Forecasting Process Summary

This chapter provides a brief theoretical background description of automatic forecasting. An introductory discussion of automatic forecasting topics can be found in Makridakis, Wheelwright, and Hyndman (1997); Brockwell and Davis (1996); Chatfield (2000). A more detailed discussion of time series analysis and forecasting can be found in Box, Jenkins, and Reinsel (1994); Hamilton (1994); Fuller (1995); Harvey (1994).

This chapter also provides a summary of the SAS Forecast Server Procedures forecasting process. Forecasting steps, data and information flows, and information repositories are explained in this chapter.