11-15-2011 11:13 AM
I want to build a forecast value add report, in the report I use a naive forecast (MA3, 3 month moving average) as baseline.
Now I am in November, I want my forecast start from December and cover 12 months
I have complete request history up to September.
For MA3, I want the forecast to be built as below
Dec forecast = sum of jul,aug and sep request / 3
jan forecast = (sum of aug and sep request + dec forecast) /3
feb forecast = (sep forecast + sum of dec and jan forecast) /3
mar forecast = sum of dec, jan and feb forecast
expend up to 12 months
my data store in below structure (for all missing month, request quantity is 0)
ProductArea Product_Level_1 Request_Period_DT Request_Quantity
AAA bbb nov-2010 100
AAA bbb mar-2011 80
AAA bbb apr-2011 100
AAA bbb may-2011 90
AAA bbb sep-2011 200
AAA ccc jun-2011 100
AAA ccc jul-2011 50
AAA ccc aug-2011 80
AAA ccc sep-2011 90
BBB ddd jul-2011 100
BBB eee mar-2011 80
BBB eee apr-2011 100
BBB eee may-2011 90
With any give date periods(e.g. from Jun-2011 to Oct-2011), how can I program to build MA3 forecast for 5 cycles:smileyconfused:
11-18-2011 04:25 PM
Hello Alex -
In my SAS Global Forum Paper: "Extending SAS High-Performance Forecasting Using User-Defined Models" I'm using a MA3 model as an example.
You will find some code snippets on how to use the following procedures to come up with MA3 models: EXPAND, HPFARIMASPEC, and FMCP.