Hello,
I have an ARIMAX model in Forecast Studio. What I'd like to do is to export the model as a SAS data step. I have done this with other predictive models, but I'm not sure how it would work for a model in FS. Do Forecast Studio have such a capability?
Unfortunately it is not possible to generate data step code that replicates the modeling in FS.
If you would give some background on what you are trying to accomplish we may be able to suggest other ways.
Is there any method for exporting the exact functional form of an ARIMA model that is built in Forecast Studio? I.e., to see the equation written out in full with variables, coefficients, and proper sign conventions displayed.
The model description (equation) is kept in the model repositories. This link may be helpful:
The coefficient estimates are in the OUTEST data set in the project folder.
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