SAS/ETS 9.22 User''''s Guide 268 pptx

2662 F Chapter 39: Getting Started with Time Series ForecastingFigure 39.44 Model Viewer: Parameter Estimates Table For the linear trend model, the parameters are the intercept and slope

2662 F Chapter 39: Getting Started with Time Series Forecasting

Figure 39.44 Model Viewer: Parameter Estimates Table

For the linear trend model, the parameters are the intercept and slope coefficients The table shows the values of the fitted coefficients together with standard errors and t tests for the statistical significance

of the estimates The model residual variance is also shown

Statistics of Fit Table

Select the sixth icon from the top in the vertical toolbar to the right of the table This switches the Viewer to display a table of statistics of fit computed from the model prediction errors, as shown in

Figure 39.45 The list of statistics displayed is controlled by selectingStatistics of Fitfrom the Options menu

Figure 39.45 Model Viewer: Statistics of Fit Table

Changing to a Different Model

Select the first icon in the vertical toolbar to the right of the table to return the display to the predicted and actual values plots (Figure 39.39)

Now return to the Develop Models window, but do not close the Model Viewer window You can use the Next Viewer icon in the toolbar or your system’s window manager controls to switch windows You can resize the windows to make them both visible

Select the Double Exponential Smoothing model so that this line of the model list is highlighted The Model Viewer window is now updated to display a plot of the predicted values for the Double Exponential Smoothing model, as shown in Figure 39.46 The Model Viewer is automatically updated to display the currently selected model, unless you specifyUnlink(the third icon in the window’s horizontal toolbar)

2664 F Chapter 39: Getting Started with Time Series Forecasting

Figure 39.46 Model Viewer Plot for Exponential Smoothing Model

Forecasts and Confidence Limits Plots

Select the seventh icon from the top in the vertical toolbar to the right of the graph This switches the Viewer to display a plot of forecast values and confidence limits, together with actual values and one-step-ahead within-sample predictions, as shown inFigure 39.47

Figure 39.47 Model Viewer: Forecasts and Confidence Limits

Data Table

Select the last icon at the bottom of the vertical toolbar to the right of the graph This switches the Viewer to display the forecast data set as a table, as shown inFigure 39.48

2666 F Chapter 39: Getting Started with Time Series Forecasting

Figure 39.48 Model Viewer: Forecast Data Table

To view the full data set, use the vertical and horizontal scroll bars on the data table or enlarge the window

Closing the Model Viewer

Other features of the Model Viewer and Develop Models window are discussed later in this book For now, close the Model Viewer window and return to the Time Series Forecasting window

To close the Model Viewer window, selectClosefrom the window’s horizontal toolbar or from the File menu

Creating Time ID Variables

Contents

Creating a Time ID Value from a Starting Date and Frequency 2667

Using Observation Numbers as the Time ID 2671

Creating a Time ID from Other Dating Variables 2674

The Forecasting System requires that the input data set contain a time ID variable If the data you want to forecast are not in this form, you can use features of the Forecasting System to help you add time ID variables to your data set This chapter shows examples of how to use these features

Creating a Time ID Value from a Starting Date and

Frequency

As a first example of adding a time ID variable, use the SAS data set created by the following statements (Or use your own data set if you prefer.)

data no_id;

input y @@;

datalines;

10 15 20 25 30 35 40 45

50 55 60 65 70 75 80 85

run;

Submit these SAS statements to create the data set NO_ID This data set contains the single variable

Y Assume that Y is a quarterly series and starts in the first quarter of 1991

In theTime Series Forecastingwindow, use the Browse button to the right of theData set field to bring up theData Set Selectionwindow Select the WORK library, and then select the NO_ID data set

You must create a time ID variable for the data set Click the Create button to the right of the Time

ID field This opens a menu of choices for creating the Time ID variable, as shown inFigure 40.1

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Figure 40.1 Time ID Creation Popup Menu

Select the first choice,Create from starting date and frequency This opens theTime ID Creation from Starting Datewindow shown inFigure 40.2

Figure 40.2 Time ID Creation from Starting Date Window

Enter the starting date, 1991:1, in theStarting Datefield

Select theIntervallist arrow and select QTR The Interval value QTR means that the time interval between successive observations is a quarter of a year; that is, the data frequency is quarterly

Now select theOKbutton The system prompts you for the name of the new data set If you want to create a new copy of the input data set with the DATE variable added, enter a name for the new data set If you want to replace the NO_ID data set with the new copy containing DATE, just select the

OKbutton without changing the name

For this example, change theNew namefield to WITH_ID and select theOKbutton The data set WITH_ID is created containing the series Y from NO_ID and the added ID variable DATE The system returns to theData Set Selectionwindow, which now appears as shown inFigure 40.3

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Figure 40.3 Data Set Selection Window after Creating Time ID

Select theTablebutton to see the new data set WITH_ID This opens a VIEWTABLE window for the data set WITH_ID, as shown inFigure 40.4 SelectFileandCloseto close the VIEWTABLE window

Figure 40.4 Viewtable Display of Data Set with Time ID Added

Using Observation Numbers as the Time ID

Normally, the time ID variable contains date values If you do not want to have dates associated with your forecasts, you can also use observation numbers as time ID variables However, you still must have an ID variable This can be illustrated by adding an observation index time ID variable to the data set NO_ID

In the Data Set Selection window, select the data set NO_ID again Select the Create button to the right of theTime IDfield Select the fourth choice,Create from observation numbers This opens theTime ID Variable Creationwindow shown inFigure 40.5