Hi,
I'm a bit new to using SAS, but am currently attempting to use it to perform Winter's forecasts on a set of data. I found that in using the ESM procedure the parameters are optimized, which is great, but I am having some trouble specifying multi-step ahead forecasting. I know that setting lead will add additional forecasts to the end, but I want that process to occur throughout.
For instance, if I set a lead time of 2 and have 200 data points, the forecast for data point 150 should be set on 148, and remain the same from then on. In this way I have a list of forecasts that are all formed 2-periods out from the original data set.
If anyone could point me in the right direction I would greatly appreciate it.
Message was edited by: Sroy9
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