The FORECAST Procedure
- Overview
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Getting Started
Giving Dates to Forecast ValuesComputing Confidence LimitsForm of the OUT= Data SetPlotting ForecastsPlotting ResidualsModel Parameters and Goodness-of-Fit StatisticsControlling the Forecasting MethodIntroduction to Forecasting MethodsTime Trend ModelsTime Series MethodsCombining Time Trend with Autoregressive Models -
Syntax
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Details
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Examples
- References
Form of the OUT= Data Set
The OUT= data set PRED, shown in Figure 17.3, contains three observations for each of the 10 forecast periods. Each of these three observations has the same value of the ID variable DATE, the SAS date value for the month and year of the forecast.
The three observations for each forecast period have different values of the variable _TYPE_. For the _TYPE_=FORECAST observation, the value of the variable SALES is the forecast value for the period indicated by the DATE value. For the _TYPE_=L95 observation, the value of the variable SALES is the lower limit of the 95% confidence interval for the forecast. For the _TYPE_=U95 observation, the value of the variable SALES is the upper limit of the 95% confidence interval.
You can control the types of observations written to the OUT= data set with the PROC FORECAST statement options OUTLIMIT, OUTRESID, OUTACTUAL, OUT1STEP, OUTSTD, OUTFULL, and OUTALL. For example, the OUTFULL option outputs the confidence limit values, the one-step-ahead predictions, and the actual data, in addition to the forecast values. See the sections Syntax: FORECAST Procedure and OUTEST= Data Set for more information.