Modeling and Multivariate Methods - SAS

Chapter 14 Performing Time Series Analysis 375
Transfer Functions
If the number of forecast periods is larger than the number of lags (say, eight in our example), the
presentation is a little different.
8 forecast periods with an input lag of 3
Choose the input
series (here, there is
only one.)
Choose one of the 8
– 3 = 5 recent values
Alter this value by using
this slider or entering
directly into the boxes
above
8 – 3 = 5 recent
values of the input
series
Changes in the
input series are
shown interactively
in the graph
Here, you manipulate lagged values of the series by entering values into the edit boxes next to the series,
or by manipulating the sliders. As before, the confidence interval can also be changed. The results of
your changes are reflected in real time in the Interactive Forecasting graph.
The following commands are available from the report drop-down menu.
Save Columns creates a new data table containing the input and output series, a time column, predicted
output with standard errors, residuals, and 95% confidence limits.
Create SAS Job
Submit to SAS
creates PROC ARIMA code that can reproduce this model.
submits PROC ARIMA code to SAS that reproduces the model.