BookmarkSubscribeRSS Feed
🔒 This topic is solved and locked. Need further help from the community? Please sign in and ask a new question.
JustABitOutside
Fluorite | Level 6

I am running PROC UCM to forecast ln(sales). The log() function is being used in a preceding DATA step to transform the series. In order to transform back to the original scale and get forecasts of the mean (and not the median), I need the forecasts on the log scale and the estimated residual variance. What's the easiest way (or any way) in PROC UCM to output the residual variance from the model? Thank you in advance for any input you are able to provide. 

1 ACCEPTED SOLUTION

Accepted Solutions
rselukar
SAS Employee

You can specify an OUTFOR= data set in the FORECAST statement.  The STD column in this data set is what you need.

View solution in original post

2 REPLIES 2
rselukar
SAS Employee

You can specify an OUTFOR= data set in the FORECAST statement.  The STD column in this data set is what you need.

JustABitOutside
Fluorite | Level 6

Thank you! This is exactly what I needed. 

hackathon24-white-horiz.png

The 2025 SAS Hackathon Kicks Off on June 11!

Watch the live Hackathon Kickoff to get all the essential information about the SAS Hackathon—including how to join, how to participate, and expert tips for success.

YouTube LinkedIn

Discussion stats
  • 2 replies
  • 1219 views
  • 2 likes
  • 2 in conversation