DYNAMICLINEAR Procedure

specifies the number of the multistep forecast values to compute, where number is a nonnegative integer. By default, LEAD=1, which means that a one-step-ahead forecast is performed at the end of the available data.

writes the sample means of predictions, the sample variances, and the associated percentiles during the forecasting process to a designated output data table. PERCENT=numeric-list is an optional component that denotes the desired percentile points. Every value in the numeric-list should be between 0 and 100, inclusive, with values separated by either commas or spaces. Notably, the values of 0 and 100 equate to the minimum and maximum values, respectively. By default, PERCENT=2.5 and 97.5, which represent the 2.5th and 97.5th percentile points, respectively. For more information, see the section OUT= Data Table Generated by the Statements. libref.data-table is a two-level name, where libref refers to the library, and data-table specifies the name of the output data table. For more information about this two-level name, see the DATA= option and the section Using CAS Sessions and CAS Engine Librefs.

Consistency in the results of percentiles aligns with the PCTLDEF=4 criteria, as discussed in the section Calculating Percentiles (Base SAS Procedures Guide: Statistical Procedures) in the UNIVARIATE procedure.

writes the covariances of samples of out-of-sample forecasting observations to an output table. libref.data-table is a two-level name, where libref refers to the library, and data-table specifies the name of the output data table. For more information about this two-level name, see the DATA= option and the section Using CAS Sessions and CAS Engine Librefs.

Note: This table consumes memory resources, particularly in scenarios that involve multistep forecasting where the LEAD= option value is greater than 1 and the number of variables in the MODEL statement is large.

writes samples of out-of-sample forecasting observations to an output table. These samples are generated according to the prior distribution and are used to compute the statistics in the OUT= output data table. libref.data-table is a two-level name, where libref refers to the library, and data-table specifies the name of the output data table. For more information about this two-level name, see the DATA= option and the section Using CAS Sessions and CAS Engine Librefs.

Note: This table requires substantial memory resources, particularly in scenarios that involve multistep forecasting where the LEAD= option value is greater than 1.