topic Re: Vintage analysis balance forecast HELP! in SAS Forecasting and Econometrics

Vintage analysis balance forecast HELP!

sivakoya — Mon, 10 Sep 2018 15:03:39 GMT

Attached data has balance at the end of each month for different Vintages in the portfolio. I need to forecast the balance for each Vintage at the end of 2019. Is there any time series forecast procedure I could use to solve this problem?

Period	Months	2010Vintage	Months	2011Vintage	Months	2012Vintage	Months	2013Vintage	Months	2014Vintage	Months	2015Vintage	Months	2016Vintage	Months	2017Vintage	Months	2018Vintage
20100131	0	$14,816,094.47
20100228	1	$36,073,822.81
20100331	2	$88,085,723.58
20100430	3	$166,044,748.58
20100531	4	$233,364,277.08
20100630	5	$306,311,958.90
20100731	6	$363,381,329.39
20100831	7	$411,055,725.29
20100930	8	$450,345,979.39
20101031	9	$486,305,056.45
20101130	10	$521,087,617.36
20101231	11	$553,758,985.43
20110131	12	$533,557,999.31	0	$37,127,481.90
20110228	13	$512,169,116.43	1	$87,465,609.58
20110331	14	$487,615,080.00	2	$189,230,144.11
20110430	15	$468,013,614.86	3	$324,981,287.31
20110531	16	$448,184,546.28	4	$450,679,702.76
20110630	17	$429,654,785.81	5	$554,236,748.35
20110731	18	$413,207,051.26	6	$629,886,339.85
20110831	19	$395,690,799.44	7	$714,247,404.51
20110930	20	$379,256,133.08	8	$788,282,125.87
20111031	21	$363,235,500.00	9	$843,586,030.48
20111130	22	$348,482,189.28	10	$902,364,141.74
20111231	23	$334,235,745.73	11	$956,817,529.96
20120131	24	$319,573,546.61	12	$921,874,086.73	0	$64,586,196.68
20120229	25	$361,910,653.25	13	$886,452,711.23	1	$152,581,132.28
20120331	26	$342,380,725.50	14	$846,206,649.63	2	$343,993,453.64
20120430	27	$324,353,357.48	15	$809,590,716.71	3	$563,868,148.92
20120531	28	$307,557,959.77	16	$774,992,546.56	4	$754,594,235.56
20120630	29	$291,673,275.10	17	$743,132,329.27	5	$907,157,346.00
20120731	30	$276,258,757.62	18	$712,279,477.92	6	$1,018,046,010.82
20120831	31	$261,314,809.87	19	$680,905,577.45	7	$1,140,724,744.03
20120930	32	$248,091,764.53	20	$653,905,368.65	8	$1,254,656,070.88
20121031	33	$233,993,326.40	21	$623,380,884.41	9	$1,350,556,892.29
20121130	34	$221,334,017.97	22	$596,527,594.16	10	$1,402,388,632.61
20121231	35	$209,755,388.83	23	$571,221,132.14	11	$1,446,045,641.11
20130131	36	$197,611,306.60	24	$544,660,957.96	12	$1,393,484,108.61	0	$85,102,561.15
20130228	37	$185,426,506.79	25	$518,862,568.14	13	$1,343,608,821.67	1	$167,729,888.10
20130331	38	$172,550,575.65	26	$490,392,424.40	14	$1,289,103,867.04	2	$312,321,877.93
20130430	39	$160,525,786.69	27	$462,663,638.93	15	$1,236,139,534.77	3	$550,730,813.52
20130531	40	$149,620,101.10	28	$437,323,804.42	16	$1,187,256,113.91	4	$790,658,875.91
20130630	41	$140,173,339.63	29	$414,664,837.59	17	$1,143,766,963.31	5	$976,875,029.76
20130731	42	$130,407,186.11	30	$391,116,063.78	18	$1,096,712,504.39	6	$1,147,625,985.79
20130831	43	$121,467,848.14	31	$369,135,278.50	19	$1,051,633,027.73	7	$1,289,409,850.89
