topic How do I export confidence limits using the Exponential Smoothing (ESM) Node in SAS Enterprise Miner in SAS Forecasting and Econometrics

How do I export confidence limits using the Exponential Smoothing (ESM) Node in SAS Enterprise Miner

charles11 — Sun, 01 May 2016 13:35:52 GMT

I am using SAS Enterprise Miner to forecast 120 different time series using the Exponential Smoothing Node. I have the point forecast, but I cannot get the upper and lower confidence limits in the exported data set. How do I do this? I tried setting "Forecast Input Time Series" to "Yes" and the then setting the extended value to "Upper CI Value" (and also did the same with the "Lower CI Value"). There has to be a way to get both automatically. Why is this so difficult??????????????????????

Re: How do I export confidence limits using the Exponential Smoothing (ESM) Node in SAS Enterprise M

udo_sas — Tue, 03 May 2016 11:17:58 GMT

Hello -

You may want to post your question here: https://communities.sas.com/t5/SAS-Data-Mining/bd-p/data_mining

If you would be using any of the SAS forecasting environments such as SAS Forecast Server, SAS Forecasting for Desktop, or SAS/ETS things would be much easier. The ESM nodes in EM are designed for supporting predictive modeling flows.

Thanks,

Udo