Forecasting Using SAS Software: A Programming Approach
Duration: 3.0 days CEU: 1.8
This course teaches analysts how to use SAS/ETS software to create forecasting models, evaluate the model for accuracy, and forecast future values using the model.
Learn how to
- build simple forecast models
- build advanced forecast models for autocorrelated time series and for time series with trend and seasonality
- build forecast models that contain explanatory variables.
Who should attend
Scientists, engineers, and business analysts who have the responsibility of forecasting for their organizations
Prerequisites
Before attending this course, you should have experience using SAS to enter or transfer data and to perform elementary analyses, such as computing row and column totals and averages, and producing charts and plots. You can gain this experience by completing the
SAS Programming I: Essentials and
SAS Programming II: Manipulating Data with the DATA Step courses. Knowledge of SAS Macro language programming is useful, but not required. A student with no experience in data analysis and statistical modeling can gain the prerequisite knowledge by completing the
Statistics II: ANOVA and Regression course.
Course Contents
Introduction to Forecasting
- introduction to SAS Time Series Forecasting software
- introduction to statistical time series forecasting
- measuring goodness-of-fit and accuracy
Simple Forecast Models
- modeling trend
- modeling seasonality
- using pulse, step, and ramp variables to model events
Advanced Forecast Models for Stationary Time Series
- introduction to Box-Jenkins forecasting
- autoregressive models
- moving average models
- mixed autoregressive moving average models
- identifying an appropriate autoregressive moving average model
- estimation and forecasting methods
Advanced Models for Nonstationary Time Series
- the use of differencing to model trend and seasonality
- trend models
- seasonal models
- forecasting the airline passengers data
- forecasting with nonstandard date variables
Forecast Models with Explanatory Variables
- ordinary regression models
- event models
- time series regression models
- unobserved component models
Software Addressed
This course addresses the following software product(s): SAS/ETS.
Course Materials
Students receive a hardcopy of the course notes and, in some courses, can choose to take home a copy of the course data.
U.S. Schedule
08OCT2008 Cary, NC
| 10DEC2008 Irvine, CA
| |
Check for additional and updated schedule information online at
support.sas.com/courses/fetsp.html.
Registration
To register for this course in the US, call 800-333-7660 or visit
support.sas.com/training.
This course is also available for on-site training, or you can create a custom course by combining material from several courses. For more details, contact SAS Education in Cary, NC at 919-531-7321 or send e-mail to
training@sas.com.