The Time Series Forecasting System

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The Time Series Forecasting System
September 19, 2001 Charlie Hallahan
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Overview

• Automatically Generate Forecasting Models
• User Developed Forecasting Models

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Part 1 Generate Models

• Use Simulated Data AR(1) ARMA(1,1)
• Automatically Generate Forecasting Models
• Add Models to the Model Selection List

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Part 2 Develop Models

• Use SAS Dataset SASHELP.CITIQTR
• Select Variable GCD
• View and Diagnose Series
• Fit ARIMA(1,1,0) ARIMA(0,1,1) Models
• Use a Holdout Sample