameter Specification Options
- Smoothing Model Forecast Bounds Options
- Accumulation
- Missing Value Interpretation
- Diagnostic Tests
- Model Selection
- Transformations
- Parameter Estimation
- Missing Value Modeling Issues
- Forecasting
- Inverse Transformations
- Statistics of Fit
- Forecast Summation
- Comparison to the Time Series Forecasting System
- Data Set Output
- OUT= Data Set
- OUTEST= Data Set
- OUTFOR= Data Set
- OUTPROCINFO= Data Set
- OUTSTAT= Data Set
- OUTSUM= Data Set
- OUTSEASON= Data Set
- OUTTREND= Data Set
- Printed Output
- ODS Table Names
- ODS Graphics
- Examples: HPF Procedure
- Automatic Forecasting of Time Series Data
- Automatic Forecasting of Transactional Data
- Specifying the Forecasting Model
- Extending the Independent Variables for Multivariate Forecasts
- Forecasting Intermittent Time Series Data
- Illustration of ODS Graphics
- References
- Forecasting Details
- Forecasting Process Summary
- Background
- Transactional Data
- Time Series Data
- Forecasting Models
- Forecasts
- Forecast Function (Scoring)
- Statistics of Fit
- Automatic Forecasting Process
- Accumulation Step
- Interpretation Step
- Adjustment Step
- Diagnostic Step
- Model Selection Step
- Parameter Estimation Step
- Forecasting Step
- Evaluation Step
- Performance Step
- Forecast Function (Score File) Generation Step
- Automatic Forecasting Data
- Automatic Forecasting Information
- Model Specification
- Model Selection List
- Selected Model Specification
- Fitted Model
- Forecast Function (Score File)
- Automatic Forecasting Information Flow
- Forecast Scoring Information Flow
- Automatic Forecasting Repositories
- Event Repository
- Model Specification Repository
- Fitted Model Repository
- Forecast Results Repository
- Score Repository
- Automatic Forecasting System Flow
- Forecast Scoring System Flow
- Automatic Forecasting Archives
- References
- Forecasting Process Details
- Forecasting Process Summary
- Smoothing Models
- Smoothing Model Calculations
- Smoothing State and Smoothing Equations
- Smoothing State Initialization
- Missing Values
- Predictions and Prediction Errors
- Smoothing Weights
- Specifying the Smoothing Weights
- Optimizing the Smoothing Weights
- Equations for the Smoothing Models
- ARIMA Models
- Unobserved Component Models
- Intermittent Models
- Intermittent Time Series
- Intermittent Series Decomposition and Analysis
- Croston’s Method
- Average Demand Method
- Time-Indexed versus Demand-Indexed Holdout Samples
- Automatic Intermittent Demand Model Selection
- External Models
- External Forecasts
- External Forecast Prediction Errors
- External Forecast Prediction Bias
- External Forecast Prediction Standard Errors
- External Forecast Confidence Limits
- Series Transformations
- Series Diagnostic Tests
- Statistics of Fit
- References
- Using Forecasting Model Score Files and DATA Step Functions
- Using User-Defined Models
- Introduction
- Defining and Using a SAS Language Function or Subroutine
- Defining and Using a C Language External Function
- Input Time Series Keywords
- Returned Forecast Component Keywords
- Using External Forecasts
Index here
| Product | Release |
|---|---|
| SAS High-Performance Forecasting | 3.1 |
| SAS/ETS | 9.2 |
| SAS Forecast Server | 3.1 |
- Type
- Usage and Reference
- Copyright Date
- February 2009
- Last Updated
- 16Jan2009
