The FORECAST Procedure

Computing Confidence Limits

Depending on the output options specified, multiple observations are written to the OUT= data set for each time period. The different parts of the results are contained in the VAR statement variables in observations identified by the character variable _TYPE_ and by the ID variable.

For example, the following statements use the OUTLIMIT option to write forecasts and 95% confidence limits for the variable SALES to the output data set PRED. This data set is printed with the PRINT procedure.

proc forecast data=past interval=month lead=10
              out=pred outlimit;
   var sales;
   id date;
run;

proc print data=pred;
run;

The output data set PRED is shown in Figure 16.3.

Figure 16.3: Output Data Set

Obsdate_TYPE__LEAD_sales
1AUG91FORECAST112.6205
2AUG91L95112.1848
3AUG91U95113.0562
4SEP91FORECAST212.7665
5SEP91L95212.2808
6SEP91U95213.2522
7OCT91FORECAST312.9020
8OCT91L95312.4001
9OCT91U95313.4039
10NOV91FORECAST413.0322
11NOV91L95412.5223
12NOV91U95413.5421
13DEC91FORECAST513.1595
14DEC91L95512.6435
15DEC91U95513.6755
16JAN92FORECAST613.2854
17JAN92L95612.7637
18JAN92U95613.8070
19FEB92FORECAST713.4105
20FEB92L95712.8830
21FEB92U95713.9379
22MAR92FORECAST813.5351
23MAR92L95813.0017
24MAR92U95814.0686
25APR92FORECAST913.6596
26APR92L95913.1200
27APR92U95914.1993
28MAY92FORECAST1013.7840
29MAY92L951013.2380
30MAY92U951014.3301