CESM Procedure
PROC CESM Statement
PROC CESM options;
You can specify the following options:
- DATA=libref.data-table
-
names the input data table for PROC CESM to use. The default is the most recently created data table. libref.data-table is a two-level name, where
- libref
refers to a collection of information that is defined in the LIBNAME statement and includes the
library, which includes a path to the data, and a session identifier, which defaults to the active session but which can be explicitly defined in the LIBNAME statement. For more information about libref, see the section Using CAS Sessions and CAS Engine Librefs.- data-table
specifies the name of the input data table.
- OUT=libref.data-table
-
names the output data table to contain the forecasts of the variables that are specified in subsequent FORECAST statements. libref.data-table is a two-level name, where libref refers to the library, and data-table specifies the name of the output data table. For more information about this two-level name, see the DATA= option and the section Using CAS Sessions and CAS Engine Librefs.
The variable that is specified in the ID statement is also included in the output data set. The values are accumulated based on the ACCUMULATE= option. The OUT= data table is particularly useful in extending the independent variables.
- OUTEST=libref.data-table
-
names the output data table to contain the model parameter estimates and the associated test statistics and probability values. The OUTEST= data table is useful for evaluating the significance of the model parameters and for understanding the model dynamics.
libref.data-table is a two-level name, where libref refers to the library, and data-table specifies the name of the output data table. For more information about this two-level name, see the DATA= option and the section Using CAS Sessions and CAS Engine Librefs.
- OUTFOR=libref.data-table
-
names the output data table to contain the forecast time series components (actual, predicted, lower confidence limit, upper confidence limit, prediction error, and prediction standard error). The OUTFOR= data table is useful for displaying the forecasts in tabular or graphical form.
libref.data-table is a two-level name, where libref refers to the library, and data-table specifies the name of the output data table. For more information about this two-level name, see the DATA= option and the section Using CAS Sessions and CAS Engine Librefs.
- OUTSTAT=libref.data-table
names the output data table to contain the statistics of fit (or goodness-of-fit statistics). The OUTSTAT= data table is useful for evaluating how well the model fits the series. libref.data-table is a two-level name, where libref refers to the library, and data-table specifies the name of the output data table. For more information about this two-level name, see the DATA= option and the section Using CAS Sessions and CAS Engine Librefs.
- OUTSUM=libref.data-table
-
names the output data table to contain the summary statistics and the forecast summation. The summary statistics are based on the accumulated time series when the ACCUMULATE= or SETMISSING= option is specified in the FORECAST statement. The OUTSUM= data table is useful when large numbers of series are forecasted and a summary of the results is needed.
libref.data-table is a two-level name, where libref refers to the library, and data-table specifies the name of the output data table. For more information about this two-level name, see the DATA= option and the section Using CAS Sessions and CAS Engine Librefs.
- SEASONALITY=number
specifies the length of the seasonal cycle. For example, SEASONALITY=3 means that every group of three observations forms a seasonal cycle. This option is applicable only for seasonal forecasting models. By default, the length of the seasonal cycle is 1 (no seasonality) or the length that is implied by the INTERVAL= option in the ID statement. For example, INTERVAL=MONTH implies that the length of the seasonal cycle is 12.