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SAS/ETS 9.22 User's Guide 26

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SAS/Ets 9.22 User's Guide 26. 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 | 242 F Chapter 7 The ARIMA Procedure If the INTERVAL option is not used the last input value of the ID variable is incremented by one for each forecast period to extrapolate the ID values for forecast observations. INTERVAL nterva INTERVALS specifies the time interval between observations. See Chapter 4 Date Intervals Formats and Functions for information about valid INTERVAL values. The value of the INTERVAL option is used by PROC ARIMA to extrapolate the ID values for forecast observations and to check that the input data are in order with no missing periods. See the section Specifying Series Periodicity on page 263 for more details. LEAD n specifies the number of multistep forecast values to compute. For example if LEAD 10 PROC ARIMA forecasts for ten periods beginning with the end of the input series or earlier if BACK is specified . It is possible to obtain fewer than the requested number of forecasts if a transfer function model is specified and insufficient data are available to compute the forecast. The default is LEAD 24. NOOUTALL includes only the final forecast observations in the OUT output data set not the one-step forecasts for the data before the forecast period. NOPRINT suppresses the normal printout of the forecast and associated values. OUT SAS-data-set writes the forecast and other values to an output data set. If OUT is not specified the OUT data set specified in the PROC ARIMA statement is used. If OUT is also not specified in the PROC ARIMA statement no output data set is created. See the section OUT Data Set on page 265 for more information. PRINTALL prints the FORECAST computation throughout the whole data set. The forecast values for the data before the forecast period specified by the BACK option are one-step forecasts. SIGSQ va ue specifies the variance term used in the formula for computing forecast standard errors and confidence limits. The default value is the variance estimate computed by the preceding ESTIMATE statement. This option .