How to build custom models in PROC TSMODEL

ankush2301 — Mon, 17 Jun 2019 06:57:47 GMT

Hi,

I want to decompose the historical sales into S_level, S_slope, S_irregular,S_season in PROC TS model UCM model (very similar to OutComponent output while executing PROC UCM). Can someone please let me know how we can give options for extracting out component while executing UCM through PROC TS MODEL in SAS VIYA 8.3.

Any help will be highly appreciated.

THanks

Ankush Porwal

Re: How to build custom models in PROC TSMODEL

rajib_nath — Wed, 10 Jul 2019 07:11:23 GMT

Hi Ankush,

you may need to use the TSM package with TSMODEL. Directing to the link of UCMSpec object - https://go.documentation.sas.com/?docsetId=castsp&docsetTarget=castsp_tsm_sect097.htm&docsetVersion=8.3&locale=en

Hope this helps. Regards,

topic Re: How to build custom models in PROC TSMODEL in SAS Forecasting and Econometrics

How to build custom models in PROC TSMODEL

Re: How to build custom models in PROC TSMODEL