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The FORECAST Procedure

Functional Summary

Table 15.1 summarizes the statements and options that control the FORECAST procedure.

Table 15.1 FORECAST Functional Summary

Description

Statement

Option

Statements

   

specify model and data set options

PROC FORECAST

 

specify BY-group processing

BY

 

identify observations

ID

 

specify the variables to forecast

VAR

 

Input Data Set Options

   

specify the input SAS data set

PROC FORECAST

DATA=

specify frequency of the input time series

PROC FORECAST

INTERVAL=

specify increment between observations

PROC FORECAST

INTPER=

specify seasonality

PROC FORECAST

SEASONS=

specify number of periods in a season

PROC FORECAST

SINTPER=

treat zeros at beginning of series as missing

PROC FORECAST

ZEROMISS

Output Data Set Options

   

specify the number of periods ahead to forecast

PROC FORECAST

LEAD=

name output data set to contain the forecasts

PROC FORECAST

OUT=

write actual values to the OUT= data set

PROC FORECAST

OUTACTUAL

write confidence limits to the OUT= data set

PROC FORECAST

OUTLIMIT

write residuals to the OUT= data set

PROC FORECAST

OUTRESID

write standard errors of the forecasts to the OUT= data set

PROC FORECAST

OUTSTD

write one-step-ahead predicted values to the OUT= data set

PROC FORECAST

OUT1STEP

write predicted, actual, and confidence limit values to the OUT= data set

PROC FORECAST

OUTFULL

write all available results to the OUT= data set

PROC FORECAST

OUTALL

specify significance level for confidence limits

PROC FORECAST

ALPHA=

control the alignment of SAS date values

PROC FORECAST

ALIGN=

Parameters and Statistics Output Data Set Options

   

write parameter estimates and goodness-of-fit statistics to an output data set

PROC FORECAST

OUTEST=

write additional statistics to OUTEST= data set

PROC FORECAST

OUTESTALL

write Theil statistics to OUTEST= data set

PROC FORECAST

OUTESTTHEIL

write forecast accuracy statistics to OUTEST= data set

PROC FORECAST

OUTFITSTATS

Forecasting Method Options

   

specify the forecasting method

PROC FORECAST

METHOD=

specify degree of the time trend model

PROC FORECAST

TREND=

specify smoothing weights

PROC FORECAST

WEIGHT=

specify order of the autoregressive model

PROC FORECAST

AR=

specify significance level for adding AR lags

PROC FORECAST

SLENTRY=

specify significance level for keeping AR lags

PROC FORECAST

SLSTAY=

start forecasting before the end of data

PROC FORECAST

START=

specify criterion for judging singularity

PROC FORECAST

SINGULAR=

limit number of error or warning messages

PROC FORECAST

MAXERRORS=

Initializing Smoothed Values

   

specify number of beginning values to use in calculating starting values

PROC FORECAST

NSTART=

specify number of beginning values to use in calculating initial seasonal parameters

PROC FORECAST

NSSTART=

specify starting values for constant term

PROC FORECAST

ASTART=

specify starting values for linear trend

PROC FORECAST

BSTART=

specify starting values for the quadratic trend

PROC FORECAST

CSTART=

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