topic Re: Saving forecasts in an output table in SAS Forecasting and Econometrics

Saving forecasts in an output table

T_AR — Tue, 03 Dec 2024 10:04:53 GMT

Hi,
i want to save forecats when using proc x13 arima.
html output displays them, but i cann't find how to actually save them to a dataset.
i can only find a way to save these components of the forecast: A6, A7, A8, A9, A10, B1, D10, D10B, D10D, D16, D16B, D18,E18- but it's not enough.
how can i save the actual final forecasts?

here's a reproducible example:

this works but i dont get any forecasts:

data WORK.JOIN_2_v1;
set sashelp.air;
series_code = "L_R";
obs_dt = intnx('month', '01JAN1949'd, _N_-1);
OBS_VALUE = air;
format obs_dt date9.;
run;

proc x13 data = WORK.JOIN_2_v1(where= (series_code = "L_R" and obs_dt ge '01JAN1949'd))
date = obs_dt;
var OBS_VALUE;
transform function = NONE;
regression predefined = lom;
arima model = ( (0 1 1)(0 1 1));
forecast lead=12;
estimate MAXITER=1501;
outlier aocv = 3.64 TYPE = AO;
x11 trendma = 13;
output OUT = x13 d11;
id series_code;
run;

i tried many AI suggestion such as:
/*1- output OUT = x13 forecast=forecast_data;*/
/*2- forecast lead=12 outfcst==forecast_data; */
/*3- forecast lead=12 out=forecast_data; */

none worked.

Re: Saving forecasts in an output table

PaigeMiller — Tue, 03 Dec 2024 11:13:13 GMT

Instead of using AI, check the documentation! https://documentation.sas.com/doc/en/pgmsascdc/9.4_3.4/etsug/etsug_x13_toc.htm

I think you want to add options to the FORECAST statement, as shown here: https://documentation.sas.com/doc/en/pgmsascdc/9.4_3.4/etsug/etsug_x13_syntax10.htm

Re: Saving forecasts in an output table

PaigeMiller — Tue, 03 Dec 2024 17:22:48 GMT

Or use ODS TRACE to determine how to get the output into a SAS data set

https://www.lexjansen.com/nesug/nesug07/cc/cc30.pdf

Re: Saving forecasts in an output table

T_AR — Wed, 04 Dec 2024 07:38:15 GMT

Re: Saving forecasts in an output table

T_AR — Wed, 04 Dec 2024 07:47:34 GMT

Thanks

Re: Saving forecasts in an output table

T_AR — Wed, 04 Dec 2024 12:36:56 GMT

Hi ,
Thanks for the previous response.

I'll try to clarify my questions regarding exporting forecasts from X-13ARIMA-SEATS to a SAS table. I have read the manual's FORECAST statement (and the output statement) carefully, and as mentioned earlier, it seems like it can only export these tables: A6, A7, A8, A9, A10, B1, D10, D10B, D10D, D16, D16B, D18, and E18. I would anticipate the option to export the forecasts to a SAS table would be available directly. However, I haven't found it (yet...).

Here is the code I am using:

/* Input data */
data WORK.have;
    set sashelp.air;
    series_code = "L_R";
    obs_dt = intnx('month', '01JAN1949'd, _N_-1);
    OBS_VALUE = air;
    format obs_dt date9.;
run;

/* Seasonal adjustment */
proc x13 data = WORK.have(where= (series_code = "L_R" and obs_dt ge '01JAN1949'd)) date = obs_dt;
    var OBS_VALUE;
    transform function = NONE;
    regression predefined = lom;
    arima model = ( (0 1 1)(0 1 1));
    forecast lead=12 outfcst;
    estimate MAXITER=1501;
    outlier aocv = 3.64 TYPE = AO;
    x11 trendma = 13;
    output OUT = x13 a1 d10 d11;
    id series_code;
run;

data want;
    /* Forecasts come from the HTML file produced by x13 */
    infile cards dlm=' ' dsd truncover;
    input obs_dt :monyy7. forecast :best8.2;
    format obs_dt monyy7. forecast best8.2;
    cards;
    JAN1961 446.097
    FEB1961 415.65
    MAR1961 489.378
    APR1961 489.277
    MAY1961 501.268
    JUN1961 563.504
    JUL1961 649.473
    AUG1961 635.676
    SEP1961 537.826
    OCT1961 490.162
    NOV1961 421.249
    DEC1961 463.227
    ;
run;

As suggested, I tried adding ods output like so:

ods output ForecastCL= wanted_ods;
proc x13 data = WORK.have(where= (series_code = "L_R" and obs_dt ge '01JAN1949'd)) 
   date = obs_dt noprint;
   var OBS_VALUE;
   transform function = NONE;
   regression predefined = lom;
   arima model = ( (0 1 1)(0 1 1));
   forecast lead=12 outfcst;
   estimate MAXITER=1501;
   outlier aocv = 3.64 TYPE = AO;
   x11 trendma = 13;
   output OUT = x13 a1 b1 d10 d11;
   id series_code;
   /* ods output ForecastCL= wanted_ods; *//* It'll work here too */
run;

However, in the production environment, I am forced by IT to add NOPRINT to avoid creating HTML output. When I add NOPRINT, the wanted_ods is not being created, and I'm back at the starting point.

