topic Forecasting Quarterly Data in SAS Forecasting and Econometrics https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Forecasting-Quarterly-Data/m-p/38219#M150 <HTML><HEAD></HEAD><BODY><P>If you had to forecast quarterly data, what SAS procedures would you start with?&nbsp; The data is somewhat seasonal meaning that it has peaks and then returns to a steady state but the time between peaks is random and the steady state that it returns to may differ from previous steady states.&nbsp; The quarterly data that I am trying to forecast is relatively new (8 years or so, with most activity 2008 on.)</P><P></P><P>We use proc arima to forecast other things here, but those things have a lot more history and they follow regular seasons.&nbsp; To use arima I would need 12 years of good data and it's just not there for this project.</P><P></P><P>What else should I look into?</P></BODY></HTML> Mon, 31 Oct 2011 14:22:10 GMT 1800bigk 2011-10-31T14:22:10Z Forecasting Quarterly Data https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Forecasting-Quarterly-Data/m-p/38219#M150 <HTML><HEAD></HEAD><BODY><P>If you had to forecast quarterly data, what SAS procedures would you start with?&nbsp; The data is somewhat seasonal meaning that it has peaks and then returns to a steady state but the time between peaks is random and the steady state that it returns to may differ from previous steady states.&nbsp; The quarterly data that I am trying to forecast is relatively new (8 years or so, with most activity 2008 on.)</P><P></P><P>We use proc arima to forecast other things here, but those things have a lot more history and they follow regular seasons.&nbsp; To use arima I would need 12 years of good data and it's just not there for this project.</P><P></P><P>What else should I look into?</P></BODY></HTML> Mon, 31 Oct 2011 14:22:10 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Forecasting-Quarterly-Data/m-p/38219#M150 1800bigk 2011-10-31T14:22:10Z Forecasting Quarterly Data https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Forecasting-Quarterly-Data/m-p/38220#M151 <HTML><HEAD></HEAD><BODY><P>How about using PROC FORECAST?</P><P></P><P>Regards,</P><P>Murphy</P></BODY></HTML> Mon, 31 Oct 2011 15:01:28 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/Forecasting-Quarterly-Data/m-p/38220#M151 goladin 2011-10-31T15:01:28Z