topic Decomposition in SAS Forecasting and Econometrics

Decomposition

deleted_user — Fri, 05 Sep 2008 05:00:57 GMT

Somebody knows how to find cyclic component without a trend on classical decomposition. I have already found trend cycle component through procedure x11.

Decomposition

deleted_user — Fri, 05 Sep 2008 05:07:31 GMT

I also can't find linear,quadratic,cubic and logarithmic trends programmatically.

Re: Decomposition

Cynthia_sas — Fri, 05 Sep 2008 15:29:27 GMT

Hi:
If you go to support.sas.com and look in the upper right-hand corner of the browser screen for the Search box (in blue), you can type a search string into the white box with the blue outline.

When I typed [pre]
cubic trend [/pre]
into the search box, there were a LOT of hits, including this one:
http://support.sas.com/kb/22/912.html

Perhaps if you search for other terms related to trends, you will find more information.

cynthia

Re: Decomposition

deleted_user — Wed, 08 Oct 2008 21:16:17 GMT

Hi, you might want to consider using Proc UCM in SAS/ETS to check for various patterns such as level shift, seasonality, cycle, linear trend, etc. Very useful procedure.