Date in forecast output

Trader84 — Mon, 24 Mar 2014 21:44:06 GMT

Hello at all,

i'm using proc varmax for VECM and VAR models. When i perform the analysis and ask for forecast output i don't find in SAS table date (03.24.2014 for example) associated to each forecast record. How can i ask for it?

I need it to graph prediction vs real data in order to monitor models performance.

tks

Proc varmax data =	XX =(Forecasts Model) plots=residual(residual normal);
	model X Y =Z /p=1 noint
		print=(estimates diagnose);
	by Profilo;
	/NLOPTIONS MAXITER= 2000;/
	output out=Forecast_Mavir_std lead=3;

run;Quit;

Re: Date in forecast output

ballardw — Mon, 24 Mar 2014 22:51:38 GMT

Which variable is your date variable? You may want to add an ID statement with that variable to include it in the output dataset.

topic Re: Date in forecast output in SAS Forecasting and Econometrics

Date in forecast output

Re: Date in forecast output