20130930	44	$113,159,867.98	32	$348,182,248.23	20	$1,009,465,604.34	8	$1,402,457,790.27
20131031	45	$105,162,374.47	33	$328,027,278.14	21	$966,934,920.09	9	$1,492,175,380.68
20131130	46	$98,249,061.87	34	$309,875,919.23	22	$928,642,908.04	10	$1,550,181,775.93
20131231	47	$91,713,175.97	35	$292,306,650.11	23	$890,942,192.78	11	$1,619,305,990.84
20140131	48	$85,121,438.56	36	$274,559,109.29	24	$852,419,850.14	12	$1,564,405,844.22	0	$79,658,363.84
20140228	49	$78,074,434.45	37	$257,192,323.61	25	$814,709,244.45	13	$1,508,626,242.87	1	$165,672,726.26
20140331	50	$70,984,991.63	38	$238,524,043.14	26	$772,362,602.37	14	$1,445,557,361.29	2	$333,126,365.02
20140430	51	$64,499,149.75	39	$222,058,703.29	27	$733,066,539.82	15	$1,388,349,812.11	3	$584,661,186.60
20140531	52	$58,853,653.30	40	$207,250,486.84	28	$696,201,552.02	16	$1,333,271,135.46	4	$819,181,575.30
20140630	53	$53,619,661.09	41	$193,547,049.96	29	$660,248,029.13	17	$1,279,232,622.58	5	$1,002,908,345.41
20140731	54	$48,495,820.08	42	$180,217,094.88	30	$625,079,410.18	18	$1,226,416,495.62	6	$1,164,472,920.32
20140831	55	$43,986,926.82	43	$168,479,950.10	31	$591,836,269.08	19	$1,176,211,643.36	7	$1,299,620,435.59
20140930	56	$39,437,260.26	44	$156,901,110.96	32	$558,671,888.72	20	$1,124,666,367.02	8	$1,418,670,317.42
20141031	57	$35,171,233.96	45	$146,438,997.35	33	$526,677,999.83	21	$1,075,397,908.70	9	$1,517,594,890.73
20141130	58	$31,644,664.94	46	$137,667,222.58	34	$499,505,689.70	22	$1,032,966,898.65	10	$1,590,461,993.86
20141231	59	$27,879,719.73	47	$128,258,624.25	35	$470,512,492.48	23	$986,611,052.39	11	$1,675,184,544.74
20150131	60	$24,444,694.23	48	$119,929,907.14	36	$442,981,533.87	24	$942,728,508.43	12	$1,618,848,654.34	0	$94,685,593.23
20150228	61	$21,182,123.08	49	$111,160,206.08	37	$416,077,007.81	25	$899,403,019.01	13	$1,561,099,328.01	1	$207,121,218.33
20150331	62	$18,009,277.10	50	$101,625,935.40	38	$386,721,886.60	26	$849,395,823.18	14	$1,494,241,791.36	2	$410,786,293.85
20150430	63	$15,431,750.70	51	$93,496,123.83	39	$359,798,480.92	27	$804,084,077.87	15	$1,434,293,394.54	3	$724,892,892.43
20150531	64	$13,177,575.31	52	$85,913,943.47	40	$335,621,273.35	28	$762,536,181.90	16	$1,378,891,481.45	4	$1,002,250,688.98
20150630	65	$11,299,058.58	53	$78,467,147.16	41	$311,576,733.50	29	$718,733,975.08	17	$1,321,041,001.43	5	$1,224,613,464.77
20150731	66	$9,657,875.94	54	$71,461,415.62	42	$288,587,940.88	30	$677,351,817.55	18	$1,264,865,047.17	6	$1,427,452,062.66
20150831	67	$8,405,723.83	55	$65,195,186.03	43	$268,012,936.81	31	$637,668,889.71	19	$1,211,372,116.32	7	$1,577,053,715.92
20150930	68	$7,356,875.72	56	$59,160,140.96	44	$248,506,700.99	32	$599,406,381.00	20	$1,160,250,775.75	8	$1,714,652,471.15
20151031	69	$6,480,795.27	57	$53,450,012.89	45	$229,782,846.76	33	$562,540,087.17	21	$1,110,000,396.43	9	$1,814,956,977.67
20151130	70	$5,750,055.06	58	$48,367,874.41	46	$212,984,156.02	34	$528,081,626.03	22	$1,062,443,398.71	10	$1,892,038,991.36
