You can read up about SAS catalogs here: https://documentation.sas.com/doc/en/pgmsascdc/9.4_3.5/engsas7bdat/n1j9umzjnkwzoyn1pwmgsnp35jm2.htm SAS/AF applications are built in SAS catalogs using entry types like FRAME and SCL. SAS catalogs have a file type of .sas7bcat. You could do a search of your system for files of this type, then use PROC CATALOG to view catalog contents. The most common use of catalogs in SAS is for storing formats and macros, so you will need to check catalog contents to be sure what they are used for. ... View more

It is a question about SAS/ETS. Better post it at Forecasting forum: https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/bd-p/forecasting_econometrics Also you could try PROC ESM . And I quoted: "The ESM procedure generates forecasts by using exponential smoothing models with optimized smoothing weights for many time series or transactional data." ... View more