topic SAS code example to replicate TSFS interface in SAS Forecasting and Econometrics

SAS code example to replicate TSFS interface

smm662002 — Thu, 10 May 2012 09:48:00 GMT

Hello,

I am trying to run multiple SAS forecasts without using TSFS.

Would it be possible to have the SAS code which would replicate the following model (the option bellow are the one I would use in TSFS Develop Models):

(I'm using SAS 9.1.3)

Interval: Month

Period of Fit: Jan2008 to Mar2012

Period of Evaluation: Jan2012 to Mar2012

Forecast Horizon: 44 (to Dec2015)

Error Method: Mean Absolute Percent Error

Smoothing Model: Winters Method Additive

Smoothing Weights:

Level: Optimize

Trend: Optimize

Season: Optimize

Bounds: Zero One/Additive

No Transformation

Thank you,

Madalin

Re: SAS code example to replicate TSFS interface

udo_sas — Tue, 15 May 2012 14:37:26 GMT

Update: please note that ESM was introduced with SAS 9.2: http://support.sas.com/kb/31/654.html.

Hello -

I would suggest to have a look at PROC ESM.

Example:

* Create a test data set using your specifications;

data work.have(where=(date le "01MAR2012"d));

set sashelp.air;

date=intnx("month",date,59*12);

run;

*run ESM with Additive Winters;

proc esm data=work.have lead=44 outfor=work.want plot=forecasts;

id date interval=month;

forecast air / model=addwinters;

run;

Thanks,

Udo

Re: SAS code example to replicate TSFS interface

smm662002 — Wed, 16 May 2012 10:26:04 GMT

Thank you Udo,

Much appreciated.

Proc esm is the one I need but unfortunately I'm using SAS 9.1.3.

Regards,

Madalin