The FORECAST Procedure

Functional Summary

Table 16.1 summarizes the statements and options that control the FORECAST procedure.

Table 16.1: Functional Summary

Description	Statement	Option
Statements
Specify model and data set options	PROC FORECAST
Specify BY-group processing	BY
Identify observations	ID
Specify the variables to forecast	VAR
Input Data Set Options
Specify the input SAS data set	PROC FORECAST	DATA=
Specify frequency of the input time series	PROC FORECAST	INTERVAL=
Specify increment between observations	PROC FORECAST	INTPER=
Specify seasonality	PROC FORECAST	SEASONS=
Specify number of periods in a season	PROC FORECAST	SINTPER=
Treat zeros at beginning of series as missing	PROC FORECAST	ZEROMISS
Output Data Set Options
Specify the number of periods ahead to forecast	PROC FORECAST	LEAD=
Name output data set to contain the forecasts	PROC FORECAST	OUT=
Write actual values to the OUT= data set	PROC FORECAST	OUTACTUAL
Write confidence limits to the OUT= data set	PROC FORECAST	OUTLIMIT
Write residuals to the OUT= data set	PROC FORECAST	OUTRESID
Write standard errors of the forecasts to the OUT= data set	PROC FORECAST	OUTSTD
Write one-step-ahead predicted values to the OUT= data set	PROC FORECAST	OUT1STEP
Write predicted, actual, and confidence limit values to the OUT= data set	PROC FORECAST	OUTFULL
Write all available results to the OUT= data set	PROC FORECAST	OUTALL
Specify significance level for confidence limits	PROC FORECAST	ALPHA=
Control the alignment of SAS date values	PROC FORECAST	ALIGN=
Parameters and Statistics Output Data Set Options
Write parameter estimates and goodness-of-fit statistics to an output data set	PROC FORECAST	OUTEST=
Write additional statistics to OUTEST= data set	PROC FORECAST	OUTESTALL
Write Theil statistics to OUTEST= data set	PROC FORECAST	OUTESTTHEIL
Write forecast accuracy statistics to OUTEST= data set	PROC FORECAST	OUTFITSTATS
Forecasting Method Options
Specify the forecasting method	PROC FORECAST	METHOD=
Specify degree of the time trend model	PROC FORECAST	TREND=
Specify smoothing weights	PROC FORECAST	WEIGHT=
Specify order of the autoregressive model	PROC FORECAST	AR=
Specify significance level for adding AR lags	PROC FORECAST	SLENTRY=
Specify significance level for keeping AR lags	PROC FORECAST	SLSTAY=
Start forecasting before the end of data	PROC FORECAST	START=
Specify criterion for judging singularity	PROC FORECAST	SINGULAR=
Limit number of error or warning messages	PROC FORECAST	MAXERRORS=
Initializing Smoothed Values
Specify number of beginning values to use in calculating starting values	PROC FORECAST	NSTART=
Specify number of beginning values to use in calculating initial seasonal parameters	PROC FORECAST	NSSTART=
Specify starting values for constant term	PROC FORECAST	ASTART=
Specify starting values for linear trend	PROC FORECAST	BSTART=
Specify starting values for the quadratic trend	PROC FORECAST	CSTART=