20151231	71	$5,248,898.69	59	$43,386,941.37	47	$196,784,957.22	35	$494,220,834.27	23	$1,015,133,096.31	11	$1,971,086,601.19
20160131	72	$4,822,041.83	60	$38,916,609.99	48	$182,233,021.66	36	$463,587,266.32	24	$971,231,320.15	12	$1,908,909,571.52	0	$130,721,294.27
20160229	73	$4,365,844.42	61	$34,018,063.63	49	$165,651,113.32	37	$429,491,237.15	25	$921,174,906.28	13	$1,836,074,135.97	1	$290,083,621.26
20160331	74	$3,964,780.71	62	$29,684,512.09	50	$149,653,396.26	38	$395,065,623.87	26	$870,609,225.88	14	$1,760,772,566.49	2	$591,329,263.07
20160430	75	$3,639,422.27	63	$26,187,669.55	51	$136,536,204.87	39	$364,907,565.57	27	$824,526,764.97	15	$1,691,294,644.98	3	$911,733,254.08
20160531	76	$3,388,545.17	64	$23,062,423.23	52	$124,406,548.27	40	$336,894,195.29	28	$779,888,204.43	16	$1,623,684,013.21	4	$1,188,859,719.95
20160630	77	$3,140,723.88	65	$20,172,728.27	53	$113,259,104.90	41	$310,718,145.31	29	$736,961,617.81	17	$1,558,262,420.07	5	$1,439,374,798.55
20160731	78	$2,920,528.68	66	$17,943,895.82	54	$103,033,383.38	42	$286,524,548.32	30	$696,848,882.27	18	$1,497,177,754.50	6	$1,611,096,562.16
20160831	79	$2,734,885.09	67	$15,864,979.49	55	$92,921,405.56	43	$262,057,298.36	31	$654,701,204.15	19	$1,432,234,512.96	7	$1,785,145,815.04
20160930	80	$2,572,139.24	68	$14,081,528.82	56	$83,863,982.57	44	$239,903,671.19	32	$615,470,883.55	20	$1,371,128,879.36	8	$1,938,036,022.45
20161031	81	$2,432,106.20	69	$12,701,647.49	57	$75,548,569.80	45	$219,481,679.82	33	$577,896,074.05	21	$1,312,651,408.45	9	$2,039,832,879.17
20161130	82	$2,291,441.91	70	$11,483,239.66	58	$67,985,988.22	46	$200,773,279.83	34	$543,345,143.14	22	$1,257,470,419.20	10	$2,119,240,601.20
20161231	83	$2,176,766.65	71	$10,479,646.87	59	$60,838,941.54	47	$183,083,715.19	35	$509,419,444.76	23	$1,203,551,753.99	11	$2,198,068,373.75
20170131	84	$2,100,665.37	72	$9,618,765.64	60	$54,047,757.42	48	$165,971,927.78	36	$475,875,545.26	24	$1,148,121,392.37	12	$2,123,021,142.05	0	$115,839,429.92
20170228	85	$1,995,009.76	73	$8,797,674.92	61	$47,618,364.47	49	$149,256,199.08	37	$443,416,430.18	25	$1,094,818,108.31	13	$2,049,228,917.40	1	$241,078,214.61
20170331	86	$1,883,481.91	74	$7,875,117.03	62	$41,826,044.73	50	$131,653,756.96	38	$407,603,978.89	26	$1,034,001,631.28	14	$1,964,853,570.00	2	$476,648,887.07
20170430	87	$1,808,373.86	75	$7,322,513.76	63	$37,375,499.88	51	$118,358,526.05	39	$378,280,079.97	27	$982,209,864.08	15	$1,894,818,103.52	3	$811,142,069.10
20170531	88	$1,699,535.34	76	$6,732,964.36	64	$33,305,581.18	52	$104,996,126.60	40	$348,213,285.65	28	$928,119,616.12	16	$1,818,605,917.47	4	$1,118,228,693.52
20170630	89	$1,605,970.68	77	$6,230,685.34	65	$29,742,244.13	53	$93,545,415.90	41	$321,351,582.78	29	$877,573,384.02	17	$1,747,068,035.68	5	$1,361,337,327.31
20170731	90	$1,535,387.33	78	$5,760,666.12	66	$26,668,076.18	54	$83,667,980.00	42	$296,392,818.16	30	$829,346,695.59	18	$1,678,887,041.00	6	$1,564,676,377.51
