Hello -
SAS Forecast Server is designed to tackle large scale forecasting problems - as such you will find functionality in this product which is specifically designed for these kinds of challenges, such as picking a champion model for each time series at hand from a wide range of statistical forecasting models automatically.
The procedures you are referring to, such as ARIMA, ESM, and UCM, were implemented with a different purpose in mind, which is allowing a modeller to focus on a couple of time series only, and try to come up with the very best model, by fine tuning options manually.
Of course there is overlap between the 2 domains, and things are not as black and white as my earlier statement may suggest.
If you like to mimic SAS Forecast Server like behaviour with these procedures, you probably will have to write a lot of SAS code yourself.
Thanks,
Udo
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