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mmrekabdar
Calcite | Level 5

I fitted a model using training data and I want  to evaluate it's performance on a test data set. How the model obtained in the first step (fitted model by training data) is applied to the test data by SAS functions?

1 ACCEPTED SOLUTION

Accepted Solutions
Puwang
Obsidian | Level 7

You can use the ESTIMATE statement options such as  AR=, MA=, ... and NOEST to fix the parameter values to the estimated values you obtained in your model fitting step.  See the "Options to Specify Parameter Values" section of the ESTIMATE statement documentation: http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_arima_sect022....

 

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4 REPLIES 4
Reeza
Super User

What SAS tool/procedure are you using?

 

mmrekabdar
Calcite | Level 5

I'm using Proc Arima procedure

Puwang
Obsidian | Level 7

You can use the ESTIMATE statement options such as  AR=, MA=, ... and NOEST to fix the parameter values to the estimated values you obtained in your model fitting step.  See the "Options to Specify Parameter Values" section of the ESTIMATE statement documentation: http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_arima_sect022....

 

mmrekabdar
Calcite | Level 5

Thanks Puwang.

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