TAILIEUCHUNG - SAS/ETS 9.22 User's Guide 88

SAS/Ets User's Guide 88. 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 | 862 F Chapter 15 The FORECAST Procedure Output Nondurable Goods Sales 130000 120000 110000 100000 90000 80000 70000 DATE Sales of Durable and Nondurable Goods Plot of Forecast from WINTERS Method 1980 1981 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 The following statements produce the forecast title1 Forecasting Sales of Durable and Nondurable Goods proc forecast data interval month method stepar trend 2 lead 12 out out outfull outest est id date var durables nondur where date 1jan80 d run The following statements print the OUTEST data set. title2 OUTEST Data Set STEPAR Method proc print data est run The PROC PRINT listing of the OUTEST data set is shown in Output . Example Forecasting Retail Sales F 863 Output The OUTEST Data Set Produced by PROC FORECAST Forecasting Sales of Durable and Nondurable Goods OUTEST Data Set STEPAR Method Obs _TYPE_ DATE DURABLES NONDUR 1 N DEC91 144 144 2 NRESID DEC91 144 144 3 DF DEC91 137 139 4 SIGMA DEC91 5 CONSTANT DEC91 6 LINEAR DEC91 7 AR01 DEC91 8 AR02 DEC91 . . 9 AR03 DEC91 . . 10 AR04 DEC91 . . 11 AR05 DEC91 . . 12 AR06 DEC91 . 13 AR07 DEC91 . . 14 AR08 DEC91 . . 15 AR09 DEC91 . . 16 AR10 DEC91 . 17 AR11 DEC91 . . 18 AR12 DEC91 19 AR13 DEC91 20 SST DEC91 21 SSE DEC91 544657337 22 MSE DEC91 13734093 23 RMSE DEC91 24 MAPE DEC91 25 MPE DEC91 26 MAE DEC91 27 ME DEC91 28 RSQUARE DEC91 The following statements plot the forecasts and confidence limits. The last two years of historical data are included in the plots to provide context for the forecast. A reference line is drawn at the start of the forecast period. titlel Plot of Forecasts from STEPAR Method proc sgplot data out series x date

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• Hướng dẫn sử dụng SAS ETS
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