SAS Forecasting and Econometrics

Forecasting using SAS Visual Forecasting, SAS Forecast Server, SAS Econometrics and more
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cjauregui
Calcite | Level 5

Is there a file or report that has the seasonal index that Forecast Studio 3.1 is using when the _Seasonal_ flag for the model is Yes?

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alexchien
Pyrite | Level 9

The seasonal indices are not part of the FS output tables. However, you can take a look at the OUTCOMPONENT table to get the seasonal components (_COMP_ = 'Season')  and derive the seasonal indices from it. Please note that the seasonal components are computed based on the type of the selected model. For example, if the model is mutiplicative, the seasonal components should be centered at around 1. 

thanks

Alex

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alexchien
Pyrite | Level 9

The seasonal indices are not part of the FS output tables. However, you can take a look at the OUTCOMPONENT table to get the seasonal components (_COMP_ = 'Season')  and derive the seasonal indices from it. Please note that the seasonal components are computed based on the type of the selected model. For example, if the model is mutiplicative, the seasonal components should be centered at around 1. 

thanks

Alex