ESM Procedure
Functional Summary
The statements and options that control the ESM procedure are summarized in Table 1.
Table 1: Functional Summary
| Description | Statement | Option |
|---|---|---|
| Statements | ||
| Specify data sets and options | PROC ESM | |
| Specify BY-group processing | BY | |
| Specify variables to forecast | FORECAST | |
| Specify the time ID variable | ID | |
| Data Set Options | ||
| Specify the input data set | PROC ESM | DATA= |
| Specify to output forecasts only | PROC ESM | NOOUTALL |
| Specify the output data set | PROC ESM | OUT= |
| Specify parameter output data set | PROC ESM | OUTEST= |
| Specify forecast output data set | PROC ESM | OUTFOR= |
| Specify the forecast procedure information output data set | PROC ESM | OUTPROCINFO= |
| Specify statistics output data set | PROC ESM | OUTSTAT= |
| Specify summary output data set | PROC ESM | OUTSUM= |
| Replace actual values held back | FORECAST | REPLACEBACK |
| Replace missing values | FORECAST | REPLACEMISSING |
| Use forecast value to append | FORECAST | USE= |
| Accumulation and Seasonality Options | ||
| Specify accumulation frequency | ID | INTERVAL= |
| Specify length of seasonal cycle | PROC ESM | SEASONALITY= |
| Specify interval alignment | ID | ALIGN= |
| Specify that time ID variable values are not sorted | ID | NOTSORTED |
| Specify starting time ID value | ID | START= |
| Specify ending time ID value | ID | END= |
| Specify accumulation statistic | ID, FORECAST | ACCUMULATE= |
| Specify missing value interpretation | ID, FORECAST | SETMISSING= |
| Specify zero value interpretation | ID, FORECAST | ZEROMISS= |
| Forecasting Horizon, Holdback Options | ||
| Specify data to hold back | PROC ESM | BACK= |
| Specify forecast horizon or lead | PROC ESM | LEAD= |
| Specify horizon to start summation | PROC ESM | STARTSUM= |
| Forecasting Model Options | ||
| Specify confidence limit width | FORECAST | ALPHA= |
| Specify forecast model | FORECAST | MODEL= |
| Specify median forecasts | FORECAST | MEDIAN |
| Specify backcast initialization | FORECAST | NBACKCAST= |
| Specify model transformation | FORECAST | TRANSFORM= |
| Printing and Plotting Control Options | ||
| Specify time ID format | ID | FORMAT= |
| Specify graphical output | PROC ESM | PLOT= |
| Specify printed output | PROC ESM | PRINT= |
| Specify detailed printed output | PROC ESM | PRINTDETAILS |
| Miscellaneous Options | ||
| Specify that analysis variables are processed in sorted order | PROC ESM | SORTNAMES |
| Limit error and warning messages | PROC ESM | MAXERROR= |
The following sections describe the PROC ESM statement and then describe the other statements in alphabetical order.
Last updated: June 19, 2025