20170831	91	$1,460,371.52	79	$5,327,703.02	67	$24,036,932.53	55	$74,722,544.78	43	$271,880,143.29	31	$781,743,717.76	19	$1,609,006,596.14	7	$1,760,934,265.15
20170930	92	$1,413,321.61	80	$4,990,106.09	68	$22,012,420.11	56	$66,933,696.83	44	$250,347,351.40	32	$737,763,451.20	20	$1,544,760,041.58	8	$1,907,073,752.15
20171031	93	$1,324,526.93	81	$4,719,105.30	69	$20,120,763.55	57	$59,485,680.41	45	$228,571,426.36	33	$693,617,421.70	21	$1,478,721,530.21	9	$2,023,921,130.25
20171130	94	$1,290,986.08	82	$4,453,860.36	70	$18,613,203.09	58	$52,959,653.99	46	$209,599,551.14	34	$652,892,173.36	22	$1,417,716,854.93	10	$2,112,179,764.37
20171231	95	$1,255,462.34	83	$4,235,055.74	71	$17,330,662.25	59	$46,972,439.95	47	$192,161,658.75	35	$614,449,160.50	23	$1,357,941,979.25	11	$2,198,825,460.34
20180131	96	$1,220,659.01	84	$3,971,340.79	72	$16,231,490.21	60	$41,005,285.12	48	$174,739,916.22	36	$574,874,504.74	24	$1,296,557,611.53	12	$2,121,553,323.91	0	$122,235,033.14
20180228	97	$1,176,631.10	85	$3,698,507.95	73	$15,135,773.73	61	$35,371,533.19	49	$158,147,957.18	37	$536,773,065.02	25	$1,236,990,263.03	13	$2,045,154,611.61	1	$254,922,049.44
20180331	98	$1,118,925.96	86	$3,488,698.16	74	$14,089,088.02	62	$30,111,303.32	50	$140,811,648.14	38	$495,234,176.30	26	$1,170,922,760.60	14	$1,959,518,577.66	2	$531,981,238.62
20180430	99	$1,061,173.76	87	$3,253,513.38	75	$13,286,483.23	63	$25,960,274.52	51	$126,794,234.18	39	$458,635,667.95	27	$1,111,817,056.92	15	$1,882,385,271.76	3	$844,907,882.41
20180531	100	$1,021,849.97	88	$3,062,574.22	76	$12,470,608.76	64	$22,289,675.40	52	$114,003,804.36	40	$423,761,790.89	28	$1,054,239,744.20	16	$1,806,256,837.47	4	$1,223,589,591.93
20180630	101	$995,869.66	89	$2,918,059.86	77	$11,712,270.61	65	$19,134,935.74	53	$102,958,926.89	41	$391,850,793.14	29	$998,602,372.05	17	$1,733,912,526.59	5	$1,522,706,322.33
20180731	102	$976,380.12	90	$2,809,873.99	78	$10,999,339.10	66	$16,477,201.90	54	$92,510,773.58	42	$361,505,405.60	30	$944,366,801.25	18	$1,662,572,330.00	6	$1,746,624,391.43
20180831	103	$933,923.19	91	$2,703,576.95	79	$10,435,446.20	67	$14,039,763.64	55	$82,715,618.33	43	$332,336,877.94	31	$890,028,967.30	19	$1,592,052,716.74	7	$1,947,848,239.84
20180930					80		68		56		44		32		20		8
20181031					81		69		57		45		33		21		9
20181130					82		70		58		46		34		22		10
20181231					83		71		59		47		35		23		11
20190131					84		72		60		48		36		24		12
20190228					85		73		61		49		37		25		13
20190331					86		74		62		50		38		26		14
20190430					87		75		63		51		39		27		15
20190531					88		76		64		52		40		28		16
20190630					89		77		65		53		41		29		17
20190731					90		78		66		54		42		30		18
20190831					91		79		67		55		43		31		19
20190930					92		80		68		56		44		32		20
20191031					93		81		69		57		45		33		21
20191130					94		82		70		58		46		34		22
20191231					95	????	83	????	71	????	59	????	47	????	35	????	23	????

