SAS/Ets User's Guide 75. 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 | 732 F Chapter 13 The ESM Procedure For example PLOT FORECASTS plots the forecasts for each series. The PLOT option produces printed output for these results by using the Output Delivery System ODS . PRINT option options specifies the printed output desired. By default the ESM procedure produces no printed output. The following printing options are available ESTIMATES prints the results of parameter estimation. FORECASTS prints the forecasts. PERFORMANCE prints the performance statistics for each forecast. PERFORMANCESUMMARY prints the performance summary for each BY group. PERFORMANCEOVERALL prints the performance summary for all of the BY groups. STATISTICS prints the statistics of fit. STATES prints the backcast initial and final states. SUMMARY prints the summary statistics for the accumulated time series. ALL Same as PRINT ESTIMATES FORECASTS STATISTICS SUMMARY . For example PRINT FORECASTS prints the forecasts PRINT ESTIMATES FORECASTS prints the parameter estimates and the forecasts and PRINT ALL prints all of the output. PRINTDETAILS specifies that output requested with the PRINT option be printed in greater detail. SEASONALITY numher specifies the length of the seasonal cycle. For example SEASONALITY 3 means that every group of three observations forms a seasonal cycle. The SEASONALITY option is applicable only for seasonal forecasting models. By default the length of the seasonal cycle is one no seasonality or the length implied by the INTERVAL option specified in the ID statement. For example INTERVAL MONTH implies that the length of the seasonal cycle is twelve. SORTNAMES specifies that the variables specified in the FORECAST statements are processed in sorted order. STARTSUM n specifies the starting forecast lead or horizon for which to begin summation of the forecasts specified by the LEAD option. The STARTSUM value must be less than the LEAD value. The default is STARTSUM 1 that is the sum from the one-step ahead forecast which is the first forecast .
