We have the SAS time series (ETS) module and use it. But I can not figure out if we have the tool Time Series Forecasting System or not. I don't think so since I have been unable to locate it, but I would like to find out. Does anyone know how? I usually work inside EG if that matters.
I get it in this path: C:\ProgramData\Microsoft\Windows\Start Menu\Programs\SAS
The Time Series Forecasting Tool is an old user interface that's surfaced in SAS windowing environment (SAS.exe on your desktop).
Modern versions of the same (and more) capabilities are in Forecast Studio (a solution that runs on the SAS 9.4 platform) and SAS Visual Forecasting (in SAS Viya).
SAS Enterprise Guide has tasks for several ETS procedures, but not a project-driven interface dedicated to forecasting/time series.
The Time Series Forecasting System (TSFS) is a component of SAS/ETS® that provides a menu-based front-end for forecasting activities. You cannot use it from within Enterprise Guide. You need the SAS Windowing environment (some call it the SAS Display Manager).
I stopped using TSFS around the year 2010.
SAS 9.4 has a much better forecasting solution, being Forecast Server. SAS Forecast Studio (based on Java) is the client of SAS Forecast Server, providing a graphical interface for forecasting and time series analysis. On top of SAS/ETS , you need to license Forecast Server in order to be able to use it. Forecast Server comes with SAS High-Performance Forecasting. SAS High-Performance Forecasting (multi-threaded) is software with procedures (PROC HPxxxxx) and functions.
SAS® Forecast Server Procedures 15.3: User's Guide : https://documentation.sas.com/doc/en/hpfug/15.3/hpfug_pt02.htm
SAS® Forecast Studio 15.3: User’s Guide : https://documentation.sas.com/doc/en/fsug/15.3/titlepage.htm
Ciao,
Koen
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