Hi Experts, I have a SAS dataset that has transactions count by hour for 3 years. The count of transactions at a specific hour depends on the same hour and day of the previous n weeks. Example, The transaction count of future Tuesday 10AM, depends on all the past Tuesdays 10AM values. The value at Thurdsay 6 PM would depend on all past Thursday 6PM. Could you please let me a starting program to forecast this for the next day. Thank you. I have tried using PROC ARIMA with NLAG=168. But that doesn't seem to work, the forecast for 00:00 hours starts at high value and then the forecast value tends to move to zero by 23:00 PROC ARIMA DATA=PDB.UNIFIED_TS; IDENTIFY VAR=SALES NLAG=168; ESTIMATE P=1 Q=1; RUN; FORECAST LEAD=168 INTERVAL=HOUR ID=DATETIME OUT=PDB.RESULTS; RUN; QUIT; I then tried using PROC UCM, but I am not sure what I am doing wrong there. PROC UCM DATA=TIMESER_TS; ID DATETM INTERVAL=HOUR; MODEL MSU; IRREGULAR; LEVEL; SLOPE; SEASON LENGTH=24 TYPE=TRIG; ESTIMATE; FORECAST LEAD=48 OUTFOR=FORE_UCM; RUN; QUIT; Thank you, Vasanth.S
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