Can I score my data using data from my model outputs of Proc UCM/PROC VARMAX

sharat_dwibhasi_okstate_edu — Wed, 25 Nov 2015 07:20:34 GMT

The dataset I am dealing here is Price Commodity relationship and it has values like:

I built several models using Proc Varmax and Proc UCM and I have the Fit Statistics and Parameter Estimates for these models. My requirement is to forecast the amount sold for different scenarios of Avg_Price_Diff to check how the forecast will change if we change the Avg_Price_Diff using these two models.

Is there a way to score data for these different price difference scenarios using the models built by Proc UCM and Proc Varmax.

Please let me know in case you need any further information. Thanks a lot in advance!

Best Regards,

Sharat Dwibhasi,

405-762-3218

Re: Can I score my data using data from my model outputs of Proc UCM/PROC VARMAX

udo_sas — Wed, 25 Nov 2015 15:13:04 GMT

Hello -

If you have access to SAS Forecast Server you will be able to take advantage of Forecasting Model Score Files and DATA Step Functions at least for your UCMs. See Chapter 22 of the SAS Forecast Server Procedures User's Guide. Or you could use SAS Forecast Studio's scenario analysis feature which provides access to this functionality.

Thanks,

Udo

topic Can I score my data using data from my model outputs of Proc UCM/PROC VARMAX in SAS Forecasting and Econometrics

Can I score my data using data from my model outputs of Proc UCM/PROC VARMAX

Re: Can I score my data using data from my model outputs of Proc UCM/PROC VARMAX