Example: Creating a Random Walk Model for the SASHELP.PRICEDATA Data Set

To create this example:
  1. In the Tasks section, expand the Forecasting folder, and then double-click Modeling and Forecasting. The user interface for the Modeling and Forecasting task opens.
  2. On the Data tab, select the SASHELP.PRICEDATA data set.
    Tip
    If the data set is not available from the drop-down list, click Select a table icon. In the Choose a Table window, expand the library that contains the data set that you want to use. Select the data set for the example and click OK. The selected data set should now appear in the drop-down list.
  3. Assign columns to these roles and specify these options:
    Role
    Column
    Roles
    Dependent variable
    sale
    Additional Roles
    Time ID
    date
    Properties
    Season length
    12
  4. On the Model tab, select these options:
    • From the Forecasting model type drop-down list, select Random walk.
    • Under the Model settings heading, select the Drift and Seasonal check boxes.
  5. To run the task, click Submit SAS Code.
The results show the Random Walk model for the Sashelp.Pricedata data set.
Random Walk Model for Sashelp.Pricedata Data Set