Controls and Fields :: SAS/ETS(R) 12.1 User's Guide

Controls and Fields

Series

is the name and variable label of the current series.

Model

is a descriptive label for the model that you specify. You can type a label in this field or allow the system to provide a label. If you leave the label blank, a label is generated automatically based on the options you specify.

Transformation

defines the series transformation for the model. When a transformation is specified, the model is fit to the transformed series, and forecasts are produced by applying the inverse transformation to the resulting forecasts. The following transformations are available:

Log: specifies a logarithmic transformation.
Logistic: specifies a logistic transformation.
Square Root: specifies a square root transformation.
Box-Cox: specifies a Box-Cox transform and opens a window to specify the Box-Cox ${\lambda }$ parameter.
None: specifies no series transformation.

Trend Model

controls the model options to model and forecast the series trend. Select from the following:

Linear Trend: adds a Linear Trend item to the Predictors list.
Trend Curve: brings of a menu of different time trend curves and adds the curve you select to the Predictors list.
First Difference: specifies differencing the series.
Second Difference: specifies second-order differencing of the series.
None: specifies no model for the series trend.

Seasonal Model

controls the model options to model and forecast the series seasonality. Select from the following:

Seasonal ARIMA: opens the Seasonal ARIMA Model Options window to enable you to specify an ARIMA model for the seasonal pattern in the series.
Seasonal Difference: specifies differencing the series at the seasonal lag.
Seasonal Dummy Regressors: adds a Seasonal Dummies predictor item to the Predictors list.
None: specifies no seasonal model.

Error Model

displays the current settings of the autoregressive and moving-average terms, if any, for modeling the prediction error autocorrelation pattern in the series.

Set button

opens the Error Model Options window to enable you to set the autoregressive and moving-average terms for modeling the prediction error autocorrelation pattern in the series.

Intercept

specifies whether a mean or intercept parameter is included in the model. By default, the Intercept option is set to No when the model includes differencing and set to Yes when there is no differencing.

Predictors

is a list of the predictor effects included as inputs in the model.

OK

closes the Custom Model Specification window and fits the model.

Cancel

closes the Custom Model Specification window without fitting the model. Any options you specified are lost.

Reset

resets all options to their initial values upon entry to the Custom Model Specification window. This might be useful when editing an existing model specification; otherwise, Reset has the same function as Clear.

Clear

resets all options to their default values.

Add

opens a menu of types of predictors to add to the Predictors list. Select from the following:

Linear Trend: adds a Linear Trend item to the Predictors list.
Trend Curve: opens a menu of different time trend curves and adds the curve you select to the Predictors list.
Regressors: opens the Regressors Selection window to enable you to select other series in the input data set as regressors to predict the dependent series and add them to the Predictors list.
Adjustments: opens the Adjustments Selection window to enable you to select other series in the input data set for use as adjustments to the forecasts and add them to the Predictors list.
Dynamic Regressor: opens the Dynamic Regressor Selection window to enable you to select a series in the input data set as a predictor of the dependent series and also specify a transfer function model for the effect of the predictor series.
Interventions: opens the Interventions for Series window to enable you to define and select intervention effects and add them to the Predictors list.
Seasonal Dummies: adds a Seasonal Dummies predictor item to the Predictors list. This is unavailable if the series interval is not one which has a seasonal cycle.

Delete

deletes the selected (highlighted) entry from the Predictors list.

Edit

edits the selected (highlighted) entry in the Predictors list.