SAS code example to replicate TSFS interface

[smm662002]

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

[udo_sas · Accepted solution]

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

[smm662002]

Thank you Udo,

Much appreciated.

Proc esm is the one I need but unfortunately I'm using SAS 9.1.3.

Regards,

Madalin