Hi: Data _NULL_ is correct. _N_ is not a row index -- it is a count of loops through the data step program. Which is why I qualified what I said about using _N_ -- that as long as you were doing a simple read/write in your program you could use _N_. Because in that instance, _N_ will correspond to each observation, assuming that each observation is read with 1 loop of the DATA step program. You could write DATA step programs to read more than one observation in a single loop of the program -- in which case, _N_ would cease to be a possibility. But in your case, assuming you have explained the problem as your program works -- with a simple read/write situation -- and you are only reading 1 observation for every loop through the program, then you can use _N_ as shown. cynthia ... View more

Hello - Provided I understand correctly what you would like to archive, I think the answer is to run ESM several times using the BACK= option and to merge the results of each run. Here is an illustration of what I'm referring to: I running ESM 12 times with a lead time of one while decreasing the out-of-sample size for each run and keeping the prediction of each run. Hope that helps. Thanks, Udo %macro esm(value);   %do i=&value. %to 1 %by -1;    proc esm data=sashelp.air out=_null_ outfor=work.outfor&i. lead=1 back=&i.;      id date interval=month;      forecast air / method=winters;    run;    data outfor&i.;      set outfor&i.(keep=actual predict date) end=last;      if last;    run;   %end;   data result;    set outfor1-outfor12;    by date;   run; %mend; %esm(12) ... View more