All Questions
Tagged with sas forecasting
15
questions
1
vote
1
answer
934
views
SAS: Flat line forecast ARIMA model?
I'm trying to forecast a large dataset using ARIMA (The data does not have seasonality), I ended up getting an ARIMA(2,1,2) model where the log of volume was taken due to increase in variance over ...
- 23
1
vote
0
answers
356
views
Interpreting Ljung-Box white-noise test p-value
Good evening all, I am having some trouble understanding the Ljung-Box white-noise test p-value from SAS Forecast. So there are lags where the p-value exceeds 0.05, meaning that we fail to reject the ...
- 43
1
vote
0
answers
1k
views
"Back-casting" a Time Series
The problem I have is that i have a series of data (between 2000-2010) and i have another series (independant variable) which is available between 1980 and 2010. I need to backcast the value of the ...
- 11
1
vote
1
answer
2k
views
Combining Intermittent Demand and ARIMA
I have a time series dataset, where a customer may purchase fuel one week and not purchase again for 2-3 weeks. I need to forecast when a customer is likely to purchase and how much they will spend. ...
- 21
3
votes
1
answer
651
views
SAS: Holt Winters Forecasting
I have an estimate for the Holt-Winters model as the attached image. How do I interpret the estimates i.e. the level, trend and seasonal smoothing weight?
- 141
1
vote
0
answers
165
views
Holt-Winters Damped Method in SAS?
Is there a way to implement the Holt-Winters Damped Method in SAS? In the documentation for PROC ESM it details how to use the Winters Additive and Multiplicative methods but no mention of also ...
- 387
2
votes
0
answers
912
views
Daily data forecast: How to specify day of week and month of the year seasonality in SAS [closed]
I have daily data for 2 years starting from jan1 2014 till december 31 2015. I want to forecast for next 365 days using this data set. I am using below code.
...
- 1,114
6
votes
2
answers
2k
views
How to specify when a level shift begins and ends or in the case of data series with multiple level shifts how to id when one level shift beings/ends?
I am working on forecasting airport delays the data looks like this
It looks like there is a structural break around 2004 where theres a huge increase and then a huge decrease around 2009.
I am ...
0
votes
0
answers
238
views
Proc UCM Forecast Series
I'm forecasting a data series with one time dependent variable (GDP) and one 0 1 time indicator "Flag" (0 starting at February 2014, 1 before that). When I use ...
- 303
0
votes
1
answer
1k
views
Converting SAS EWMA code to Python
I have the following SAS code that uses PROC FORECAST that I would like to replicated with the Python Pandas pandas.stats.moments.ewma
...
- 255
4
votes
1
answer
157
views
Time series forecasts of appointments with pre-registration
Looking for some tips and ideas.
I get a list every day of the number of appointments for each day for the next two weeks for a clinic. I have quite good history of these list, and the actual number ...
- 41
7
votes
1
answer
5k
views
ARIMA and external regressors in SAS and R
So I remember reading somewhere that when we have external regressors, auto.arima cannot make correct predictions for the order of difference for either ...
- 85
4
votes
0
answers
141
views
Prediction model problem
I am trying to design a model that can estimate the number of customers I will receive in every store every month using the number of customers I received every month in every store for the last five ...
- 189
7
votes
1
answer
6k
views
Time series modeling with dynamic regressors in SAS vs R
I am using both R and SAS for the time series modeling. There is an option in SAS that I could not find so far in any packages developed in R for the time series modeling such as TSA or forecast ...
- 7,544
3
votes
1
answer
250
views
Deriving risk estimates using forecasting confidence limits and out of sample hold-out cases
I was hoping for some advice. I use SAS for automatic forecasting (I have a large number of forecasts to complete in a limited timeframe).
As part of the forecast output from SAS, I get a mid-point (...
- 203