The Best of Both Worlds: Forecasting Using Time Series with Inputs

Learn how to use regression with autocorrelated errors. You'll see examples using the SAS procedures AUTOREG and ARIMA. Issues arising in the use of these procedures and a comparison of features of each to those of the other are presented. The emphasis is on when to use each procedure, how to understand the results, and how to use diagnostics to improve the model.

Link to Paper: https://www.lexjansen.com/sesug/2019/SESUG2019_Paper-118_Final_PDF.pdf

Dr. David Dickey is a SAS timeseries expert, an experienced instructor, distinguished professor -- and a fun speaker! This meeting is brought to you by Windy City SAS Users Group (WCSUG).

Please reserve your seat by registering for this event (hosted in Zoom).