topic Re: proc arimaspec question in SAS Forecasting and Econometrics

proc arimaspec question

kdp — Wed, 09 Dec 2009 20:56:49 GMT

Hi,

I have a custom ARIMA spec which I create in E-Guide and use in Forecast Studio 2.1. I have the spec working.

However, I was curious what the following two options do in the proc arimaspec statement: spectype=multireg specsource=fsui;

Where can I get a list of all the possible spectype to choose from? Is there a spectype for step-wise regression?

I have searched on google and support.sas.com and I have the User's Guide for Forecast Studio 2.1, but can't find any information regarding all the options possible for spectype.

Thanks,
kdp

Re: proc arimaspec question

udo_sas — Fri, 11 Dec 2009 08:44:22 GMT

Hello -
Both options "spectype=" and "specsource=" are created and used by SAS Forecast Studio for internal purposes only. They are not needed for batch coding - even when importing these custom models to SAS Forecast Studio.
In fact - you might want to go ahead and use SAS Forecast Studio to create the HPFARIMASPEC code using the features of the "Modeling View".
For selecting independent variables I would suggest to have a look at the HPFDIAGNOSE procedure.
Thanks,
Udo

Re: proc arimaspec question

liyangmail2002 — Tue, 14 Jun 2016 22:30:31 GMT

Could you please let me know how to add proc diagnose procedure inside SAS forecast studio? Since I want model to select best input variables in forecast studio. After the proc hpfdiagnose step, should I also write proc hpfengine stpe to generate the forecast?

Thanks,

Re: proc arimaspec question

udo_sas — Wed, 15 Jun 2016 17:51:34 GMT

Hello -

SAS Forecast Studio does not support a coding interface. You will have to write your SAS code using your favorite code editor in either SAS Studio, SAS Enterprise Guide, or Display Manager. There are ways to incorporate you models to SAS Forecast Studio, but I would not to understand better what you are trying to accomplish.

Very high level: PROC HPFDIAGNOSE will build statistical forecasting models for you - PROC HPFENGINE will execute them.

Thanks,

Udo