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| The FORECAST Procedure |
The statements and options controlling the FORECAST procedure are summarized in the following table:
| Description | Statement | Option |
| Statements | ||
| 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 containing 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= |
| 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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Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.