Hello,   ALPHA defines the significance level to use in computing the confidence limits of the forecast. For example, ALPHA =0.05 produces 95% confidence intervals. The change of the value of ALPHA will NOT change the predicted value.    F.Y.I. http://support.sas.com/documentation/cdl/en/etsug/63939/HTML/default/viewer.htm#etsug_esm_sect007.htm      Thanks, Rain ... View more