Forecasting of Time Series Data
/*--------------------------------------------------------------
SAS Sample Library
Name: esmex01.sas
Description: Example program from SAS/ETS User's Guide,
The ESM Procedure
Title: Forecasting of Time Series Data
Product: SAS/ETS Software
Keys: Exponential Smoothing Models
PROC: ESM
Notes:
--------------------------------------------------------------*/
data sales;
format date date9.;
input date : date9. shoes socks laces dresses
coats shirts ties belts hats blouses;
datalines;
01JAN1994 3557 3718 6368.80 575 987 10.8200 15.0000 102.600 12410 15013
01FEB1994 5128 4174 8123.20 565 1000 12.1200 15.1000 99.900 13556 12413
01MAR1994 5222 4482 7807.20 406 1005 11.7800 15.3000 102.000 11063 12752
01APR1994 3925 4665 7543.20 266 1043 12.2400 11.3000 79.500 11799 16222
01MAY1994 2750 4759 7242.00 194 1074 13.4600 14.7000 96.000 14497 13622
01JUN1994 5117 4469 6486.80 290 1042 12.4900 13.4000 98.000 14999 13193
01JUL1994 5570 4497 5654.30 583 1110 14.1400 21.8000 104.800 15711 17201
01AUG1994 3812 4103 6584.50 625 1054 14.2800 19.0000 107.500 12584 9455
01SEP1994 5917 4076 5635.20 654 1086 13.4200 19.1000 115.700 13036 11649
01OCT1994 5575 3801 7567.10 583 1054 14.4100 17.3000 113.200 15307 15269
01NOV1994 5301 3562 6670.10 643 1022 13.9200 6.6000 49.100 14136 10703
01DEC1994 4991 4025 6311.10 625 1022 14.3800 11.1000 60.200 14060 10623
01JAN1995 5014 4100 7986.60 649 1052 14.4300 16.4000 95.100 13495 14171
01FEB1995 5907 4472 8959.20 624 1066 13.8700 17.5000 112.200 14160 11414
01MAR1995 5954 4673 8414.20 524 1076 12.9300 16.9000 117.900 13225 12325
01APR1995 3854 4820 8415.40 352 1067 14.6200 12.2000 84.900 14755 15902
01MAY1995 3195 4988 8335.50 240 1109 13.9300 16.5000 112.700 15687 13305
01JUN1995 4714 4485 7667.20 336 1015 13.8300 13.3000 105.900 15865 13424
01JUL1995 5363 4742 5895.30 483 1151 15.4100 17.0000 121.100 18178 18838
01AUG1995 4094 4331 7458.20 642 1108 15.0600 16.8000 114.700 15403 10390
01SEP1995 5993 4127 7938.50 700 1128 15.4800 16.7000 127.400 16268 12780
01OCT1995 5331 3963 9087.10 610 1097 14.9200 16.0000 126.200 15942 17524
01NOV1995 6257 3814 6065.70 647 1096 15.0900 15.6000 75.700 14710 13328
01DEC1995 6300 4143 7215.90 668 1114 16.5700 14.4000 39.200 15286 13049
01JAN1996 4859 4102 8788.00 637 1054 15.8600 9.8000 93.300 14887 17036
01FEB1996 6009 4761 8225.70 572 1121 16.9000 16.1000 128.700 14537 14738
01MAR1996 5865 4952 7771.90 476 1089 17.4800 17.1000 115.800 14993 15529
01APR1996 3658 5012 7525.20 249 1067 19.4900 17.6000 66.900 15606 19901
01MAY1996 3161 5039 8327.30 250 1398 18.4700 18.1000 118.200 17758 15086
01JUN1996 4698 4570 7436.20 413 1081 17.5400 16.7000 107.100 18560 17221
01JUL1996 4530 4709 5737.60 616 1176 19.1500 12.9000 112.000 19497 23195
01AUG1996 3306 4435 7666.50 676 1164 19.7800 17.1000 109.600 15940 12999
