|Date: ||Tue, 29 Jan 2008 10:20:32 -0500|
|Reply-To: ||Wensui Liu <liuwensui@GMAIL.COM>|
|Sender: ||"SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>|
|From: ||Wensui Liu <liuwensui@GMAIL.COM>|
|Subject: ||Re: Lag selection in Forecast|
|Content-Type: ||text/plain; charset=ISO-8859-1|
you need to look at acf and pacf to identify the model spec.
On Jan 29, 2008 9:21 AM, Ricardo G Silva <firstname.lastname@example.org> wrote:
> Dear Users,
> I have a simple time-series regression model with 3 covariates, for which
> I need to compute 6 and 12 months ahead forecasts.
> However, since I'm working with monthly time series, I also would select
> lags to include (from 1 to 12).
> How can I perform this in SAS?
> Note that I want to maximize the forecast power and not the model's
> adjustment statistics.
Statistical Project Manager
ChoicePoint Precision Marketing