Desktop productivity for business analysts and programmers

creating forecast fractiles for fan charts

Not applicable
Posts: 0

creating forecast fractiles for fan charts

Dear all,

I wonder whether anybody knows of any resouce (e.g., sample code, paper, etc.) on the construction with SAS of forecast confidence intervals that "grow" as the forecast horizon expands. Ultimately, I am trying to arrive to a set of fractiles for the forecast confidence intervals that can be graphed as "fan charts".

thanks for any information,
Super Contributor
Posts: 260

Re: creating forecast fractiles for fan charts

Posted in reply to deleted_user
Maybe you should look at FORECAST and ARIMA procedures (or some forecasting tasks in Enterprise Guide) : those procedures can model your time series and predict the future with a growing confidence interval as times goes by...
Unfortunately, I'm not keen on time series for myself.
Ask a Question
Discussion stats
  • 1 reply
  • 2 in conversation