The FORECAST Procedure
- Overview
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Getting Started
Giving Dates to Forecast ValuesComputing Confidence LimitsForm of the OUT= Data SetPlotting ForecastsPlotting ResidualsModel Parameters and Goodness-of-Fit StatisticsControlling the Forecasting MethodIntroduction to Forecasting MethodsTime Trend ModelsTime Series MethodsCombining Time Trend with Autoregressive Models -
Syntax
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Details
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Examples
- References
This section briefly introduces the forecasting methods used by the FORECAST procedure. See textbooks on forecasting and see the section Forecasting Methods for more detailed discussions of forecasting methods.
The FORECAST procedure combines three basic models to fit time series:
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time trend models for long-term, deterministic change
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autoregressive models for short-term fluctuations
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seasonal models for regular seasonal fluctuations
Two approaches to time series modeling and forecasting are time trend models and time series methods.