TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 204

SAS/Ets User's Guide 204. Provides detailed reference material for using SAS/ETS software and guides you through the analysis and forecasting of features such as univariate and multivariate time series, cross-sectional time series, seasonal adjustments, multiequational nonlinear models, discrete choice models, limited dependent variable models, portfolio analysis, and generation of financial reports, with introductory and advanced examples for each procedure. You can also find complete information about two easy-to-use point-and-click applications: the Time Series Forecasting System, for automatic and interactive time series modeling and forecasting, and the Investment Analysis System, for time-value of money analysis of a variety of investments | 2022 F Chapter 31 The UCM Procedure The sum of absolute prediction errors SAE in this holdout region are used to compare the different models. proc ucm data callCenter id datetime interval dthour6 model calls irregular level season length 28 type trig print harmonics estimate back 28 forecast back 28 lead 28 run The forecasting performance of this model in the holdout region is shown in Output . The sum of absolute prediction errors SAE which appears in the last row of the holdout analysis table. Output Predictions in the Holdout Region Baseline Model Obs datetime Actual Forecast Error SAE 525 24APR00 00 12 526 24APR00 06 136 527 24APR00 12 295 528 24APR00 18 172 529 25APR00 00 20 530 25APR00 06 127 531 25APR00 12 236 532 25APR00 18 125 533 26APR00 00 16 534 26APR00 06 108 535 26APR00 12 207 536 26APR00 18 112 537 27APR00 00 15 538 27APR00 06 98 539 27APR00 12 200 540 27APR00 18 113 541 28APR00 00 15 542 28APR00 06 104 543 28APR00 12 205 544 28APR00 18 89 545 29APR00 00 12 546 29APR00 06 68 547 29APR00 12 116 548 29APR00 18 54 549 30APR00 00 10 550 30APR00 06 30 551 30APR00 12 66 552 30APR00 18 61 Now that a baseline model is created the exploration for alternate models can begin. The review of the harmonic table in Output shows that all but the last three harmonics are significant and deleting any of them to form a subset .

• Tài chính doanh nghiệp
• Hướng dẫn sử dụng SAS ETS
• các mô hình phân tích tài chính
• báo cáo tài chính
• phân tích đầu tư
• phân tích tính khả dụng các khoản đầu tư