The following options can be used in the PROC ESM statement. specifies the number of observations before the end of the data where the multistep forecasts are to begin. The default is BACK=0. names the SAS data set that contains the input data for the procedure to forecast.

The ESM procedure generates forecasts by using exponential smoothing models with optimized smoothing weights for many time series or transactional data. Graphics are available with the ESM procedure. For more information, see the section “ODS Graphics” on page 831.

The OUT= data set is particularly useful in extending the independent variables. The OUT= data set can be used as the input data set in a subsequent PROC step to forecast a dependent series by using a regression modeling procedure. If the OUT= option is not specified, a default output data set is created by using the DATA n convention. If you ...

The ESM procedure is simple to use and does not require in-depth knowledge of forecasting methods. It can provide results in output data sets or in other output formats by using the Output Delivery System (ODS).

2019年4月4日 · I’m currently using PROC ESM for exponential smoothing modeling using Holt-Winters “Additive” type methods for time series data sets with (and without) trend and with (and without) seasonality. Question: Is there an ESM option (or another procedure) that will print out the “back-casting” details in a similar manner as with using the ...

The ESM procedure generates forecasts by using exponential smoothing models with optimized smoothing weights for many time series or transactional data. Graphics are available with the ESM procedure. For more information, see the section “ODS Graphics” on page 850.

The statements and options that control the ESM procedure are summarized in the following table.

2016年2月13日 · In terms of specifying parameter weights, SAS within PROC ESM calculates optimal smoothing weights that minimizes the residual sum of squares. To my knowledge, these can't be specified by the user. However, the larger the parameter, the more emphasis is placed on most recent values.

2016年7月27日 · Correlation between inputs at same lags is done in 2 ways: PROC REG or PROC AUTOREG. Using PROC REG and VIF statistic: If there are inputs with VIF>10 it means those inputs are correlated. You could try to include them in the model one at a time. Let's say input3 and input4 both have a VIF>100.

2023年1月13日 · The ESM procedure generates forecasts by using exponential smoothing models with optimized smoothing weights for many time series or transactional data. Graphics are available with the ESM procedure. For more information, see the section ODS Graphics.