A correction: Case 1: Your series does not have an obvious trend. PROC UCM data=test; model y=x1 x2; level checkbreak; irregular; run; ... View more

I just posted an example of our forecast result.  Here is the the code. Our date variable is in date9. format already.    Data &input_data.;    Set &input_data.;   adj_vol_addwinters=Actuals;   adj_vol_seasonal=Actuals; Run;     proc esm data=&input_data. outfor=forecast_model outstat=stat_models lead=52; Id week_dt interval=weekly accumulate=total; Forecast adj_vol_seasonal / model=seasonal; Forecast adj_vol_addwinters / model=addwinters; Run; ... View more

Plz post it at Forecast Forum since PROC ESM is under SAS/ETS module. https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics ... View more

@Kurt_Bremser: "do not use proc import, but write your own data step"   You've said a mouthful!   ... View more