The HPF Procedure

(View the complete code for this example.)

This example illustrates the use of ODS graphics.

The following statements use the SASHELP.AIR data set to automatically forecast the time series of international airline travel.

The graphical displays are requested by specifying the PLOT= option in the PROC HPF statement. In this case, all plots are requested. Output 2.6.1 through Output 2.6.5 show a selection of the plots created.

For specific information about the graphics available in the HPF procedure, see the ODS Graphics section.

proc hpf data=sashelp.air out=_null_
         lead=20
         back=20
         print=all
         plot=all;
   id date interval=month;
   forecast air / model=best transform=auto criterion=mape;
run;

Output 2.6.1: Smoothed Trend Plot

Output 2.6.2: Prediction Error Plot

Output 2.6.3: Prediction Error Standardized ACF Plot

Output 2.6.4: Forecast Plot

Output 2.6.5: Prediction Error Spectral Density