Time Series Analysis Package

This example uses the TSMODEL procedure to test whether the series Actual is unbiased:

proc hpf data=sashelp.air out=_null_ outfor=outfor;
   id date interval=month;
   forecast air;
run;

proc reg data=outfor;
   model actual=predict;
   test intercept=0, predict=1;
run;
quit;
data mycas.outfor;
   set outfor;
run;

proc tsmodel data=mycas.outfor outscalar=mycas.bias_scalar outarray=mycas.bias_array;
   id date interval=month;
   var ACTUAL PREDICT;
   outscalars intercept scale fvalue pvalue;
   require tsa;
   submit;
   declare object TSA(tsa);
   rc=TSA.UNBIASEDNESS(ACTUAL, PREDICT, 0.05, intercept, scale, fvalue, pvalue);
   endsubmit;
run;