topic PROC UCM low bias back transformation in SAS Forecasting and Econometrics https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-UCM-low-bias-back-transformation/m-p/407727#M2739 <P>I am running PROC UCM to forecast ln(sales). The log() function is being used in a preceding DATA step to transform the series. In order to&nbsp;transform back to the original scale and get forecasts of the mean (and not the median), I need the forecasts on the log scale and the estimated residual variance. What's the easiest way (or any way) in PROC UCM to output the residual variance from the model? Thank you in advance for any input you are able to provide.&nbsp;</P> Thu, 26 Oct 2017 16:57:13 GMT JustABitOutside 2017-10-26T16:57:13Z PROC UCM low bias back transformation https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-UCM-low-bias-back-transformation/m-p/407727#M2739 <P>I am running PROC UCM to forecast ln(sales). The log() function is being used in a preceding DATA step to transform the series. In order to&nbsp;transform back to the original scale and get forecasts of the mean (and not the median), I need the forecasts on the log scale and the estimated residual variance. What's the easiest way (or any way) in PROC UCM to output the residual variance from the model? Thank you in advance for any input you are able to provide.&nbsp;</P> Thu, 26 Oct 2017 16:57:13 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-UCM-low-bias-back-transformation/m-p/407727#M2739 JustABitOutside 2017-10-26T16:57:13Z Re: PROC UCM low bias back transformation https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-UCM-low-bias-back-transformation/m-p/407808#M2740 <P>You can specify an OUTFOR= data set in the FORECAST statement.&nbsp; The STD column in this data set is what you need.</P> Thu, 26 Oct 2017 19:58:11 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-UCM-low-bias-back-transformation/m-p/407808#M2740 rselukar 2017-10-26T19:58:11Z Re: PROC UCM low bias back transformation https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-UCM-low-bias-back-transformation/m-p/407810#M2741 <P>Thank you! This is exactly what I needed.&nbsp;</P> Thu, 26 Oct 2017 20:06:03 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/PROC-UCM-low-bias-back-transformation/m-p/407810#M2741 JustABitOutside 2017-10-26T20:06:03Z