Can I score my data using data from my model outputs of Proc UCM/PROC VARMAX

[sharat_dwibhasi_okstate_edu]

The dataset I am dealing here is Price Commodity relationship and it has values like:



I built several models using Proc Varmax and Proc UCM and I have the Fit Statistics and Parameter Estimates for these models. My requirement is to forecast the amount sold for different scenarios of Avg_Price_Diff to check how the forecast will change if we change the Avg_Price_Diff using these two models.

Is there a way to score data for these different price difference scenarios using the models built by Proc UCM and Proc Varmax.

Please let me know in case you need any further information. Thanks a lot in advance!

Best Regards,

Sharat Dwibhasi,

405-762-3218

[udo_sas]

Hello -

If you have access to SAS Forecast Server you will be able to take advantage of Forecasting Model Score Files and DATA Step Functions at least for your UCMs. See Chapter 22 of the SAS Forecast Server Procedures User's Guide. Or you could use SAS Forecast Studio's scenario analysis feature which provides access to this functionality.

Thanks,

Udo