Thank you. This certainly helps a lot.    I was kind of doing the same thing but at the same time wondering if there's a better way to do this other than assigning null values to the dependent variable in the test period.   I was wondering if you could also help and redirect me to something similar to a recursive training a model in SAS; if there are some examples I could refer to. The goal is to further analyze how the model forecasts could be improved for a relatively shorter 'n' time step prediction. ... View more