01SEP1996 6291 4418 7321.10 684 1134 21.4300 17.0000 116.200 16466 15828
01OCT1996 5930 4217 8003.20 580 1110 21.2600 15.8000 99.600 19717 22800
01NOV1996 6613 4018 6161.30 679 1091 21.4700 3.6000 64.600 18769 15402
01DEC1996 5239 4307 5388.90 636 1118 22.9300 3.1000 60.000 20043 18266
01JAN1997 5952 4476 6707.80 619 1112 21.0400 2.9000 87.900 18055 22372
01FEB1997 7046 5032 7860.80 567 1176 22.6700 0.5000 112.100 17103 19721
01MAR1997 5928 5270 8214.90 438 1156 22.3100 3.7000 108.100 15858 18434
01APR1997 4875 5406 8055.60 277 1152 23.7000 15.1000 70.100 17592 23590
01MAY1997 4630 5578 7533.10 232 1241 22.6800 17.7000 64.700 20076 19490
01JUN1997 6514 5082 7257.30 292 1141 20.5900 15.5000 77.200 19574 18744
01JUL1997 5470 5171 5501.50 491 1244 22.7100 15.3000 96.600 22944 24860
01AUG1997 5984 4753 7100.70 579 1224 21.9900 16.0000 102.200 18059 12778
01SEP1997 6568 4540 6413.10 590 1230 23.0500 15.0000 96.300 18871 16452
01OCT1997 5353 4440 7373.70 547 1140 21.7900 9.8000 93.800 22315 25160
01NOV1997 4846 4342 6579.30 577 1150 22.3000 16.0000 63.600 20114 16337
01DEC1997 3614 4551 6046.20 548 1196 21.3000 3.8000 66.900 18995 18278
01JAN1998 4691 4747 7249.80 555 1172 21.6000 14.8000 92.200 17996 22451
01FEB1998 7478 5116 8594.40 538 1209 21.7000 14.2000 109.600 18548 18805
01MAR1998 6738 5794 8242.90 426 1175 20.7000 14.7000 99.800 16905 19275
01APR1998 4990 5674 8006.00 303 1203 20.5000 18.7000 82.000 17869 26609
01MAY1998 4262 5747 8719.90 190 1227 20.8000 17.6000 98.900 21946 21234
01JUN1998 6399 5401 7443.80 256 1182 19.7000 16.2000 95.100 21751 22179
01JUL1998 6790 5571 7053.20 447 1281 21.4000 17.1000 113.300 24539 29380
01AUG1998 5859 4966 8802.50 597 1228 20.5000 16.0000 109.600 20985 16242
01SEP1998 6594 4811 7570.20 648 1243 21.0000 16.0000 103.700 25837 20017
01OCT1998 7083 4668 9729.80 575 1149 20.6000 16.3000 119.900 24665 28459
01NOV1998 6870 4402 6576.20 619 1196 21.2000 12.1000 41.100 22842 23251
01DEC1998 5399 4795 6075.30 614 1239 21.2000 1.9000 79.700 23004 22044
01JAN1999 6405 4981 6812.10 607 1196 20.7000 14.9000 99.900 20583 26093
;
proc esm data=sales out=nextyear;
id date interval=month;
forecast _numeric_;
run;
title1 "Shoe Department Sales";
proc sgplot data=nextyear;
series x=date y=shoes / markers
markerattrs=(symbol=circlefilled color=red)
lineattrs=(color=red);
series x=date y=socks / markers
markerattrs=(symbol=asterisk color=blue)
lineattrs=(color=blue);
series x=date y=laces / markers
markerattrs=(symbol=circle color=styg)
lineattrs=(color=styg);
refline '01JAN1999'd / axis=x;
xaxis values=('01JAN1994'd to '01DEC2000'd by year);
yaxis values=(2000 to 10000 by 1000) minor label='Websites';
run;
proc esm data=sales out=nextyear print=forecasts;
id date interval=month;
forecast _numeric_;
run;
