SAS/Ets User's Guide 7. 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 | 52 F Chapter 2 Introduction capabilities provided by the Time Series Forecasting System included with SAS ETS and described in Part IV. Forecast Studio is documented in SAS Forecast Server User s Guide. SAS High-Performance Forecasting SAS High-Performance Forecasting HPF software provides a system of SAS procedures for largescale automatic forecasting in business government and academic applications. Major uses of High-Performance Forecasting procedures include forecasting forecast scoring market response modeling and time series data mining. The software includes the following automatic forecasting process accumulates the time-stamped data to form a fixed-interval time series diagnoses the time series using time series analysis techniques creates a list of candidate model specifications based on the diagnostics fits each candidate model specification to the time series generates forecasts for each candidate fitted model selects the most appropriate model specification based on either in-sample or holdout-sample evaluation using a model selection criterion refits the selected model specification to the entire range of the time series creates a forecast score from the selected fitted model generate forecasts from the forecast score evaluates the forecast using in-sample analysis provides for out-of-sample forecast performance analysis performs top-down middle-out or bottom-up reconciliations of forecasts in the hierarchy SAS GRAPH Software SAS GRAPH software includes procedures that create two- and three-dimensional high resolution color graphics plots and charts. You can generate output that graphs the relationship of data values to one another enhance existing graphs or simply create graphics output that is not tied to data. With the addition of ODS Graphics features to SAS ETS procedures there is now less need for the use of SAS GRAPH procedures with SAS ETS. However SAS GRAPH procedures allow you to create additional graphical displays of your results. SAS STAT
