I have managed to get an output of this coding which indicates which model with parameter p,d and h is the best fit model. However, I am stucked on how to forecast the future price with lead=6 with the p=8, d=8 and h=1. Can anyone help me out ? I am using SAS 9.4 and this model is functional coefficient autoregressive model.
The coding for fiding the best fit model is as follow:
proc import out=pepper
proc print data=pepper;
read all into y;
do p=1 to 8;
do d=1 to p;
do i= p+1 to nrow(y);
do h=0.1 to 1 by 0.1;
do j=1 to 4;
do i= p+1 to t;
do i=1 to n;
if (ind<=1) then do;
do i=1 to nrow(pdh);
if (pdh[i,4]=minAPE) then rw=i;
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