I'm keen to learn forecasting.But i dont have iota of idea what it is about.I have decent SAS programming skiils.Could you help me in guiding to the right place where I can learn forecasting in SAS and what SAS products are required to start learning.
I took the following in-class course "https://support.sas.com/edu/schedules.html?id=89&ctry=US" and learned a ton from it.
Even if you take the class I recommend reading up on the subject beforehand, because it moves very quickly. I studied the 4-volume SAS/ETS user's guide (http://www.okstate.edu/sas/v8/saspdf/ets/pdfidx.htm), but mostly just the ARIMA procedure.
I also found the book Time Series by Kendall & Ord at the municipal library, which explains the theory behind time series analysis. In my limited experience I've found that there's as much art as there is science to time series analysis, and theory helps explain some of the choices that need to be made, more so than the SAS User's Guide did.