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
Hi Sean,
Please add the OUTFORECAST option to the FORECAST statement, and table B1 to the OUTPUT statement in your PROC X12 code. This should extend table B1 for each variable in your VAR statement with the LEAD= forecasts and write them to the OUT= data set specified in your OUTPUT statement. These forecasts will be on the original scale of your data. Note that if you want the confidence limits in addition to the forecasts, then you will need to use the ODS OUTPUT statement as in your current application.
If the above modifications to your code do not allow you to obtain the forecasts in the OUT= data set, then please indicate the release of SAS you are running.
I hope this helps!
DW
Hi Sean,
Please add the OUTFORECAST option to the FORECAST statement, and table B1 to the OUTPUT statement in your PROC X12 code. This should extend table B1 for each variable in your VAR statement with the LEAD= forecasts and write them to the OUT= data set specified in your OUTPUT statement. These forecasts will be on the original scale of your data. Note that if you want the confidence limits in addition to the forecasts, then you will need to use the ODS OUTPUT statement as in your current application.
If the above modifications to your code do not allow you to obtain the forecasts in the OUT= data set, then please indicate the release of SAS you are running.
I hope this helps!
DW
Registration is open! SAS is returning to Vegas for an AI and analytics experience like no other! Whether you're an executive, manager, end user or SAS partner, SAS Innovate is designed for everyone on your team. Register for just $495 by 12/31/2023.
If you are interested in speaking, there is still time to submit a session idea. More details are posted on the website.
Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.
Find more tutorials on the SAS Users YouTube channel.