topic Forecasting with seasonality in SAS Forecasting and Econometrics

Forecasting with seasonality

Moraes86 — Tue, 24 Jan 2023 14:06:48 GMT

Hi all,

I am trying to build a model to forecast, and initially I tried the cyclic model but I did not worked.

So, I would like to hear any suggestion for a bi seasonal pattern.

Thanks you all,

Daniel

Re: Forecasting with seasonality

sbxkoenk — Tue, 24 Jan 2023 20:27:52 GMT

So, I would like to hear any suggestion for a bi seasonal pattern.

Do you want to detect two distinct seasonal patterns that are mingled?

BR,

Koen

Re: Forecasting with seasonality

Moraes86 — Tue, 24 Jan 2023 21:08:42 GMT

I am trying to predict for a two seasonal pattern within the same year.

Re: Forecasting with seasonality

sbxkoenk — Tue, 24 Jan 2023 23:18:10 GMT

Hello,

The UCM procedure (SAS/ETS ; SAS Econometrics) has a :

SEASON statement
SPLINESEASON statement
BLOCKSEASON statement
CYCLE statement

These statements are NOT mutually exclusive.

( The UCM procedure analyzes and forecasts equally spaced univariate time series data by using an unobserved components model (UCM). The UCMs are also called structural models in the time series literature. )

SAS/ETS 15.2 User's Guide
The UCM Procedure
Example 42.3 Modeling Long Seasonal Patterns
https://go.documentation.sas.com/doc/en/pgmsascdc/9.4_3.5/etsug/etsug_ucm_examples03.htm

BR,

Koen