Re: Vintage analysis balance forecast HELP!

Reeza — Mon, 10 Sep 2018 15:14:27 GMT

Do you have a license for SAS ETS?

ETS is the time series module.

Several forecasting procs are available within it.

AutoReg

Forecast

See the documentation here:

https://support.sas.com/documentation/onlinedoc/ets/indexproc.html#ets143

@sivakoya wrote:

Attached data has balance at the end of each month for different Vintages in the portfolio. I need to forecast the balance for each Vintage at the end of 2019. Is there any time series forecast procedure I could use to solve this problem?

Period Months 2010Vintage Months 2011Vintage Months 2012Vintage Months 2013Vintage Months 2014Vintage Months 2015Vintage Months 2016Vintage Months 2017Vintage Months 2018Vintage

20100131 0 $14,816,094.47

20100228 1 $36,073,822.81

20100331 2 $88,085,723.58

20100430 3 $166,044,748.58

20100531 4 $233,364,277.08

20100630 5 $306,311,958.90

20100731 6 $363,381,329.39

20100831 7 $411,055,725.29

20100930 8 $450,345,979.39

20101031 9 $486,305,056.45

20101130 10 $521,087,617.36

20101231 11 $553,758,985.43

20110131 12 $533,557,999.31 0 $37,127,481.90

20110228 13 $512,169,116.43 1 $87,465,609.58

20110331 14 $487,615,080.00 2 $189,230,144.11

20110430 15 $468,013,614.86 3 $324,981,287.31

20110531 16 $448,184,546.28 4 $450,679,702.76

20110630 17 $429,654,785.81 5 $554,236,748.35

20110731 18 $413,207,051.26 6 $629,886,339.85

20110831 19 $395,690,799.44 7 $714,247,404.51

20110930 20 $379,256,133.08 8 $788,282,125.87

20111031 21 $363,235,500.00 9 $843,586,030.48

20111130 22 $348,482,189.28 10 $902,364,141.74

20111231 23 $334,235,745.73 11 $956,817,529.96

20120131 24 $319,573,546.61 12 $921,874,086.73 0 $64,586,196.68

20120229 25 $361,910,653.25 13 $886,452,711.23 1 $152,581,132.28

20120331 26 $342,380,725.50 14 $846,206,649.63 2 $343,993,453.64

20120430 27 $324,353,357.48 15 $809,590,716.71 3 $563,868,148.92

20120531 28 $307,557,959.77 16 $774,992,546.56 4 $754,594,235.56

20120630 29 $291,673,275.10 17 $743,132,329.27 5 $907,157,346.00

20120731 30 $276,258,757.62 18 $712,279,477.92 6 $1,018,046,010.82

20120831 31 $261,314,809.87 19 $680,905,577.45 7 $1,140,724,744.03

20120930 32 $248,091,764.53 20 $653,905,368.65 8 $1,254,656,070.88

20121031 33 $233,993,326.40 21 $623,380,884.41 9 $1,350,556,892.29

20121130 34 $221,334,017.97 22 $596,527,594.16 10 $1,402,388,632.61

20121231 35 $209,755,388.83 23 $571,221,132.14 11 $1,446,045,641.11

20130131 36 $197,611,306.60 24 $544,660,957.96 12 $1,393,484,108.61 0 $85,102,561.15

20130228 37 $185,426,506.79 25 $518,862,568.14 13 $1,343,608,821.67 1 $167,729,888.10

20130331 38 $172,550,575.65 26 $490,392,424.40 14 $1,289,103,867.04 2 $312,321,877.93

20130430 39 $160,525,786.69 27 $462,663,638.93 15 $1,236,139,534.77 3 $550,730,813.52

20130531 40 $149,620,101.10 28 $437,323,804.42 16 $1,187,256,113.91 4 $790,658,875.91

20130630 41 $140,173,339.63 29 $414,664,837.59 17 $1,143,766,963.31 5 $976,875,029.76

20130731 42 $130,407,186.11 30 $391,116,063.78 18 $1,096,712,504.39 6 $1,147,625,985.79

20130831 43 $121,467,848.14 31 $369,135,278.50 19 $1,051,633,027.73 7 $1,289,409,850.89

20130930 44 $113,159,867.98 32 $348,182,248.23 20 $1,009,465,604.34 8 $1,402,457,790.27

20131031 45 $105,162,374.47 33 $328,027,278.14 21 $966,934,920.09 9 $1,492,175,380.68

20131130 46 $98,249,061.87 34 $309,875,919.23 22 $928,642,908.04 10 $1,550,181,775.93

20131231 47 $91,713,175.97 35 $292,306,650.11 23 $890,942,192.78 11 $1,619,305,990.84

20140131 48 $85,121,438.56 36 $274,559,109.29 24 $852,419,850.14 12 $1,564,405,844.22 0 $79,658,363.84

