BookmarkSubscribeRSS Feed
parmis
Fluorite | Level 6

Hello SAS users,

Can anyone  explain the difference between Winters and Multseasonal forecasting method?

They both look the same to me.

 

Thank you!

1 REPLY 1
dw_sas
SAS Employee

Hi @parmis ,

 

I assume your question is related to PROC ESM.  (If my assumption is not correct, then please clarify the SAS procedure or product you are running.)

 

The Winters and Multseasonal models can both be used to fit multiplicative seasonal models, however, Winters method includes 3 smoothing parameters (level, trend, seasonal), whereas the Multseasonal model includes only 2 smoothing parameters (level, seasonal).  For details on these smoothing models, please see the "Equations for the Smoothing Models" section of the Time Series Forecasting System documentation link below:

 

https://go.documentation.sas.com/?docsetId=etsug&docsetTarget=etsug_tffordet_sect021.htm&docsetVersi...

 

I hope this helps!

DW

 

SAS INNOVATE 2024

Innovate_SAS_Blue.png

Registration is open! SAS is returning to Vegas for an AI and analytics experience like no other! Whether you're an executive, manager, end user or SAS partner, SAS Innovate is designed for everyone on your team. Register for just $495 by 12/31/2023.

If you are interested in speaking, there is still time to submit a session idea. More details are posted on the website. 

Register now!

Multiple Linear Regression in SAS

Learn how to run multiple linear regression models with and without interactions, presented by SAS user Alex Chaplin.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 1 reply
  • 453 views
  • 2 likes
  • 2 in conversation