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Forecaster · ‎09-05-2024

I have the following SAS program. I'm using this data to forecast. I have created dummy variables. I need to create/extend the ausdata to Jan to Dec 2015 with dummy data for ausdata, so I can use it in SAS forecast procedures like arima forecast statement. Question: How do I create a dataset like below when the data ends in Dec 2014. data ausdata; input units @@; date = intnx( 'month', '01jan2011'd, _n_-1 ); format date monyy7.; datalines; 16831 17234 20546 19226 21136 20939 21103 22897 22162 22184 23108 25967 20123 21715 24497 21720 25053 23915 24972 26183 24163 26172 26642 29086 24002 24190 26052 26707 29077 26927 30300 29854 28824 31519 32084 33160 24827 23285 23884 21921 22715 19919 20560 18961 18780 17998 16624 18450 ; run; data ausdata; set ausdata; shift2014 = ( date >= '1jan2014'd ); ao2014 = ( date = '1may2014'd ); run;

Forecaster · ‎09-03-2024

Proc UCM has a new feature called TF (Experimental). SAS Help Center: TF Statement I have SAS ETS 14.1 in 9.4 (TS1M3). Is there a way to get an updated Proc UCM (15.2 I believe) in the same environment?

Forecaster · ‎10-01-2019

How do I interpret the outlier effects such as level shift on log transformed data, clearly exponentiating the coefficients is not correct. As an example, see below is what I get. how to interpret Nov 2008 level shift value of -0.09102? below is a reproducible example to produce the above coefficients. data retail(label="Retail Sales"); attrib Date length=8 label="Date" format=MONYY7. informat=MONYY7. sales length=8 label="Retail Sales" ; input Date sales; datalines; Jan1992 146376 Feb1992 147079 Mar1992 159336 Apr1992 163669 May1992 170068 Jun1992 168663 Jul1992 169890 Aug1992 170364 Sep1992 164617 Oct1992 173655 Nov1992 171547 Dec1992 208838 Jan1993 153221 Feb1993 150087 Mar1993 170439 Apr1993 176456 May1993 182231 Jun1993 181535 Jul1993 183682 Aug1993 183318 Sep1993 177406 Oct1993 182737 Nov1993 187443 Dec1993 224540 Jan1994 161349 Feb1994 162841 Mar1994 192319 Apr1994 189569 May1994 194927 Jun1994 197946 Jul1994 193355 Aug1994 202388 Sep1994 193954 Oct1994 197956 Nov1994 202520 Dec1994 241111 Jan1995 175344 Feb1995 172138 Mar1995 201279 Apr1995 196039 May1995 210478 Jun1995 211844 Jul1995 203411 Aug1995 214248 Sep1995 202122 Oct1995 204044 Nov1995 212190 Dec1995 247491 Jan1996 185019 Feb1996 192380 Mar1996 212110 Apr1996 211718 May1996 226936 Jun1996 217511 Jul1996 218111 Aug1996 226062 Sep1996 209250 Oct1996 222663 Nov1996 223953 Dec1996 258081 Jan1997 200389 Feb1997 197556 Mar1997 225133 Apr1997 220329 May1997 234190 Jun1997 227365 Jul1997 231521 Aug1997 235252 Sep1997 222807 Oct1997 232251 Nov1997 228284 Dec1997 271054 Jan1998 207853 Feb1998 203863 Mar1998 230313 Apr1998 234503 May1998 245027 Jun1998 244067 Jul1998 241431 Aug1998 240462 Sep1998 231243 Oct1998 244234 Nov1998 240991 Dec1998 288969 Jan1999 218126 Feb1999 220650 Mar1999 253550 Apr1999 250783 May1999 262113 Jun1999 260918 Jul1999 262051 Aug1999 265089 Sep1999 253905 Oct1999 258040 Nov1999 264106 Dec1999 317659 Jan2000 236422 Feb2000 250580 Mar2000 279515 Apr2000 264417 May2000 283706 Jun2000 281288 Jul2000 271146 Aug2000 283944 Sep2000 269155 Oct2000 270899 Nov2000 276507 Dec2000 319958 Jan2001 250746 Feb2001 247772 Mar2001 280449 Apr2001 274925 May2001 296013 Jun2001 287881 Jul2001 279098 Aug2001 294763 Sep2001 261924 