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05-24-2016 02:37 AM

Hi Guys

I set up a custom model (multiple linear regression model) in SAS Forecast Studio to get some coefficients for a few independent variables. Just trying to understand how SAS compute the forecast values becuase I did not put in any leading values for any independent variables. What is the equation used for this model?

Below is the code I copied from studio for the model of created, and also the prameter estimates in the attached file.

Thanks in advance.

Proc HPFARIMASPEC

/* Generated at: May 24, 2016 1:57:37 PM

* Model: MULTIREG

* Label: Y = CONST + Heating_Degree_Days ... + JUNE2012

*/

MODELREPOSITORY = work.temp

SPECNAME=MULTIPLEREGRESSION1

SPECLABEL=""

SPECTYPE=MULTIREG

SPECSOURCE=FSUI

;

FORECAST SYMBOL = Y TRANSFORM = NONE ;

INPUT SYMBOL = Heating_Degree_Days

TRANSFORM = NONE ;

INPUT SYMBOL = Cooling_Degree_Days

TRANSFORM = NONE ;

INPUT SYMBOL = PV_Cap_Log

TRANSFORM = NONE ;

INPUT SYMBOL = Max_of_Max_Temp

TRANSFORM = NONE ;

INPUT SYMBOL = SEASON

TRANSFORM = NONE ;

INPUT SYMBOL = Average_of_Avg_Humid

TRANSFORM = NONE ;

INPUT EVENT = JUNE2011

TRANSFORM = NONE ;

INPUT EVENT = JUNE2012

TRANSFORM = NONE ;

ESTIMATE

METHOD=CLS

CONVERGE=0.001

MAXITER=50

DELTA=0.001

SINGULAR=1.0E-7 ;

run;

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Solution

05-24-2016
08:49 PM

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Posted in reply to ridiculas

05-24-2016 09:30 AM

Hello -

If future values of independent variables are not included in the input data set, then the system will forecast those independent values using ESM. See STOCHASTIC statement of the HPFENGINE procedure for more information. SAS Forecast Studio will use future values of independent variables if they are included in the input data set.

Thanks,

Udo

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Solution

05-24-2016
08:49 PM

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Posted in reply to ridiculas

05-24-2016 09:30 AM

Hello -

If future values of independent variables are not included in the input data set, then the system will forecast those independent values using ESM. See STOCHASTIC statement of the HPFENGINE procedure for more information. SAS Forecast Studio will use future values of independent variables if they are included in the input data set.

Thanks,

Udo

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Posted in reply to udo_sas

05-24-2016 08:53 PM

Thanks udo. That answered by question.

I will check STOCHASTIC to find more info.