How to create a naive forecast (MA3, 3 month moving average) by sas programming?

alex_wang — Tue, 15 Nov 2011 16:13:13 GMT

I want to build a forecast value add report, in the report I use a naive forecast (MA3, 3 month moving average) as baseline.

For example,

Now I am in November, I want my forecast start from December and cover 12 months

I have complete request history up to September.

For MA3, I want the forecast to be built as below

Dec forecast = sum of jul,aug and sep request / 3

jan forecast = (sum of aug and sep request + dec forecast) /3

feb forecast = (sep forecast + sum of dec and jan forecast) /3

mar forecast = sum of dec, jan and feb forecast

......

expend up to 12 months

my data store in below structure (for all missing month, request quantity is 0)

ProductArea Product_Level_1 Request_Period_DT Request_Quantity

AAA bbb nov-2010 100

AAA bbb mar-2011 80

AAA bbb apr-2011 100

AAA bbb may-2011 90

AAA bbb sep-2011 200

AAA ccc jun-2011 100

AAA ccc jul-2011 50

AAA ccc aug-2011 80

AAA ccc sep-2011 90

BBB ddd jul-2011 100

BBB eee mar-2011 80

BBB eee apr-2011 100

BBB eee may-2011 90

With any give date periods(e.g. from Jun-2011 to Oct-2011), how can I program to build MA3 forecast for 5 cycles:smileyconfused:

BR//alex

udo_sas — Fri, 18 Nov 2011 21:25:12 GMT

Hello Alex -

In my SAS Global Forum Paper: "Extending SAS High-Performance Forecasting Using User-Defined Models" I'm using a MA3 model as an example.

You will find some code snippets on how to use the following procedures to come up with MA3 models: EXPAND, HPFARIMASPEC, and FMCP.

Thanks,

Udo

alex_wang — Tue, 22 Nov 2011 22:15:03 GMT

Hi Udo,

Thank you very much for your kindly help!

Now I am studying it.

BR//alex:smileygrin:

topic How to create a naive forecast (MA3, 3 month moving average) by sas programming? in SAS Forecasting and Econometrics