Oct2001 291596 Nov2001 287537 Dec2001 326202 Jan2002 255598 Feb2002 253086 Mar2002 285261 Apr2002 284747 May2002 300402 Jun2002 288854 Jul2002 295433 Aug2002 307256 Sep2002 273189 Oct2002 287540 Nov2002 290705 Dec2002 337006 Jan2003 268328 Feb2003 259051 Mar2003 293693 Apr2003 294251 May2003 312389 Jun2003 300998 Jul2003 309923 Aug2003 317056 Sep2003 293890 Oct2003 304036 Nov2003 301265 Dec2003 357577 Jan2004 281460 Feb2004 282444 Mar2004 319077 Apr2004 315191 May2004 328408 Jun2004 321044 Jul2004 328000 Aug2004 326317 Sep2004 313524 Oct2004 319726 Nov2004 324259 Dec2004 387155 Jan2005 293261 Feb2005 295062 Mar2005 339141 Apr2005 335632 May2005 345348 Jun2005 350945 Jul2005 351827 Aug2005 355701 Sep2005 333289 Oct2005 336134 Nov2005 343798 Dec2005 405608 Jan2006 318546 Feb2006 314051 Mar2006 361993 Apr2006 351667 May2006 373560 Jun2006 366615 Jul2006 362203 Aug2006 375795 Sep2006 346214 Oct2006 348796 Nov2006 356928 Dec2006 417991 Jan2007 328877 Feb2007 323162 Mar2007 374142 Apr2007 358535 May2007 391512 Jun2007 376639 Jul2007 372354 Aug2007 388016 Sep2007 353936 Oct2007 368681 Nov2007 377802 Dec2007 426077 Jan2008 342639 Feb2008 343893 Mar2008 372907 Apr2008 368920 May2008 397956 Jun2008 378507 Jul2008 383726 Aug2008 382862 Sep2008 350542 Oct2008 349847 Nov2008 335545 Dec2008 384236 Jan2009 310188 Feb2009 299412 Mar2009 328526 Apr2009 329854 May2009 347728 Jun2009 344405 Jul2009 348071 Aug2009 353392 Sep2009 324646 Oct2009 338610 Nov2009 339363 Dec2009 400281 Jan2010 314557 Feb2010 310925 Mar2010 360679 Apr2010 356333 May2010 365605 Jun2010 358604 Jul2010 361939 Aug2010 362627 Sep2010 345999 Oct2010 355209 Nov2010 365828 Dec2010 426663 Jan2011 335587 Feb2011 337314 Mar2011 387088 Apr2011 380775 May2011 391999 Jun2011 388700 Jul2011 384682 Aug2011 394609 Sep2011 375025 Oct2011 379482 Nov2011 391220 Dec2011 451821 Jan2012 355184 Feb2012 372401 Mar2012 414149 Apr2012 392949 May2012 418608 Jun2012 400975 Jul2012 396026 Aug2012 417922 Sep2012 385609 Oct2012 399400 Nov2012 411065 Dec2012 462102 Jan2013 375587 Feb2013 373987 Mar2013 421719 Apr2013 408544 May2013 437188 Jun2013 414714 Jul2013 422410 Aug2013 435005 Sep2013 396213 Oct2013 415700 Nov2013 423786 Dec2013 476910 Jan2014 383054 Feb2014 380019 Mar2014 432651 Apr2014 431396 May2014 459231 Jun2014 433282 Jul2014 443281 Aug2014 451366 Sep2014 421424 Oct2014 438457 Nov2014 439165 Dec2014 502330 Jan2015 398027 Feb2015 388063 Mar2015 445970 Apr2015 439637 May2015 464785 Jun2015 449794 Jul2015 459533 Aug2015 457905 Sep2015 432782 Oct2015 446593 Nov2015 446773 Dec2015 519625 Jan2016 401982 Feb2016 415189 Mar2016 461198 Apr2016 451468 May2016 470430 Jun2016 465023 Jul2016 462162 Aug2016 471996 Sep2016 448749 Oct2016 453088 Nov2016 467765 Dec2016 540273 Jan2017 421560 Feb2017 417983 Mar2017 483059 Apr2017 466058 May2017 495264 Jun2017 482456 Jul2017 475984 Aug2017 491090 Sep2017 470406 Oct2017 476925 Nov2017 499446 Dec2017 560379 Jan2018 445484 Feb2018 437005 Mar2018 510380 Apr2018 482412 May2018 530082 Jun2018 510029 Jul2018 508010 Aug2018 523933 Sep2018 481094 Oct2018 506360 Nov2018 522804 Dec2018 563497 Jan2019 459143 Feb2019 444794 Mar2019 518304 Apr2019 510176 May2019 547036 Jun2019 517984 Jul2019 533058 ; run; data xretail; set retail; lsales = log(sales); run; proc arima data=xretail; identify var= lsales(1,12); estimate q=(1)(12) noint method=ml; outlier type=(ao ls tc(5)) maxnum=10 id=Date; run;

