Data formatting for ARIMA forecasting

Strachan — Fri, 20 Sep 2013 21:29:02 GMT

I am trying to prep my data for an ARIMA forecasting procedure. Must i have one line per date? I would like a forecast for a total count of units, however need to maintain the level of detail that allows me to dis-aggregate by unit type, state, and retailer. Do I need to set up the data such that I do a forecast for each combination of my detail?

Re: Data formatting for ARIMA forecasting

udo_sas — Tue, 24 Sep 2013 13:17:40 GMT

Hello -

You can find an example here: http://support.sas.com/documentation/cdl/en/etsug/66100/HTML/default/viewer.htm#etsug_tsdata_sect004.htm

and more information here: http://support.sas.com/documentation/cdl/en/etsug/66100/HTML/default/viewer.htm#etsug_tsdata_sect004.htm

In order to introduce hierarchies like type, state, retailer you will need to use BY variables. See: http://support.sas.com/documentation/cdl/en/etsug/66100/HTML/default/viewer.htm#etsug_tsdata_sect024.htm

If you check out the SASHELP.PRICEDATA sample data set, you will get an impression of the structure needed.

Thanks,

Udo

topic Re: Data formatting for ARIMA forecasting in SAS Forecasting and Econometrics

Data formatting for ARIMA forecasting

Re: Data formatting for ARIMA forecasting