Hi, Andrea. I'm here to help. I see some potential issues with the code you posted. For example, the following statements will assign missing values to the variables on the left-hand side of the assignment statement because the variables on the right-hand side are not defined anywhere in the program and, as a result, are automatically defined as numeric scalars carrying missing values: p_fu[1] = P_Full;
ae_fu[1] = AE_Full;
p_ter[1] = P_Terna;
ae_ter[1] = AE_Terna; Also, the program specifies the "outscalars p_fu p_ter;" statement in order to declare a set of scalar variables in the SAS program that will be copied to the OUTSCALAR= output CAS table. However, the SAS program then redefined those scalar variables as arrays. This could create issues. If you would like those variables to be used as arrays and also to be output to a CAS table, then you can move them from the "outscalars" statement to the "outarrays weighted_forecast;" statement. Furthermore, the program does not invoke the "TSM.Run()" method on the declared instances of the TSM object. As a result, no forecasts are produced and the CFC object cannot extract forecasts from the TSM object instances in order to create a combination forecast. So that I may be able to help you with your programming task, would you kindly describe what data you have from the 6 NNET models? For example, the target variable (i.e., the original dependent series or Y-variable) is always required. To perform a combined forecast, you will also need the forecast series for each of the 6 NNET models. Note that if the "standard error" series of the 6 NNET forecasts are also available, then you can just combine the 6 NNET forecasts directly by adding them to a CFC object instance via the "CFC.AddPredict()" method and then invoking the "CFC.Run()" method to produce a combined forecast. However, if the standard error series of any of the 6 NNET forecasts are not available, then you will need to estimate the 'standard error" series by using the EXMSPEC/TSM objects. After initializing the TSM object with the EXMSPEC object and invoking the "TSM.Run()" method to produce a forecast and estimate the "standard error" series, you can then feed the resulting models to the CFC object via the "CFC.AddModel()" method. Finally, you will then invoke the "CFC.Run()" method to produce a combined forecast. In summary, the correct approach to this problem depends on what type of data you have available from the 6 NNET model forecasts. If you can provide this information, then I should be able to provide better guidance on how to approach this problem. Thank you.
... View more