Thanks Udo,  I am all for the SAS Forecast Server..  I might have to do some groupings and then reuse the model specifications over again.. But the question I have, since Price is the dependent variable, would that be treated independently by each 6000 models..  So use the Store (6000) as a BY Groupings. Also the harder question is, how does ARIMA do variable selection, I beleive ARIMAX might?? Thanks ... View more

Thanks Tom, I thought of a similar approach, but using proc timeseries.. I'll give yours a try. ... View more

Ok, if each of my series (Store by Product, over 500 of them) has data from let's say Mar'2005 to Jun'2009, with Pricing data that has some holes in between.. I would like to extend that period from Jan'2000 to Dec'2011 with simply leaving the beginning (eg. Jan'2000 to Mar'2005) with blanks/missing, and the ends (eg.Jun'2009 to Dec'2011) also having missing data.. BUT, the original holes that are in between Mar'2005 and Jun'2009 to NOT be filled in or interploated.  Proc Timeseries allows to create the end (Jan'2000) and end (Dec'2011) , but the problem is that it also interpolates the holes in between Mar'2005 and Jun'2009. I have figured a way around it, but it's a 2 step process.. Step 1. Use Proc Timeseries to create the time frame as a shell, with meaningless info.. then Step 2. just merge the original Mar'2005 to Jun'2009 using a BY group, wiht the shell in Step1. So it's dooable, but I wondered if there's something quicker through either proc timeseries or proc expand..I think for Proc Expand I can Chose METHOD=NONE, but don't know how I can pick a start and end date.. thanks ... View more

Thanks Udo, I'll give it a try.. Here are my 2 options from what I understand. 1) Use proc esm to forecast all the ending missing data to a set date eg. 31Dec2011 2) Use proc timeseries to end at a certain date eg.31Dec2011 and then use something like ARIMA to forecast the current missing data .. This way is still a littl econfusing as ARIMA will start at the Dec2011 date and not sure how it will fit in each Store x Product differently.. I will try it. ' Thanks ... View more

Thanks Udo,  my only problem is that none of the setmissing options make sense for my data.  What I mean by that is that I have a cyclical and season and trend with different hills and valleys all over the place.  If I do a mean, it will input a straight line from the last point of the known data.  Any idea what I can use to look at previous data wiht the cycles and trends, etc, to get a non linear forecast.  Or do I have to use ARIMA if I want that.?  Thanks ... View more