Hello -
Both ARIMA and UCM will not only give you forecasted values, but much more.
A nice feature of UCM is that it can "decompose" forecasts into their components - which will allow you to do the "what-if" type of scenario you are talking about.
Below you will find an example - hope this helps.
Thanks,
Udo
*first create future values for the masonry variable of sashelp.workers;
proc esm data=sashelp.workers out=masonry plot=forecasts;
id date interval=month;
forecast masonry / method=winters;
run;
*merge the 2 new data sets - note that for masonry it features forecasted values, which you can change later to assess the impact;
data total;
merge sashelp.workers(drop=masonry) masonry;
by date;
run;
*run UCM with mansonry, irregular and level (which is also called trend in UCM) as compoents;
*check out the outfor data set, which features the components of the forecasts;
*outest features the parameter estimates;
proc ucm data=total plots=smooth(decomp);
id date interval=month;
model electric=masonry;
irregular;
level;
estimate outest=outest;
forecast lead=12 outfor=outfor;
run;