Hello,
The Time Series Forecasting Menu System (TSFMS) is very old and can only be used from the SAS windowing environment (aka SAS Display Manager) in SAS 9.4.
I only use it to explain some basic principles to customers (like how to work with interventions or interrupted time series analysis).
What version of SAS do you have?
Submit :
%PUT &=sysvlong4;
to find out.
If you have SAS VIYA, you need to turn to VF (Visual Forecasting) or the forecasting tasks in SAS Studio V.
And on VIYA, if you are lucky with your license, you have SAS Econometrics on top of SAS/ETS.
If you are still on SAS 9.4, you can use TSFMS indeed, but a better option is "Forecast Studio and Forecast Server" (Forecast Server uses the HPF-procedures | High-Performance Forecasting procedures).
Especially if you have big data, I would not use TSFMS.
While Forecast Server and Visual Forecasting analyze the series to come up with the "best" formula, TSFMS only analyzes the time series to a certain extent (basic properties). In the end there's a library of predefined models tested against the time series and that can take a while.
Cheers,
Koen