TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 84

SAS/Ets User's Guide 84. 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 | 822 F Chapter 15 The FORECAST Procedure The three observations for each forecast period have different values of the variable _TYPE_. For the _TYPE_ FORECAST observation the value of the variable SALES is the forecast value for the period indicated by the DATE value. For the _TYPE_ L95 observation the value of the variable SALES is the lower limit of the 95 confidence interval for the forecast. For the _TYPE_ U95 observation the value of the variable SALES is the upper limit of the 95 confidence interval. You can control the types of observations written to the OUT data set with the PROC FORECAST statement options OUTLIMIT OUTRESID OUTACTUAL OUT1STEP OUTSTD OUTFULL and OUTALL. For example the OUTFULL option outputs the confidence limit values the one-step-ahead predictions and the actual data in addition to the forecast values. See the sections Syntax FORECAST Procedure on page 832 and OUTEST Data Set on page 852 for more information. Plotting Forecasts The forecasts confidence limits and actual values can be plotted on the same graph with the SGPLOT procedure. Use the appropriate output control options in the PROC FORECAST statement to include in the OUT data set the series you want to plot. Use the _TYPE_ variable in the SGPLOT procedure GROUP option to separate the observations for the different plots. The OUTFULL option is used in the following statements. The resulting output data set contains the actual and predicted values as well as the upper and lower 95 confidence limits. proc forecast data past interval month lead 10 out pred outfull id date var sales run proc sgplot data pred series x date y sales group _type_ lineattrs pattern 1 xaxis values 1jan90 d to 1jan93 d by qtr refline 15jul91 d axis x run The _TYPE_ variable is used in the SGPLOT procedure s PLOT statement to make separate plots over time for each type of value. A reference line marks the start of the forecast period. See SAS GRAPH Reference for more information about using PROC SGPLOT. The .

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• Hướng dẫn sử dụng SAS ETS
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