I could use some guidance in selecting the most appropriate forecasting or prediction procedure given the following data, goals, and constraints: Data: Very large number of observations Monthly data per person (Feb thru Dec in year 1; Jan thru Mar in year 2); One continuous dependent variable Goal: Use Year 1 data to create a model Apply early Year 2 data to predict December of Year 2 The monthly DV observations are not linear over time (simple downward slope - quadratic?) My early attempts to predict have not been fruitful. I have tried PROC LOESS, FORECAST, ARIMA, X12, and TRANSREG. One of the above may be right, but the constrains of such large data mean long processing times and (commonly) insufficient memory. I'd appreciate any guidance regarding the most suitable method so I can subset the data and try again. Thanks!ss
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