20140228 49 $78,074,434.45 37 $257,192,323.61 25 $814,709,244.45 13 $1,508,626,242.87 1 $165,672,726.26

20140331 50 $70,984,991.63 38 $238,524,043.14 26 $772,362,602.37 14 $1,445,557,361.29 2 $333,126,365.02

20140430 51 $64,499,149.75 39 $222,058,703.29 27 $733,066,539.82 15 $1,388,349,812.11 3 $584,661,186.60

20140531 52 $58,853,653.30 40 $207,250,486.84 28 $696,201,552.02 16 $1,333,271,135.46 4 $819,181,575.30

20140630 53 $53,619,661.09 41 $193,547,049.96 29 $660,248,029.13 17 $1,279,232,622.58 5 $1,002,908,345.41

20140731 54 $48,495,820.08 42 $180,217,094.88 30 $625,079,410.18 18 $1,226,416,495.62 6 $1,164,472,920.32

20140831 55 $43,986,926.82 43 $168,479,950.10 31 $591,836,269.08 19 $1,176,211,643.36 7 $1,299,620,435.59

20140930 56 $39,437,260.26 44 $156,901,110.96 32 $558,671,888.72 20 $1,124,666,367.02 8 $1,418,670,317.42

20141031 57 $35,171,233.96 45 $146,438,997.35 33 $526,677,999.83 21 $1,075,397,908.70 9 $1,517,594,890.73

20141130 58 $31,644,664.94 46 $137,667,222.58 34 $499,505,689.70 22 $1,032,966,898.65 10 $1,590,461,993.86

20141231 59 $27,879,719.73 47 $128,258,624.25 35 $470,512,492.48 23 $986,611,052.39 11 $1,675,184,544.74

20150131 60 $24,444,694.23 48 $119,929,907.14 36 $442,981,533.87 24 $942,728,508.43 12 $1,618,848,654.34 0 $94,685,593.23

20150228 61 $21,182,123.08 49 $111,160,206.08 37 $416,077,007.81 25 $899,403,019.01 13 $1,561,099,328.01 1 $207,121,218.33

20150331 62 $18,009,277.10 50 $101,625,935.40 38 $386,721,886.60 26 $849,395,823.18 14 $1,494,241,791.36 2 $410,786,293.85

20150430 63 $15,431,750.70 51 $93,496,123.83 39 $359,798,480.92 27 $804,084,077.87 15 $1,434,293,394.54 3 $724,892,892.43

20150531 64 $13,177,575.31 52 $85,913,943.47 40 $335,621,273.35 28 $762,536,181.90 16 $1,378,891,481.45 4 $1,002,250,688.98

20150630 65 $11,299,058.58 53 $78,467,147.16 41 $311,576,733.50 29 $718,733,975.08 17 $1,321,041,001.43 5 $1,224,613,464.77

20150731 66 $9,657,875.94 54 $71,461,415.62 42 $288,587,940.88 30 $677,351,817.55 18 $1,264,865,047.17 6 $1,427,452,062.66

20150831 67 $8,405,723.83 55 $65,195,186.03 43 $268,012,936.81 31 $637,668,889.71 19 $1,211,372,116.32 7 $1,577,053,715.92

20150930 68 $7,356,875.72 56 $59,160,140.96 44 $248,506,700.99 32 $599,406,381.00 20 $1,160,250,775.75 8 $1,714,652,471.15

20151031 69 $6,480,795.27 57 $53,450,012.89 45 $229,782,846.76 33 $562,540,087.17 21 $1,110,000,396.43 9 $1,814,956,977.67

20151130 70 $5,750,055.06 58 $48,367,874.41 46 $212,984,156.02 34 $528,081,626.03 22 $1,062,443,398.71 10 $1,892,038,991.36

20151231 71 $5,248,898.69 59 $43,386,941.37 47 $196,784,957.22 35 $494,220,834.27 23 $1,015,133,096.31 11 $1,971,086,601.19

20160131 72 $4,822,041.83 60 $38,916,609.99 48 $182,233,021.66 36 $463,587,266.32 24 $971,231,320.15 12 $1,908,909,571.52 0 $130,721,294.27

20160229 73 $4,365,844.42 61 $34,018,063.63 49 $165,651,113.32 37 $429,491,237.15 25 $921,174,906.28 13 $1,836,074,135.97 1 $290,083,621.26

