03-15-2011 12:27 AM
07-26-2011 11:46 AM
Provided I understand correctly what you would like to archive, I think the answer is to run ESM several times using the BACK= option and to merge the results of each run.
Here is an illustration of what I'm referring to: I running ESM 12 times with a lead time of one while decreasing the out-of-sample size for each run and keeping the prediction of each run.
Hope that helps.
%do i=&value. %to 1 %by -1;
proc esm data=sashelp.air out=_null_ outfor=work.outfor&i. lead=1 back=&i.;
id date interval=month;forecast air / method=winters;
data outfor&i.;set outfor&i.(keep=actual predict date) end=last;