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Data formatting for ARIMA forecasting

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Data formatting for ARIMA forecasting

I am trying to prep my data for an ARIMA forecasting procedure. Must i have one line per date? I would like a forecast for a total count of units, however need to maintain the level of detail that allows me to dis-aggregate by unit type, state, and retailer. Do I need to set up the data such that I do a forecast for each combination of my detail?

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Re: Data formatting for ARIMA forecasting

Hello -

You can find an example here: http://support.sas.com/documentation/cdl/en/etsug/66100/HTML/default/viewer.htm#etsug_tsdata_sect004...

and more information here: http://support.sas.com/documentation/cdl/en/etsug/66100/HTML/default/viewer.htm#etsug_tsdata_sect004...

In order to introduce hierarchies like type, state, retailer you will need to use BY variables. See:  http://support.sas.com/documentation/cdl/en/etsug/66100/HTML/default/viewer.htm#etsug_tsdata_sect024...

If you check out the SASHELP.PRICEDATA sample data set, you will get an impression of the structure needed.

Thanks,

Udo

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