Hello,
I am trying to run multiple SAS forecasts without using TSFS.
Would it be possible to have the SAS code which would replicate the following model (the option bellow are the one I would use in TSFS Develop Models):
(I'm using SAS 9.1.3)
Interval: Month
Period of Fit: Jan2008 to Mar2012
Period of Evaluation: Jan2012 to Mar2012
Forecast Horizon: 44 (to Dec2015)
Error Method: Mean Absolute Percent Error
Smoothing Model: Winters Method Additive
Smoothing Weights:
Level: Optimize
Trend: Optimize
Season: Optimize
Bounds: Zero One/Additive
No Transformation
Thank you,
Madalin
Update: please note that ESM was introduced with SAS 9.2: http://support.sas.com/kb/31/654.html.
Hello -
I would suggest to have a look at PROC ESM.
Example:
* Create a test data set using your specifications;
data work.have(where=(date le "01MAR2012"d));
set sashelp.air;
date=intnx("month",date,59*12);
run;
*run ESM with Additive Winters;
proc esm data=work.have lead=44 outfor=work.want plot=forecasts;
id date interval=month;
forecast air / model=addwinters;
run;
Thanks,
Udo
Update: please note that ESM was introduced with SAS 9.2: http://support.sas.com/kb/31/654.html.
Hello -
I would suggest to have a look at PROC ESM.
Example:
* Create a test data set using your specifications;
data work.have(where=(date le "01MAR2012"d));
set sashelp.air;
date=intnx("month",date,59*12);
run;
*run ESM with Additive Winters;
proc esm data=work.have lead=44 outfor=work.want plot=forecasts;
id date interval=month;
forecast air / model=addwinters;
run;
Thanks,
Udo
Thank you Udo,
Much appreciated.
Proc esm is the one I need but unfortunately I'm using SAS 9.1.3.
Regards,
Madalin
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