20160331 74 $3,964,780.71 62 $29,684,512.09 50 $149,653,396.26 38 $395,065,623.87 26 $870,609,225.88 14 $1,760,772,566.49 2 $591,329,263.07

20160430 75 $3,639,422.27 63 $26,187,669.55 51 $136,536,204.87 39 $364,907,565.57 27 $824,526,764.97 15 $1,691,294,644.98 3 $911,733,254.08

20160531 76 $3,388,545.17 64 $23,062,423.23 52 $124,406,548.27 40 $336,894,195.29 28 $779,888,204.43 16 $1,623,684,013.21 4 $1,188,859,719.95

20160630 77 $3,140,723.88 65 $20,172,728.27 53 $113,259,104.90 41 $310,718,145.31 29 $736,961,617.81 17 $1,558,262,420.07 5 $1,439,374,798.55

20160731 78 $2,920,528.68 66 $17,943,895.82 54 $103,033,383.38 42 $286,524,548.32 30 $696,848,882.27 18 $1,497,177,754.50 6 $1,611,096,562.16

20160831 79 $2,734,885.09 67 $15,864,979.49 55 $92,921,405.56 43 $262,057,298.36 31 $654,701,204.15 19 $1,432,234,512.96 7 $1,785,145,815.04

20160930 80 $2,572,139.24 68 $14,081,528.82 56 $83,863,982.57 44 $239,903,671.19 32 $615,470,883.55 20 $1,371,128,879.36 8 $1,938,036,022.45

20161031 81 $2,432,106.20 69 $12,701,647.49 57 $75,548,569.80 45 $219,481,679.82 33 $577,896,074.05 21 $1,312,651,408.45 9 $2,039,832,879.17

20161130 82 $2,291,441.91 70 $11,483,239.66 58 $67,985,988.22 46 $200,773,279.83 34 $543,345,143.14 22 $1,257,470,419.20 10 $2,119,240,601.20

20161231 83 $2,176,766.65 71 $10,479,646.87 59 $60,838,941.54 47 $183,083,715.19 35 $509,419,444.76 23 $1,203,551,753.99 11 $2,198,068,373.75

20170131 84 $2,100,665.37 72 $9,618,765.64 60 $54,047,757.42 48 $165,971,927.78 36 $475,875,545.26 24 $1,148,121,392.37 12 $2,123,021,142.05 0 $115,839,429.92

20170228 85 $1,995,009.76 73 $8,797,674.92 61 $47,618,364.47 49 $149,256,199.08 37 $443,416,430.18 25 $1,094,818,108.31 13 $2,049,228,917.40 1 $241,078,214.61

20170331 86 $1,883,481.91 74 $7,875,117.03 62 $41,826,044.73 50 $131,653,756.96 38 $407,603,978.89 26 $1,034,001,631.28 14 $1,964,853,570.00 2 $476,648,887.07

20170430 87 $1,808,373.86 75 $7,322,513.76 63 $37,375,499.88 51 $118,358,526.05 39 $378,280,079.97 27 $982,209,864.08 15 $1,894,818,103.52 3 $811,142,069.10

20170531 88 $1,699,535.34 76 $6,732,964.36 64 $33,305,581.18 52 $104,996,126.60 40 $348,213,285.65 28 $928,119,616.12 16 $1,818,605,917.47 4 $1,118,228,693.52

20170630 89 $1,605,970.68 77 $6,230,685.34 65 $29,742,244.13 53 $93,545,415.90 41 $321,351,582.78 29 $877,573,384.02 17 $1,747,068,035.68 5 $1,361,337,327.31

20170731 90 $1,535,387.33 78 $5,760,666.12 66 $26,668,076.18 54 $83,667,980.00 42 $296,392,818.16 30 $829,346,695.59 18 $1,678,887,041.00 6 $1,564,676,377.51

20170831 91 $1,460,371.52 79 $5,327,703.02 67 $24,036,932.53 55 $74,722,544.78 43 $271,880,143.29 31 $781,743,717.76 19 $1,609,006,596.14 7 $1,760,934,265.15

20170930 92 $1,413,321.61 80 $4,990,106.09 68 $22,012,420.11 56 $66,933,696.83 44 $250,347,351.40 32 $737,763,451.20 20 $1,544,760,041.58 8 $1,907,073,752.15

