https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-add-explanatory-variables-in-forecasting-models/m-p/77115#M355 Hi <BR /> Hope someone out there would help me.<BR /> <BR /> I have 7 years historical data on hospital separations and want to forecast the future hospital demand for the next decade by selected variables such as category of disease, place of residence and place of treatment, using SAS/ETS.<BR /> A sample of data look like:<BR /> <BR /> TimeID Separations Categories of disease, place of residence<BR /> 01Jan2001 800,000 1 1<BR /> 01Jan2002 900,000 1 1<BR /> .<BR /> .<BR /> 01Jan2007 1,110,000 1 1<BR /> <BR /> 01Jan2001 900,000 1 2<BR /> 01Jan2002 950,000 1 2<BR /> .<BR /> .<BR /> 01Jan2007 1,120,000 1 2<BR /> 01Jan2001 800,000 2 1<BR /> 01Jan2002 900,000 2 1<BR /> .<BR /> .<BR /> 01Jan2007 1,110,000 2 1<BR /> <BR /> 01Jan2001 900,000 2 2<BR /> 01Jan2002 950,000 2 2<BR /> .<BR /> .<BR /> 01Jan2007 1,120,000 2 2<BR /> <BR /> <BR /> The above is a simplified version of my data, just wanted to find out (i) how I can include the explanatory variables into forecasting models using Time Series Forecasting System (TSFS) and (ii) if I choose the 'fit the model automatically' option in the TSFS, does that mean the computer will then automatically select the best fit model for my data so that I don't have to test and compare each individual models such as using PROC ARIMA, PROC EXPAND, PROC VARMAX etc.<BR /> <BR /> Thanks.<BR /> <BR /> Paris Wed, 18 Mar 2009 01:39:49 GMT deleted_user 2009-03-18T01:39:49Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-add-explanatory-variables-in-forecasting-models/m-p/77115#M355 Hi <BR /> Hope someone out there would help me.<BR /> <BR /> I have 7 years historical data on hospital separations and want to forecast the future hospital demand for the next decade by selected variables such as category of disease, place of residence and place of treatment, using SAS/ETS.<BR /> A sample of data look like:<BR /> <BR /> TimeID Separations Categories of disease, place of residence<BR /> 01Jan2001 800,000 1 1<BR /> 01Jan2002 900,000 1 1<BR /> .<BR /> .<BR /> 01Jan2007 1,110,000 1 1<BR /> <BR /> 01Jan2001 900,000 1 2<BR /> 01Jan2002 950,000 1 2<BR /> .<BR /> .<BR /> 01Jan2007 1,120,000 1 2<BR /> 01Jan2001 800,000 2 1<BR /> 01Jan2002 900,000 2 1<BR /> .<BR /> .<BR /> 01Jan2007 1,110,000 2 1<BR /> <BR /> 01Jan2001 900,000 2 2<BR /> 01Jan2002 950,000 2 2<BR /> .<BR /> .<BR /> 01Jan2007 1,120,000 2 2<BR /> <BR /> <BR /> The above is a simplified version of my data, just wanted to find out (i) how I can include the explanatory variables into forecasting models using Time Series Forecasting System (TSFS) and (ii) if I choose the 'fit the model automatically' option in the TSFS, does that mean the computer will then automatically select the best fit model for my data so that I don't have to test and compare each individual models such as using PROC ARIMA, PROC EXPAND, PROC VARMAX etc.<BR /> <BR /> Thanks.<BR /> <BR /> Paris Wed, 18 Mar 2009 01:39:49 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-add-explanatory-variables-in-forecasting-models/m-p/77115#M355 deleted_user 2009-03-18T01:39:49Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-add-explanatory-variables-in-forecasting-models/m-p/77116#M356 Suggest you check the SAS support website <A href="http://support.sas.com/" target="_blank">http://support.sas.com/</A> and the SEARCH FACILITY using the forum post subject to start. I found several references on the topic / subject posted.<BR /> <BR /> Scott Barry<BR /> SBBWorks, Inc. Wed, 18 Mar 2009 03:17:43 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-add-explanatory-variables-in-forecasting-models/m-p/77116#M356 sbb 2009-03-18T03:17:43Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-add-explanatory-variables-in-forecasting-models/m-p/77117#M357 Sbb<BR /> <BR /> I didn't find the answers from the website that you have directed me to. Can you please be more specific?<BR /> <BR /> Paris Wed, 18 Mar 2009 05:03:37 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-add-explanatory-variables-in-forecasting-models/m-p/77117#M357 deleted_user 2009-03-18T05:03:37Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-add-explanatory-variables-in-forecasting-models/m-p/77118#M358 Using your SUBJECT, I used the website search facility and also Google advanced search with lowercase parameter site:sas.com to limit the search to the SAS.COM website, and found these two papers related to SAS/ETS software:<BR /> <BR /> <A href="http://support.sas.com/rnd/app/papers/tsfs.pdf" target="_blank">http://support.sas.com/rnd/app/papers/tsfs.pdf</A><BR /> <BR /> <BR /> Also, an acronym TSFS (Time Series Forecasting System) may help reveal additional reference materials.<BR /> <BR /> The link below references a technical paper on PROC MDC, if useful:<BR /> <BR /> <A href="http://support.sas.com/rnd/app/papers/mdc.pdf" target="_blank">http://support.sas.com/rnd/app/papers/mdc.pdf</A><BR /> <BR /> <BR /> Scott Barry<BR /> SBBWorks, Inc. Wed, 18 Mar 2009 13:24:29 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-add-explanatory-variables-in-forecasting-models/m-p/77118#M358 sbb 2009-03-18T13:24:29Z https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-add-explanatory-variables-in-forecasting-models/m-p/77119#M359 Thanks, sbb.<BR /> <BR /> Paris Thu, 19 Mar 2009 00:04:04 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-to-add-explanatory-variables-in-forecasting-models/m-p/77119#M359 deleted_user 2009-03-19T00:04:04Z