Applications of Proc ESM in SAS® 9.2

Anders Milhøj

Applications of Proc ESM in SAS® 9.2

Økonomisk Institut

Abstract

In this paper the various facilities of Proc ESM in SAS® 9.2 will be demonstrated using a dataset of 87789 registrations of the speed of passing cars on a highway near Copenhagen. Proc ESM (for Exponential Smoothing Models) was introduced in SAS® version 9.2 as a procedure corresponding to more modern time series analysis than its successor Proc Forecast as the smoothing parameters are estimated and not fixed. Moreover Proc ESM has facilities to accumulate transactional data in various ways and has a broad flexibility in transforming the time series to be forecasted.

Originalsprog	Engelsk
Titel	Proceedings of the SAS® Global Forum 2010 Conference
Antal sider	11
Forlag	SAS Institute Inc.
Publikationsdato	2010
Sider	Paper 262-2010
Status	Udgivet - 2010
Begivenhed	SAS Global Forum 2010 - Seattle, USA Varighed: 11 apr. 2010 → 14 apr. 2010

Konference

Konference	SAS Global Forum 2010
Land/Område	USA
By	Seattle
Periode	11/04/2010 → 14/04/2010

Adgang til dokumentet

http://support.sas.com/resources/papers/proceedings10/TOC.html

Citationsformater

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title = "Applications of Proc ESM in SAS{\textregistered} 9.2",

abstract = "In this paper the various facilities of Proc ESM in SAS{\textregistered} 9.2 will be demonstrated using a dataset of 87789 registrations of the speed of passing cars on a highway near Copenhagen. Proc ESM (for Exponential Smoothing Models) was introduced in SAS{\textregistered} version 9.2 as a procedure corresponding to more modern time series analysis than its successor Proc Forecast as the smoothing parameters are estimated and not fixed. Moreover Proc ESM has facilities to accumulate transactional data in various ways and has a broad flexibility in transforming the time series to be forecasted.",

author = "Anders Milh{\o}j",

year = "2010",

language = "English",

pages = "Paper 262--2010",

booktitle = "Proceedings of the SAS{\textregistered} Global Forum 2010 Conference",

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note = "SAS Global Forum 2010 ; Conference date: 11-04-2010 Through 14-04-2010",

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AB - In this paper the various facilities of Proc ESM in SAS® 9.2 will be demonstrated using a dataset of 87789 registrations of the speed of passing cars on a highway near Copenhagen. Proc ESM (for Exponential Smoothing Models) was introduced in SAS® version 9.2 as a procedure corresponding to more modern time series analysis than its successor Proc Forecast as the smoothing parameters are estimated and not fixed. Moreover Proc ESM has facilities to accumulate transactional data in various ways and has a broad flexibility in transforming the time series to be forecasted.

M3 - Article in proceedings

SP - Paper 262-2010

BT - Proceedings of the SAS® Global Forum 2010 Conference

PB - SAS Institute Inc.

T2 - SAS Global Forum 2010

Y2 - 11 April 2010 through 14 April 2010

ER -