Time Series Model Package

EXMSPEC Object

The EXMSPEC object generates an external model (EXM) specification for use with the TSM object, or with the automatic time series modeling (ATSM) package for automatic forecasting services.

Table 17.7 summarizes the methods that are associated with the EXMSPEC object.

Table 17.7: Methods of the EXMSPEC Object

Method

Description

Open

Open EXM model specification

Close

Close EXM model specification

SetTransform

Set transform for EXM model specification

SetOption

Set options for EXM model specification


Figure 17.4 illustrates the data flow through the EXMSPEC object.

Figure 17.4: EXMSPEC Object Data Flow

EXMSPEC Object Data Flow


The basic execution pattern for using an EXMSPEC object follows this sequence of operations:

  1. Declare: The object declaration statement creates a new EXMSPEC object.

  2. Open: The EXMSPEC.Open method readies the default EXMSPEC object for new configuration.

  3. Configure: The various EXMSPEC.Set methods configure the EXMSPEC object.

  4. Close: The EXMSPEC.Close method finalizes the EXMSPEC object.

  5. Apply: The EXMSPEC is applied to a TSM object using the TSM.Initialize method or is used with the ATSM package. For more information about using the ESMSPEC object, see the section TSM Object or Chapter 3: Automatic Time Series Analysis and Forecasting Package in SAS Visual Forecasting 8.3: Time Series Packages.

Note:

  1. You can also store the XML representation of the EXMSPEC to a CAS table. For more information, see the section TSMSPEC Object.

  2. To run the EXMSPEC in a TSM object, time series variables for the forecast series roles must be added to the TSM object via the TSM.AddExternal method. For more information, see the section TSM.AddExternal Method.

  3. To run the EXMSPEC in an ATSM:FORENG object, time series variables for the forecast series roles must be added to the ATSM:TSDF object that is used to specify the time series data for the ATSM:FORENG object. When the EXMSPEC object is used with the ATSM package, more sophisticated persistence mechanisms are available. For more information, see Chapter 3: Automatic Time Series Analysis and Forecasting Package in SAS Visual Forecasting 8.3: Time Series Packages.

Last updated: June 14, 2018