You should be able to use the SCORE statement to create a data set with the predicted values for the training data: https://go.documentation.sas.com/doc/en/emhpprcref/15.2/emhpprcref_hpforest_syntax08.htm Or you can use the SAVE statement to create an analytic store ("astore") file that allows you to score new data using that generated file in HP4SCORE: https://go.documentation.sas.com/doc/en/emhpprcref/15.2/emhpprcref_hpforest_syntax07.htm and https://go.documentation.sas.com/doc/en/emhpprcref/15.2/emhpprcref_hp4score_toc.htm     Hope that helps. ... View more