Hi Dinesh,
Are you using PROC FORECAST as the title suggests?
I wouldn't use PROC FORECAST. The FORECAST procedure is obsolete and has been superseded by newer SAS/ETS procedures.
See this link for the alternatives:
SAS/ETS(R) 14.1 User's Guide Overview: FORECAST Procedure
http://support.sas.com/documentation/cdl/en/etsug/68148/HTML/default/viewer.htm#etsug_forecast_overview.htm
This said ... the SAS/ETS forecasting procedures and the SAS Forecast Server procedures (PROC HPFxxxxx) can output goodness-of-fit statistics for the FIT region (range/period), for the HOLD-OUT region (if any) and for the FORECAST region (which happens only if the BACK= option is greater than zero).
If you want MAPE (Mean Absolute Percent Error) for only a subset of one of these regions, then you will have to program it. Very simple for MAPE. See Statistics of Fit in SAS/ETS(R) 14.1 User's Guide:
http://support.sas.com/documentation/cdl/en/etsug/68148/HTML/default/viewer.htm#etsug_tffordet_sect048.htm
In the Time Series Forecasting Menu System (TSFS), you can choose what you want though. It's called an 'evaluation range' in that application. TSFS is part of SAS/ETS.
Evaluation Range
... is the current period of evaluation setting. This is the range of data that will be used to calculate the goodness-of-fit statistics for models fit to the series.
See Part IV. Time Series Forecasting System in the SAS/ETS(R) 14.1 User's Guide
http://support.sas.com/documentation/cdl/en/etsug/68148/HTML/default/viewer.htm#pt04.htm
Kind regards,
Koen
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