one step forecasts in test data

[mmrekabdar]

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?

[Reeza]

What SAS tool/procedure are you using?

[mmrekabdar]

I'm using Proc Arima procedure

[Puwang · Accepted solution]

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]

Thanks Puwang.