The FORECAST Procedure
SAS/ETS software includes an easy-to use procedure for automatic forecasting, using simple popular methods such as exponential smoothing and the Holt-Winters method. The FORECAST procedure provides forecasting of univariate time series using automatic trend extrapolation. You can use PROC FORECAST when you have many series to forecast and want to extrapolate trends without having to develop a model for each series.
The features of the FORECAST procedure include
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a choice of the following four forecasting methods
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exponential smoothing : single, double, triple, or Holt two-parameter smoothing
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stepwise autoregressive models with constant, linear, or quadratic trend and autoregressive errors to any order
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the Holt-Winters forecasting method with constant, linear, or quadratic trend
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additive variant of the Holt-Winters method
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support for up to three levels of seasonality for the Holt-Winters method: time-of year, day-of-week, or time-of day
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the ability to forecast any number of variables at once
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forecast confidence limits for all methods
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