topic Re: How to do forecast using Proc Transreg (pspline option)? in Statistical Procedures

How to do forecast using Proc Transreg (pspline option)?

viollete — Thu, 06 Sep 2018 08:29:42 GMT

Hi,

I want to use two-dimensional p-spline method to forecast death rates for next year. How can I do it using Proc Transreg procedure in SAS?

Thank you.

Re: How to do forecast using Proc Transreg (pspline option)?

Rick_SAS — Thu, 06 Sep 2018 15:27:48 GMT

You can put multiple variable names inside the PSPLINE transformation:

proc transreg data=sashelp.cars(where=(Type^="Hybrid")) plots=all;
model identity(mpg_city) = pspline(Horsepower Wheelbase / nknots=1);
run;

Re: How to do forecast using Proc Transreg (pspline option)?

PaigeMiller — Thu, 06 Sep 2018 15:40:18 GMT

I'm wondering if it is really valid to use a spline to do a forecast. A forecast seems like extrapolation to me, and I doubt that a spline does a good job at that.