topic Re: Export FS model into SAS datastep in SAS Forecasting and Econometrics

Export FS model into SAS datastep

Zathras — Wed, 10 Apr 2019 18:46:05 GMT

Hello,

I have an ARIMAX model in Forecast Studio. What I'd like to do is to export the model as a SAS data step. I have done this with other predictive models, but I'm not sure how it would work for a model in FS. Do Forecast Studio have such a capability?

Re: Export FS model into SAS datastep

mitrov — Thu, 11 Apr 2019 15:19:40 GMT

Unfortunately it is not possible to generate data step code that replicates the modeling in FS.

If you would give some background on what you are trying to accomplish we may be able to suggest other ways.

Re: Export FS model into SAS datastep

tlicquia — Thu, 11 Apr 2019 20:26:35 GMT

Is there any method for exporting the exact functional form of an ARIMA model that is built in Forecast Studio? I.e., to see the equation written out in full with variables, coefficients, and proper sign conventions displayed.

Re: Export FS model into SAS datastep

mitrov — Mon, 05 Aug 2019 13:29:57 GMT

The model description (equation) is kept in the model repositories. This link may be helpful:

https://go.documentation.sas.com/?docsetId=fsug&docsetTarget=p0u0w2seies6ibn1793y5k4bunlf.htm&docsetVersion=15.1&locale=en

The coefficient estimates are in the OUTEST data set in the project folder.

https://go.documentation.sas.com/?docsetId=fsug&docsetTarget=p0xajbrvykr010n1j05x4s3w6o8z.htm&docsetVersion=15.1&locale=en