CESM Procedure

Data Table Output

The CESM procedure can create the OUT=, OUTEST=, OUTFOR=, OUTSTAT=, and OUTSUM= data tables. These data tables contain the variables that are specified in the BY statement and statistics that are related to the variables that are listed in the FORECAST statement. In general, if a forecasting step that is related to an output data table fails, the values of this step are not recorded or are set to missing in the related output data table and appropriate error or warning (or both) messages are recorded in the log.

OUT= Data Table

The OUT= data table contains the variables that are specified in the BY, ID, and FORECAST statements. If the ID statement is specified, the ID variable values are aligned and extended based on the ALIGN= and INTERVAL= options in the ID statement. The values of the variables that are specified in the FORECAST statements are accumulated based on the ACCUMULATE= option in the FORECAST statement, and missing values are interpreted based on the SETMISSING= option in the FORECAST statement.

If any of the forecasting steps fail for a particular variable, the variable is extended by missing values.

OUTEST= Data Table

The OUTEST= data table contains observations that are related to the parameter estimation step. The column names of the table are the BY variables and the following names:

_NAME_: variable name
_MODEL_: forecasting model
_MODELVAR_: model variable
_DSVAR_: data variable
_VARTYPE_: variable type
_TRANSFORM_: transformation
_COMPONENT_: component
_COMPMODEL_: component model
_PARM_: parameter name
_FACTOR_: factor
_LAG_: lag
_SHIFT_: shift
_EST_: value of parameter estimate
_STDERR_: standard error of parameter estimate
_TVALUE_: t values of parameter estimate
_PVALUE_: p-values of parameter estimate

If the parameter estimation step fails for a particular variable, no observations are output to the OUTEST= data table for that variable.

OUTFOR= Data Table

The OUTFOR= data table contains observations that are related to the forecasting step. The column names of the table are the BY variables and the following names:

_NAME_: variable name
ID Variable: values of the variable specified in the ID statement
ACTUAL: actual values
PREDICT: predicted values
ERROR: prediction errors
STD: prediction standard errors
UPPER: upper confidence limits
LOWER: lower confidence limits

If the forecasting step fails for a particular variable, no observations are recorded in the OUTFOR= data table for that variable. If the TRANSFORM= option is specified in the FORECAST statement, the values in the preceding variables are the inverse-transform forecasts. If the MEDIAN option is specified in the FORECAST statement, the median forecasts are stored; otherwise, the mean forecasts are stored.

OUTSTAT= Data Set

The OUTSTAT= data table contains observations that are related to the statistics of fit. The column names of the table are the BY variables and the following names:

_NAME_: variable name
_REGION_: region in which the statistics are calculated. Statistics that are calculated in the fit region are indicated by FIT. Statistics that are calculated in the forecast region (which happens only if the value of the BACK= option is greater than zero) are indicated by FORECAST.
_MODEL_: model name
DFE: degrees of freedom error
N: number of observations
NOBS: number of observations used
NMISSA: number of missing actuals
NMISSP: number of missing predicted values
NPARMS: number of parameters
TSS: total sum of squares
SST: corrected total sum of squares
SSE: sum of square error
MSE: mean square error
RMSE: root mean square error
UMSE: unbiased mean square error
URMSE: unbiased root mean square error
MAPE: mean absolute percentage error
MAE: mean absolute error
RSQUARE: R-square
ADJRSQ: adjusted R-square
AADJRSQ: Amemiya’s adjusted R-square
RWRSQ: random walk R-square
AIC: Akaike’s information criterion
AICC: finite sample corrected AIC
SBC: Schwarz Bayesian information criterion
APC: Amemiya’s prediction criterion
MAXERR: maximum error
MINERR: minimum error
MAXPE: maximum percentage error
MINPE: minimum percentage error
ME: mean error
MPE: mean percentage error
MDAPE: median absolute percentage error
GMAPE: geometric mean absolute percentage error
MINPPE: minimum predictive percentage error
MAXPPE: maximum predictive percentage error
MPPE: mean predictive percentage error
MAPPE: symmetric mean absolute predictive percentage error
MDAPPE: median absolute predictive percentage error
GMAPPE: geometric mean absolute predictive percentage error
MINSPE: minimum symmetric percentage error
MAXSPE: maximum symmetric percentage error
MSPE: mean symmetric percentage error
SMAPE: symmetric mean absolute percentage error
MDASPE: median absolute symmetric percentage error
GMASPE: geometric mean absolute symmetric percentage error
MINRE: minimum relative error
MAXRE: maximum relative error
MRE: mean relative error
MRAE: mean relative absolute error
MDRAE: median relative absolute error
GMRAE: geometric mean relative absolute error
MASE: mean absolute scaled error
MINAPES: minimum absolute error percentage of standard deviation
MAXAPES: maximum absolute error percentage of standard deviation
MAPES: mean absolute error percentage of standard deviation
MDAPES: median absolute error percentage of standard deviation
GMAPES: geometric mean absolute error percentage of standard deviation

If the statistics of fit cannot be computed for a particular variable, no observations are recorded in the OUTSTAT= data table for that variable. If the TRANSFORM= option is specified, the values in the preceding variables are computed on the basis of the inverse transform forecasts. If the MEDIAN option is specified, the median forecasts are the basis; otherwise, the mean forecasts are the basis.

OUTSUM= Data Table

The OUTSUM= data table contains the variables that are specified in the BY statement in addition to the variables that are listed in this section. The OUTSUM= data table records the summary statistics for each variable that is specified in a FORECAST statement.

The following variables, which are related to summary statistics, are based on the ACCUMULATE= and SETMISSING= options:

_NAME_: variable name
NOBS: number of observations
N: number of nonmissing observations
NMISS: number of missing observations
MIN: minimum value
MAX: maximum value
MEAN: mean value
STDDEV: standard deviation
_STATUS_: forecasting status; nonzero values imply that no forecast was generated for the series
START: the starting date of each series
END: the ending date of each series
STARTOBS: the beginning observation number of each series
ENDOBS: the ending observation number of each series

Last updated: July 09, 2026