Wednesday, May 7, 2014

Forecast

1. Proc Forecast

http://www.okstate.edu/sas/v8/saspdf/ets/chap12.pdf
Syntax: pg 18
STEPAR Method: not optimal but close to, and computational inexpensive

TREND=2=linear model
NLAGS>=3, 13
SLENTRY= option=significant at the level=0.20
SLSTAY=0.05=significance level 
 OUT= data set
Missing values are tolerated in the series
METHOD=EXPO


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