20171031 93 $1,324,526.93 81 $4,719,105.30 69 $20,120,763.55 57 $59,485,680.41 45 $228,571,426.36 33 $693,617,421.70 21 $1,478,721,530.21 9 $2,023,921,130.25

20171130 94 $1,290,986.08 82 $4,453,860.36 70 $18,613,203.09 58 $52,959,653.99 46 $209,599,551.14 34 $652,892,173.36 22 $1,417,716,854.93 10 $2,112,179,764.37

20171231 95 $1,255,462.34 83 $4,235,055.74 71 $17,330,662.25 59 $46,972,439.95 47 $192,161,658.75 35 $614,449,160.50 23 $1,357,941,979.25 11 $2,198,825,460.34

20180131 96 $1,220,659.01 84 $3,971,340.79 72 $16,231,490.21 60 $41,005,285.12 48 $174,739,916.22 36 $574,874,504.74 24 $1,296,557,611.53 12 $2,121,553,323.91 0 $122,235,033.14

20180228 97 $1,176,631.10 85 $3,698,507.95 73 $15,135,773.73 61 $35,371,533.19 49 $158,147,957.18 37 $536,773,065.02 25 $1,236,990,263.03 13 $2,045,154,611.61 1 $254,922,049.44

20180331 98 $1,118,925.96 86 $3,488,698.16 74 $14,089,088.02 62 $30,111,303.32 50 $140,811,648.14 38 $495,234,176.30 26 $1,170,922,760.60 14 $1,959,518,577.66 2 $531,981,238.62

20180430 99 $1,061,173.76 87 $3,253,513.38 75 $13,286,483.23 63 $25,960,274.52 51 $126,794,234.18 39 $458,635,667.95 27 $1,111,817,056.92 15 $1,882,385,271.76 3 $844,907,882.41

20180531 100 $1,021,849.97 88 $3,062,574.22 76 $12,470,608.76 64 $22,289,675.40 52 $114,003,804.36 40 $423,761,790.89 28 $1,054,239,744.20 16 $1,806,256,837.47 4 $1,223,589,591.93

20180630 101 $995,869.66 89 $2,918,059.86 77 $11,712,270.61 65 $19,134,935.74 53 $102,958,926.89 41 $391,850,793.14 29 $998,602,372.05 17 $1,733,912,526.59 5 $1,522,706,322.33

20180731 102 $976,380.12 90 $2,809,873.99 78 $10,999,339.10 66 $16,477,201.90 54 $92,510,773.58 42 $361,505,405.60 30 $944,366,801.25 18 $1,662,572,330.00 6 $1,746,624,391.43

20180831 103 $933,923.19 91 $2,703,576.95 79 $10,435,446.20 67 $14,039,763.64 55 $82,715,618.33 43 $332,336,877.94 31 $890,028,967.30 19 $1,592,052,716.74 7 $1,947,848,239.84

20180930 80 68 56 44 32 20 8

20181031 81 69 57 45 33 21 9

20181130 82 70 58 46 34 22 10

20181231 83 71 59 47 35 23 11

20190131 84 72 60 48 36 24 12

20190228 85 73 61 49 37 25 13

20190331 86 74 62 50 38 26 14

20190430 87 75 63 51 39 27 15

20190531 88 76 64 52 40 28 16

20190630 89 77 65 53 41 29 17

20190731 90 78 66 54 42 30 18

20190831 91 79 67 55 43 31 19

20190930 92 80 68 56 44 32 20

20191031 93 81 69 57 45 33 21

20191130 94 82 70 58 46 34 22

20191231 95 ???? 83 ???? 71 ???? 59 ???? 47 ???? 35 ???? 23 ????

Re: Vintage analysis balance forecast HELP!

sivakoya — Mon, 10 Sep 2018 15:23:05 GMT

I do have SAS/ETS license. is there any particular procedure that suits this requirement?

Re: Vintage analysis balance forecast HELP!

Reeza — Mon, 10 Sep 2018 15:24:14 GMT

PROC AUTOREG and PROC FORECAST - see examples first (in documentation) and hopefully find something close to what you're doing.

@sivakoya wrote:

I do have SAS/ETS license. is there any particular procedure that suits this requirement?

Re: Vintage analysis balance forecast HELP!

sivakoya — Mon, 10 Sep 2018 17:33:39 GMT

sure, thanks!