Window Reference

Automatic Model Fitting Window

Use the Automatic Model Fitting window to perform automatic model selection on all series or selected series in an input data set. Invoke this window using the Fit Models Automatically button on the Time Series Forecasting window.

Controls and Fields

Project: the name of the SAS catalog entry in which the results of the model search process are stored.
Input Data Set: is the name of the current input data set. You can type in a one or two level data set name here.
Browse button: brings up the Data Set Selection window for selecting an input data set.
Time ID: is the name of the ID variable for the input data set. You can type in the variable name here, or use the Select or Create button.
time ID Select button: brings up the Time ID Variable Specification window.
time ID Create button: brings up a menu of choices of methods for creating a time ID variable for the input data set. Use this feature if the input data set does not already contain a valid time ID variable.
Interval: is the time interval between observations (data frequency) in the current input data set. You can type in an interval name or select one using the combo box popup menu.
Series to Process: indicates the number and names of time series variables for which forecasting model selection will be applied.
Series to Process Select button: brings up the Series to Process window to let you select the series for which you want to fit models.
Selection Criterion: shows the goodness-of-fit statistic that will be used to determine the best fitting model for each series.
Selection Criterion Select button: brings up the Model Selection Criterion window to enable you to select the goodness-of-fit statistic that will be used to determine the best fitting model for each series.
Run button: begins the automatic model fitting process.
Models Fit button: invokes the Automatic Model Fitting Results window to display the models fit during the current invocation of the Automatic Model Fitting Window. The results appear automatically when model fitting is complete, but this button enables you to redisplay the results window.
Close button: Closes the Automatic Model Fitting window.

Menu Bar

File

Import Data: is available if you license SAS/Access software. It brings up an Import Wizard which you can use to import your data from an external spreadsheet or data base to a SAS data set for use in the Time Series Forecasting System.
Export Data: is available if you license SAS/Access software. It brings up an Export Wizard which you can use to export a SAS data set, such as a forecast data set created with the Time Series Forecasting System, to an external spreadsheet or data base.
Print Setup: brings up the Print Setup window, which allows you to access your operating system print setup or choose SAS/Graph print drivers.
Close: Closes the Automatic Model Fitting window.

View

Input Data Set: brings up a Viewtable window to browse the current input data set.
Models Fit: brings up Automatic Model Fitting Results window to show the forecasting models fit during the current invocation of the Automatic Model Fitting window. This is the same as the Models Fit button.

Tools

Fit Models: performs the automatic model selection process for the selected series. This is the same as the Run button.

Options

Default Time Ranges

brings up the Default Time Ranges window to enable you to control how the system sets the time ranges for series.

Model Selection List

Brings up the Model Selection List window. Use this action to control the forecasting models considered by the automatic model selection process and displayed in the Models to Fit window.

Model Selection Criterion

brings up the Model Selection Criterion window, which presents a list of goodness-of-fit statistics and enables you to select the fit statistic that is displayed in the table and used by the automatic model selection process to determine the best fitting model. This action is the same as the Selection Criterion Select button.

Statistics of Fit

brings up the Statistics of Fit Selection window, which presents a list of statistics that the system can display. Use this action to customize the list of statistics shown in the Statistics of Fit table and available for selection in the Model Selection Criterion menu.

Forecast Options

brings up the Forecast Options window, which enables you to control the widths of forecast confidence limits and control the kind of predicted values computed for models that include series transformations.

Forecast Data Set

see Produce Forecasts window.

Alignment of Dates

Beginning: aligns dates that the system generates to identify forecast observations in output data sets to the beginning of the time intervals.
Middle: aligns dates that the system generates to identify forecast observations in output data sets to the midpoints of the time intervals.
End: aligns dates that the system generates to identify forecast observations in output data sets to the end of the time intervals.

Automatic Fit

brings up the Automatic Model Selection Options window, which enables you to control the number of models retained by the automatic model selection process and whether the models considered for automatic selection are subset according to the series diagnostics.

Tool Bar Type

Image Only: displays the tool bar items as icons without text.
Label Only: displays the tool bar items as text without icon images.
Both: displays the tool bar items with both text and icon images.

Include Interventions

controls whether intervention effects defined for the current series are automatically added as predictors to the models considered by the automatic selection process. A check mark or filled check box next to this item indicates that the option is turned on.

Print Audit Trail

prints to the SAS log information about the models fit by the system. A check mark or filled check box next to this item indicates that the audit option is turned on.

Show Source Statements

controls whether SAS statements submitted by the forecasting system are printed in the SAS log. When the Show Source Statements option is selected, the system sets the SAS system option SOURCE before submitting SAS statements; otherwise, the system uses the NOSOURCE option. Note that only some of the functions performed by the forecasting system are accomplished by submitting SAS statements. A check mark or filled check box next to this item indicates that the option is turned on.

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