Hi Udo, Is there any other SAS software can do that? We have base, enterprise guide, miner, and forecast studio so far. Thanks ... View more

Thanks! Will check it out ... View more

Hi rselukar, I am wondering do you have a link or can you tell me where I can find the documentation for the SCORE statement you mentioned? Thanks ... View more

Hi Udo, Can you give me some details of how to do it in scenario analysis? From what I know, I can manully put in some value for my independent variable, and SAS will produce the new predicted value base on the input. However, it is different in my case. I know how much,and what is the probability JP_t will go up or down if I know the CS_t-1. The probability of JP going upward or downward is actually base on the previous CS value, if CS is big, then the probability of JP going downward increase, and vice versa. I have the probabilty formula for JP already. Ultimately, I want to run a simulation to predict how many time my JP will go up or down in a certain period in the future. Is it that possible in scenatio analysis? Thanks ... View more

Is it possible for me to set a formula for my independent varaibale (JP in this case)? So basically telling SAS what is the probability of JP going to each different value base on its probability distribution. Eg, if JP is 1000, then 20% it will be 500, and 80% it will be 2000 in next time point. And ask SAS forcast studio to run the simulation to predict the outcome in a certain period? ... View more

Hi rselukar, This is excatly what I need! Thanks! ... View more

Hi Ballardw Thanks for the reply. It is an ARIMA model. here is the SAS code. Proc HPFARIMASPEC   * Model: SUBSETARIMA   * Label: CS =  D=(1) Q=( 1 2 3 ) NOINT  + JP :  D=(1) DEN=( 1 2 )   */ MODELREPOSITORY = work.temp SPECNAME=LEAF_1 SPECLABEL="ARIMA:  CS  ~ D = (1)  Q = 3   NOINT  +  INPUT: Dif(1) JP  DEN = 2" SPECTYPE=SUBSETARIMA SPECSOURCE=FSUI ; FORECAST SYMBOL = CS TRANSFORM = NONE NOINT DIF = ( 1 ) Q = ( 1 2 3 ) ; INPUT SYMBOL = JP TRANSFORM = NONE DIF = ( 1 )  DEN = ( 1 2 ); ESTIMATE METHOD=CLS CONVERGE=0.0010 MAXITER=50 DELTA=0.0010 SINGULAR=1.0E-7  ; run; ... View more