The HPFENGINE Procedure

FORECAST Statement

FORECAST variable-list / options;

The FORECAST statement lists the numeric variables in the DATA= data set whose accumulated values represent time series to be modeled and forecast.

A data set variable can be specified in only one FORECAST statement. Any number of FORECAST statements can be used.

The following options can be used with the FORECAST statement.

ACCUMULATE=option: specifies how the data set observations are accumulated within each time period for the variables listed in the FORECAST statement. If the ACCUMULATE= option is not specified in the FORECAST statement, accumulation is determined by the ACCUMULATE= option of the ID statement. See the ID statement ACCUMULATE= option for more details.
NOREPLACE: specifies that the forecast value in the OUTFOR= data set be set to missing when a corresponding historical value is missing. For example, consider historical data spanning 01JAN1980 through 01DEC1985. If the dependent variable that corresponds to 01MAR1983 is missing, the forecast variable in the OUTFOR= data set at time ID 01MAR1983 is usually replaced by the one-step-ahead forecast. The NOREPLACE option prevents that one-step-ahead forecast from being written in the OUTFOR= data set. The inverse behavior of this option, applied to the OUT= data set, is REPLACEMISSING.
REPLACEMISSING: specifies that embedded missing actual values be replaced with one-step-ahead forecasts in the OUT= data set. The inverse behavior of this option, applied to the OUTFOR= data set, is NOREPLACE.
SETMISSING=option | number: specifies how missing values (either actual or accumulated) are assigned in the accumulated time series for variables listed in the FORECAST statement. If the SETMISSING= option is not specified in the FORECAST statement, missing values are set based on the SETMISSING= option of the ID statement. See the ID statement SETMISSING= option for more details.
TRIMMISS=option: specifies how missing values (either actual or accumulated) are trimmed from the accumulated time series for variables listed in the FORECAST statement. If the TRIMMISS= option is not specified in the FORECAST statement, missing values are set based on the TRIMMISS= option of the ID statement. See the ID statement TRIMMISS= option for more details.
ZEROMISS=option: specifies how beginning and/or ending zero values (either actual or accumulated) are interpreted in the accumulated time series for variables listed in the FORECAST statement. If the ZEROMISS= option is not specified in the FORECAST statement, missing values are set based on the ZEROMISS= option of the ID statement. See the ID statement ZEROMISS= option for more details.

Last updated: February 22, 2023