Forecaster · ‎07-22-2018

Hello, I would l would like to know how one could specify the following compounded transfer function. This gives a compounded effect of abrupt spike and decay and settles in a new mean. This can be visualized as follows. I can easily code the first part of the equation, the question is how to compound both with same intervention variable. Thanks in advance

Forecaster · ‎07-09-2017

I have customer data that has sales, promotion (promo) and competitor sales (comp) information by customer and month. I'm trying to estimate the impact of promotion on sales. I'm intending to use Proc Panel, since this is a panel data. I know from domain knowledge that there is carryover (auto regressive) effect of sales and promotion for atleast 2 months. Below is the first equation: To eliminate individual customer specific effects (ai), we take first difference and obtain the following equation 2. The above equation can be written in panel data is: Proc panel data = cust_data; id cust time; instrument correlated =(comp sales_1); model Sales = promo promo_1 promo_2 comp comp_1 comp_2 sales_1 sales_2/gmm fdone nolevels; run; Below are my questions: Goal is to estimate comp and sales_1 as instrument variable method ? How would I state these two variables in the instrument statement ? Can I use both fdone and nolevels ?, since comp and sales_1 are correlated with differenced error term, is it correct to mention in instrument statement under correlated ? Would fdone or nolevels in model take care of first difference estimation? or should I difference it ahead of time and supply the data in Proc Panel ? Is GMM1 or GMM2 appropriate? How to choose appropriate GMM? how to write the equation (1) using SAS proc panel? Thank you for the help

Forecaster · ‎02-11-2017

I have SAS 9.4. Can you please show me how to use SAS sgplot? I have provided a reproducible example. I tried sgpanel but not sure how to use all series at once? Thanks

Forecaster · ‎02-11-2017

I'm trying to plot multiple time series plot which looks like a spahetti plot. I'm trying to avoid spaghetti plot by using lattice or panel like plots. Here is the SAS dataset to replicate,I have dataset called "temp" with grouping variable called group. The data is time series with time variable "date" and y variable "air". data alldata1; set sashelp.air; group = "REF"; keep date air group; run; data alldata2; set sashelp.air; group = "A1"; air=air+30; keep date air group; run; data alldata3; set sashelp.air; group = "A2"; air=air+60; keep date air group; run; data alldata4; set sashelp.air; group = "A3"; air=air-30; keep date air group; run; data alldata5; set sashelp.air; group = "A4"; air=air-60; keep date air group; run; data temp; set alldata1 alldata2 alldata3 alldata4 alldata5; run; The grouping variable "group" has 5 categories. "REF", A1,A2,A3,A4. I need to creat a chart like the one below where "REF" group highlighted in "red" and each category is highlighted in blue and the rest of the category in light grey. Below are my questions: How do I replicate thie above using a SAS procedure ? how can I choose the number of rows and columns, in the above chart it is 2 (rows) by 2 (colums). What if I have more than 8 categories and want to display it as ? how can I export this cart as ps or png high resolution file? Thanks

Forecaster · ‎12-29-2016

Is it possible to access proc optlso in SAS/IML ? If yes, is it possible to provide few example from the documentation on SAS/IML ? Thanks

Forecaster · ‎12-21-2016

@joshgriffin Thank you very much, setting seed=0 and running the program multiple times did the trick. I really appreciate your quick response.

Forecaster · ‎12-20-2016

Firstly Kudos to SAS team for providing the wonderful procedure for general optimization (single and multiobjective) procedure Proc OPTLSO. I have worked in almost all software, this procedure seems to be the most powerful and general solver that I know of. I have a hard nonlinear and nonsmooth opbjective function with linear and nonlinear constraints. The true global optimum for my problem is 26.35. However proc optlso returns 27.45. When I change the population size from 300 to 250, I get the true optimum of 26.35. When I change the population size to 200 I dont get the optimal solution. Here are my questions: What is the best strategy to get global optimum "every" time when I run the program ? Is there a best practice ? Changing population size I'm assuming is not ideal. How o set the seed to random number generator based on clock or something like it ? Will this improve chances of getting the global optimum ? Default seed is 1, I would like to change the seed every time a global solver is started. Would increasing nglobal and nlocal help improve the chance of getting global optimum ? proc optlso ABSFCONV= 1e-20 primalout = solution variables = vardata lincon = lindata nlincon = condata objective = objdata POPSIZE = 300 logfreq = 50 NGLOBAL = 20 nlocal = 20 ; run;

