OUT= Data Set
The forecasts are contained in the output data set specified
by the OUT= option on the PROC STATESPACE statement.
The OUT= data set contains the following variables:
- the BY variables
- the ID variable
- the VAR statement variables.
These variables contain the actual values from the input data set.
- FORi, numeric variables containing the forecasts.
The variable FORi contains the forecasts for
the ith variable in the VAR statement list.
Forecasts are one-step-ahead predictions until the end of the
data or until the observation specified by the BACK= option.
- RESi, numeric variables containing the residual
for the forecast of the ith variable
in the VAR statement list.
For forecast observations, the actual values are missing
and the RESi variables contain missing values.
- STDi, numeric variables containing
the standard deviation for the forecast
of the ith variable in the VAR statement list.
The values of the STDi variables can be used to construct
univariate confidence limits for the corresponding forecasts.
However, such confidence limits do not take into account
the covariance of the forecasts.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.