How do you perform a Croston forecast in SAS?

[narnia649]

The only documentation I found was the following:
SAS Help Center: Croston’s Method

I'm using SAS 9.4, and was trying to see if there was a proc available, but I couldn't find it as an option in PROC FORECAST, PROC ESM, or PROC UCM.

Is it buried somewhere within there?

[Cynthia_sas]

Hi:
Here are some documentation references for the Forecast Server procedures and Croston's method:
https://go.documentation.sas.com/doc/en/pgmsascdc/9.4_3.3/hpfug/hpfug_hpfdet_sect031.htm
https://go.documentation.sas.com /doc/en/pgmsascdc/9.4_3.3/hpfug/hpfug_hpfidm_gettingstarted.htm
Cynthia

[narnia649]

Appreciate the response, I found those docs. Does this mean that you need Forecast Server option of SAS to run?
I just have SAS 9.4. I've never used any of SAS's other products like Viya, etc.

[Cynthia_sas]

Hi:
You may need to check with your SAS Administrator to find out whether your company has licensed Forecast Server and if so, how you can access it.
Cynthia

[sbxkoenk · Accepted solution]

Hello @narnia649 ,

You do NOT need SAS VIYA.

You need the SAS High-Performance Forecasting product in SAS 9.4 with which the HPFxxxxx procedures are associated.

(I think you can take a license containing the SAS High-Performance Forecasting product apart from Forecast Server / Forecast Studio)

When submitting 

proc setinit; run;

, you should see this line in the LOG-screen.

---SAS High-Performance Forecasting

Or just try :

proc hpf; run;

and the LOG will tell you if the concerned product is available at your site.

This being said, if you do not have PROC HPF, ... the basic Croston method is easy to program.
It's based on simple exponential smoothing (SES) ... twice :

- on the non-zero elements of the time series 

- on the times between non-zero elements (intervals between demands) of the time series.
This is then used in a form of the constant model to predict the future demand.

See internet. Formula is easy!

Good luck,

Koen