Is there a way to directly export the forecast values to a SAS table without generating HTML output? Any help or suggestions would be greatly appreciated.

Thank you!

Re: Saving forecasts in an output table

PaigeMiller — Wed, 04 Dec 2024 16:36:31 GMT

From the documentation

OUTFCST
OUTFORECAST

determines whether forecasts are included in certain tables sent to the output data set. If OUTFORECAST is specified, then forecast values are included in the output data set for Tables A6, A7, A8, A9, A10, B1, D10, D10B, D10D, D16, D16B, D18, and E18. The default is not to include forecasts. The OUTFORECAST option can be specified in either the X11 statement or the FORECAST statement with identical results.

You don't have to send output to HTML, you can send output to a text file and then the ODS TRACE and ODS OUTPUT should work fine.

Re: Saving forecasts in an output table

T_AR — Thu, 05 Dec 2024 09:00:11 GMT

Hi,

Thanks for your reply. As mentioned, I have read the forecast statement manual carefully, but the list of available forecast's components does not include the actual forecasts. Please see the difference between the want_ods table and the output I get from x13_suggested.

(The ODS solution doesn't work in the production environment because it must create an HTML file, and that's blocked in production by IT).

data WORK.have;

set sashelp.air;

series_code = "L_R";

obs_dt = intnx('month', '01JAN1949'd, _N_-1);

OBS_VALUE = air;

format obs_dt date9.;

run;

ods output ForecastCL=want_ods (keep=date forecast);

proc x13 data=WORK.have(where=(series_code = "L_R" and obs_dt ge '01JAN1949'd))

date=obs_dt /*noprint*/;

var OBS_VALUE;

transform function=NONE;

regression predefined=lom;

arima model=((0 1 1)(0 1 1));

forecast lead=12 outfcst;

estimate MAXITER=1501;

outlier aocv=3.64 TYPE=AO;

x11 trendma=13;

/*outputting ALL available options*/

output OUT=x13_suggested1 A6 A7 A8 A9

A10 B1 D10 D10B D10D D16 D16B D18 e18;

id series_code;

/* ods output ForecastCL=ForecastCLData;*/

run;

data x13_suggested;

retain obs_dt ch_is_forecast;

set x13_suggested1 (where=(obs_dt >= mdy(1, 1, 1961)));

keep obs_dt

/*ch_is_forecast*/

obs_value_A6

obs_value_A7

obs_value_A8

obs_value_A9

obs_value_A10

obs_value_B1

obs_value_D10

obs_value_D10B

obs_value_D10D

obs_value_D16

obs_value_D16B

obs_value_D18

obs_value_e18;

/*ch_is_forecast=sum(obs_value_B1,obs_value_D18);*/

run;

P.S. (I must add that at first, I tried adding up the following components (before even checking if it makes sense):

ch_is_forecast=sum(obs_value_B1, obs_value_D18);, but when using auxdata, this approach doesn't work.

(I could send the code, but I didn't want the message to be too long.)

Re: Saving forecasts in an output table

PaigeMiller — Thu, 05 Dec 2024 10:49:47 GMT

(The ODS solution doesn't work in the production environment because it must create an HTML file, and that's blocked in production by IT).

Send the output to a text file, and then ODS OUTPUT works fine.

Re: Saving forecasts in an output table

T_AR — Thu, 05 Dec 2024 12:28:06 GMT

I think the soultion of adding up* components may have worked
I have to check it on real data now.
I'll let you know in about a week.

(*I guess the necessary adjustments must be made in cases of log transformation)
Thanks

Re: Saving forecasts in an output table

PaigeMiller — Thu, 05 Dec 2024 12:40:17 GMT

@T_AR wrote:

I think the soultion of adding up* components may have worked

No idea what the above is talking about.

You can also send HTML to a dummy file, so that no actual file is created, and the ODS OUTPUT works properly. Example:

filename fake dummy;
ods html file=fake;
proc means data=sashelp.class;
    ods output summary=summary;
    var height;
run;
ods html close;

Re: Saving forecasts in an output table

T_AR — Thu, 12 Dec 2024 14:00:58 GMT

Hi,

Thanks for your help.

I found a solution to compute the forecasts without using ods output.
I use B1 and D18 (sum or multiply depending on the transforamtion used) to re-create the forecast using forecast &output statments .
This is issue can be seen as closed. Thanks again.

Re: Saving forecasts in an output table

PaigeMiller — Thu, 12 Dec 2024 14:43:32 GMT

@T_AR wrote:

Hi,

Thanks for your help.

I found a solution to compute the forecasts without using ods output.
I use B1 and D18 (sum or multiply depending on the transforamtion used) to re-create the forecast using forecast &output statments .
This is issue can be seen as closed. Thanks again.

@T_AR

For anyone else who needs this solution, can you provide more detail and actual code?