Forecaster · ‎12-20-2016

@RW9I'm trying to pass the macro into a FMCP function which would be later used in an optimization procedure. For example: The key here is the when defining function fdef, lets suppose I have x1,x2,x3,x4,x5,x6. none of them work except hard coding. If there is a better way to pass the &var please let me know proc fcmp outlib=sasuser.myfuncs.mypkg; function fdef(&var); array x[&n.]; array y[&n.,&n.] /nosym (&mat.); fx = 0; do j = 1 to dim(y); fx = fx + (y[i,j]- (x[i]*x[j])); end; return(fx); endsub;

Forecaster · ‎12-19-2016

impressive

Forecaster · ‎12-19-2016

I'm trying to create a variable list to pass it to a function. Right now I'm creating it manually for instance if n = 5, I have to create x1,x2,x3,x4,x5 seperated by comma, if n = 6 then I have to create x1,x2,x3,x4,x5,x6 %let n = 5; %let variable = x1,x2,x3,x4,x5; %let n=6; %let variable = x1,x2,x3,x4,x5,x6; my question is how to create "variable" macro automatically depening on the n value specified?

Forecaster · ‎12-15-2016

Thank you very much. Can you please also let me know if I can print i,j,k to the log or lst ?

Forecaster · ‎12-15-2016

I'm trying to write a following function that I would like to minimize using a sas optlso. But I'm having difficulty in figuring out the logic. Any help in creating the logic would be very helpful. here is the function: The part that I cannot figure out is i ne j ne k ne i. If you can modify the below code to reflecy te a Below is a reproducible example. Any help would be greating appreciated. proc fcmp outlib=sasuser.myfuncs.mypkg; function fdef1(x1, x2,x3,x4,x5,x6,x7); array x[7]; array y[7,7] /nosym ( 1.0000 4.0000 9.0000 6.0000 6.0000 5.0000 5.0000 0.2500 1.0000 7.0000 5.0000 5.0000 3.0000 4.0000 0.1111 0.1429 1.0000 0.2000 0.2000 0.1429 0.2000 0.1667 0.2000 5.0000 1.0000 1.0000 0.3333 0.3333 0.1667 0.2000 5.0000 1.0000 1.0000 0.3333 0.3333 0.2000 0.3333 7.0000 3.0000 3.0000 1.0000 2.0000 0.2000 0.2500 5.0000 3.0000 3.0000 0.5000 1.0000); fx = 0; do i= 1 to dim(y); do j = i+1 to dim(y); do k = 1 to dim(y); fx = fx + ((y[i,k]*y[k,j])-(x[i]/x[j]))**2; end; end; end; return(fx); endsub; run; One additional question: Is there a way to print out the indices i j and k in the loop to a SAS log/dataset to QC ?

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Date Last Visited	‎09-07-2024 11:14 AM

extend the dataset

Proc UCM new version Transfer function

interpreting log transformed regression/outlier variable in PROC ARIMA

ARIMA transfer function compound effect

Proc Panel for dynamic panel models

Re: sgpanel time series plot spaghetti chart

sgpanel time series plot spaghetti chart

proc optlso in SAS IML

Re: PROC OPTLSO: strategies to find global optimum

PROC OPTLSO: strategies to find global optimum

Re: extend the dataset

Re: Proc UCM new version Transfer function

Re: PROC OPTLSO: strategies to find global optimum

Re: How to create dynamic suffix variable name and assign it to macro ...

Re: How to create dynamic suffix variable name and assign it to macro ...

Re: What forecasting topics would you like to see covered during SAS G...

extend the dataset

Proc UCM new version Transfer function

interpreting log transformed regression/outlier variable in PROC ARIMA

ARIMA transfer function compound effect

Proc Panel for dynamic panel models

Re: sgpanel time series plot spaghetti chart

sgpanel time series plot spaghetti chart

proc optlso in SAS IML

Re: PROC OPTLSO: strategies to find global optimum

PROC OPTLSO: strategies to find global optimum

Re: How to create dynamic suffix variable name and assign it to macro ...

Re: How to create dynamic suffix variable name and assign it to macro ...

How to create dynamic suffix variable name and assign it to macro ?

Re: FCMP complex loop to write function

FCMP complex loop to write function