Hi there,
I am forecasting a large number of series using the automatic ARIMA model selection function within the X12 procedure. From what I can tell from the documentation and experimentation, there is no output data set of the forecasts. The only way to extract the data is through the ODS. This is inefficient with so many series. Is there a more efficient way to extract the forecasts from the automatic ARIMA modelling?
ods output ModelEstimation.AutoModel.FinalModelChoice=x12_model_choice;
ods output Forecasts.Original.ForecastCL=x12_forecasts;
proc x12 data=trend date=series interval=qtr plots=none;
var %loopdata;
transform function=auto;
automdl maxdiff=(1,1) maxorder=(4,1);
forecast lead=20;
output out=x12_fcs a1;
run;
Regards,
Sean