topic Re: how to use SAS to create forecasting model including moving average, and exponential smoothing? in SAS Forecasting and Econometrics

how to use SAS to create forecasting model including moving average, and exponential smoothing?

julieq8880 — Tue, 09 Oct 2018 01:36:15 GMT

Hi,

Is there anyone to show me how to use SAS to create forecasting model including moving average, and exponential smoothing?

Thanks!

Re: how to use SAS to create forecasting model including moving average, and exponential smoothing?

Ksharp — Tue, 09 Oct 2018 12:58:41 GMT

@Rick_SAS wrote a blog about it a couple of years ago.

Maybe he could give you an hand .

Search it at

https://blogs.sas.com/content/iml/

Re: how to use SAS to create forecasting model including moving average, and exponential smoothing?

mitrov — Tue, 09 Oct 2018 19:45:25 GMT

I would strongly recommend that you use the Forecasting Tasks in SAS studio. You can find the links in my signature.

Re: how to use SAS to create forecasting model including moving average, and exponential smoothing?

julieq8880 — Wed, 10 Oct 2018 01:11:42 GMT

Hi,

I use the forecasting in tasks at SAS Studio. But the results are not what I forecast by manual. For example, in moving average model, I use the three periods, and also data for the previous three periods is 2.5, 2 and 3. Suppose the forecasting data for the firth period is 2.5. But SAS shows it is 2.7070, 2.6619 and so on. I do not understand how the results come out. I appreciate somebody can help clarify and explain it.

Thanks!