topic Forecast Studio in SAS Forecasting and Econometrics

Forecast Studio

Forecaster — Thu, 29 Aug 2013 20:29:43 GMT

Has SAS forecast studio has the ability to handle the following automatically ?

1. Additive Outliers

2, Temproary Shifts

3. Level shifts

or should all these has to be done manually ?

My other question, how is the holiday effect handled within Forecast Studio ?

Thanks and Regards

Re: Forecast Studio

udo_sas — Fri, 06 Sep 2013 14:46:10 GMT

Hello -

SAS Forecast Studio is using the HPFDIAG procedure behind the scenes for outlier detection.

Please consult: http://support.sas.com/documentation/cdl/en/hpfug/66108/HTML/default/viewer.htm#hpfug_hpfdiag_details20.htm for information about the process.

This is true for the automatic outlier detection - if you would like to handle outliers manually, then please consider using the EVENTS facility of SAS Forecast Studio.

Holidays are handled by SAS Forecast Studio through the use of events as well. SAS Forecast Studio provides access to some holiday events, such as Easter out-of-the-box, but you can customize events to your needs manually. Behind the scenes it is using the HPFEVENTS procedure - not all features of the procedure are available in the GUI, though. Documentation can be found here: http://support.sas.com/documentation/cdl/en/hpfug/66108/HTML/default/viewer.htm#hpfug_hpfevents_toc.htm

Thanks,

Udo

Re: Forecast Studio

manuellara — Fri, 18 May 2018 13:39:31 GMT

Hi,

So if i develop a model ARIMA (not automaty), do i have to add the oulier handle???? Then, where do you see the outlier´s reports of the model i develop??? because i don´t see any outlier´s report of the model that i develop