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SAS/ETS Software

Time Series Forecasting System

Time Series Forecasting SystemThe Time Series Forecasting System is a point-and-click system that provides automatic model fitting and forecasting as well as interactive model development. The system provides a completely automatic forecasting model selection feature that selects the best-fitting model for each time series. Or, you can use system features to identify series behavior, fit candidate forecasting models, and perform diagnostic checks on the fitted models.

The Time Series Forecasting System includes a wide range of forecasting models. It provides tools to do the following:

Time Series Forecasting System
Using graphical tools, you can display plots of predicted versus actual values.

You can explore plots and results with interactive graphical tools.

Plots

White noise and unit root tests
It is easy to view white noise tests and unit root tests.

Results

The model comparison window
The model comparison window

You can choose between models and



The intervention specification window
The intervention specification window

Batch Forecasting and Graphics

You can run the Time Series Forecasting System in unattended mode by submitting commands. The Forecast Command Builder makes it easy to set up large batches of unattended forecasting runs. It can also produce large sets of forecast graphs and save them as web pages. In addition, you can use it as a model to build your own custom graphical forecasting interface using SAS/AF or WebAF software.