Seasonality Forecasting

Basil — Wed, 17 Jan 2007 15:47:00 GMT

I am working on a seasonality project and I would like to determine a monthly affect if possible. I found a graph at:

http://support.sas.com/rnd/app/ets/cap/ets_forecasting.html

which sort of shows the seasonality trend I am looking for. I have tried using the forecast command: "%fcb" and I am able to come up with a logistic forecast. It is smooth and does not include the jumps per month. I would like a graph that really shows the monthly affect and not just the yearly slope. (I have set my interval to month). I am fairly new to SAS, any suggestions?

Re: Seasonality Forecasting

Kabuto — Tue, 06 Feb 2007 22:28:42 GMT

Whether your data have monthly effect is determined by ACF and PACF which don't show in your link, but they are absolutely necessary before fitting a time series model. The Time Series Forecasting System has this function. I guess there are two possible reasons in your study. First, your data really have no monthly trend. Second, the time series model you fit is not appropriate.

topic Seasonality Forecasting in ODS and Base Reporting

Seasonality Forecasting

Re: Seasonality Forecasting