tailieunhanh - SAS/ETS 9.22 User's Guide 265

SAS/Ets User's Guide 265. 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 | 2632 F Chapter 39 Getting Started with Time Series Forecasting Figure Automatic Model Fitting Results This resizable window shows the list of series names and descriptive labels for the forecasting models chosen for them as well as the values of the model selection criterion and other statistics of fit. Select the Close button. This returns you to the Automatic Model Fitting window. You can now fit models for other series in this data set or change to a different data set and fit models for series in the new data set. Select the Close button to return to the Time Series Forecasting window. Produce Forecasts Window Now that you have forecasting models for these three series you are ready to produce forecasts. Select the Produce Forecasts button. This opens the Produce Forecasts window as shown in Figure . Produce Forecasts Window F 2633 Figure Produce Forecasts Window The Produce Forecasts window shows the input data set information and indicates the variables in the input data set for which forecasting models exist. Forecasts will be produced for these series. If you want to produce forecasts for only some of these series use the Select button at the right of the Series field to select the series to forecast. The Data Set field in the Forecast Output box contains the name of the SAS data set in which the system will store the forecasts. The default output data set is . You can set the forecast horizon by using the controls on the line labeled Horizon. The default horizon is 12 periods. You can change it by specifying the number of periods number of years or the date of the last forecast period. Position the cursor in the date field and change the forecast ending date to 1 January 1996 by typing jan19 96 and pressing the ENTER key. The window now appears as shown in Figure . 2634 F Chapter 39 Getting Started with Time Series Forecasting Figure Produce Forecasts Window Now select the Run button to produce the forecasts. The .