Applications of Proc ESM in SAS® 9.2

Anders Milhøj

Applications of Proc ESM in SAS® 9.2

Department of Economics

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.

Original language	English
Title of host publication	Proceedings of the SAS® Global Forum 2010 Conference
Number of pages	11
Publisher	SAS Institute Inc.
Publication date	2010
Pages	Paper 262-2010
Publication status	Published - 2010
Event	SAS Global Forum 2010 - Seattle, United States Duration: 11 Apr 2010 → 14 Apr 2010

Conference

Conference	SAS Global Forum 2010
Country/Territory	United States
City	Seattle
Period	11/04/2010 → 14/04/2010

Access to Document

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

Cite this

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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 -