Hi All,
I ran Holt winters additive time series model on my time series. As a default outputs, I have got 95% confidence interval for my forecast in one of the SAS output summary. Is there any way that I can get prediction intervals for forecast in the outputs as well? Prediction interval is different from confidence interval.
Please let me know.
Thanks!
Kishore
Hi,
Are you using PROC ESM or PROC forecast?
If using PROC ESM, the OUTFOR data set contains the prediction intervals. See http://support.sas.com/documentation/cdl/en/etsug/68148/HTML/default/etsug_esm_details10.htm#etsug_e...
If using PROC FORECAST, I encourage you to use PROC ESM instead, which superseeded PROC FORECAST. See here:
Michele
Hi,
Are you using PROC ESM or PROC forecast?
If using PROC ESM, the OUTFOR data set contains the prediction intervals. See http://support.sas.com/documentation/cdl/en/etsug/68148/HTML/default/etsug_esm_details10.htm#etsug_e...
If using PROC FORECAST, I encourage you to use PROC ESM instead, which superseeded PROC FORECAST. See here:
Michele
Thanks for your reply. I was getting confused between CIs & PIs. As you clarified in the case of PROC ESM it would be PI by default. Thanks a ton.
You are correct that the documentation is a bit confusing in that. I will change it to make it clearer. Thanks for pointing it out.
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