SAS^® Forecasting for Desktop

Automatic forecasting

Forecast for large numbers of products, entities or tasks; optimize model parameters.
Include or add any number of business factors and events in your models to produce the forecast that best depicts your business.
Specify holdout samples so that forecasting models can be selected based not just on their fit with past data, but also on their likelihood to predict the future.
Perform automatic hierarchical forecasting by defining the hierarchy and model parameters through an interactive graphical interface.
Define your own flexible hierarchies to make them more suitable for your forecasting challenges.
Reconcile up and down the hierarchy, preserving locked forecast values.
Generate exception reports based on sound statistical logic and business rules.
Support forecasting as an ongoing and repeated process that fits into your organizational planning workflow.
Publish results via hard copy, the company portal or the Internet.

Choose the level of automation for the forecasting process.
Re-diagnose and identify candidate models, re-estimate existing model parameters or generate forecasts using existing models and parameters.
Facilitate ongoing and repeatable forecasting as part of your overall planning process.
Create ensemble models by combining two or more other models.

Meet all your forecasting needs with an extensible model repository complete with a broad range of built-in models.
Time series methods include:
- Single exponential smoothing.
- Holt's/Brown's two-parameter exponential smoothing.
- Winters' three-parameter exponential smoothing (additive/multiplicative).
- ARIMA.
Causal methods include:
- ARIMAX (ARIMA with intervention and causal variables).
- Lagged variables/transfer functions.
- Dynamic multiple regression.
- Unobserved components model (UCM).
- Allows users to create and add their own custom models using the open model repository.
Users can create and add their own custom models with the open model repository.

Use automated forecasting and set up the hierarchy, parameters and business rules through an interactive graphical interface.
Employ an eight-step project wizard that walks analysts through the steps to set up a new forecasting project or work with existing projects.
Easily add events that might influence the forecast – such as holidays and promotions – through an events dialog box.
Guide analysts through the development of custom forecasting models, built from scratch or based on models in the repository, using a model-builder dialog box.
Give analysts multiple ways to work with the forecast results using forecast, series and model views.
Let analysts use the scenario analysis view to create what-if scenarios – such as changes to pricing or promotions – and determine their likely effects on future demand.
Identify exceptions automatically based on sound statistical logic and business rules.
Manually adjust forecast values; override the locking facility if needed.
Publish results automatically via hard copy, company portal or Internet using extensible reporting tools.

Use the interactive GUI to include predefined holiday events (e.g., Thanksgiving, New Year's Day).
Realign dates automatically for moving holidays (e.g., Easter).
Use the custom event creator with four event types: pulse, ramp up/down level shift, temporary.

Use the Scenario Analyzer interface (which includes what-if planning capabilities) to change model parameter estimates and determine the effects on forecasts.

Automatically aggregate raw transaction data by time period into time series data.