OUT= Data Set
The FORECAST procedure writes the forecast to the output data set
named by the OUT= option.
The OUT= data set contains the following variables:
 the BY variables
 _TYPE_, a character variable
that identifies the type of observation
 _LEAD_, a numeric variable that
indicates the number of steps ahead in the forecast.
The value of _LEAD_ is 0 for the onestepahead forecasts before
the start of the forecast period.
 the ID statement variables
 the VAR statement variables,
which contain the result values as indicated
by the _TYPE_ variable value for the observation
The FORECAST procedure processes each of the input variables listed
in the VAR statement and writes several observations for each
forecast period to the OUT= data set.
The observations are identified by the value of the _TYPE_ variable.
The options OUTACTUAL, OUTALL, OUTLIMIT, OUTRESID, OUT1STEP,
OUTFULL, and OUTSTD control which types of observations are
included in the OUT= data set.
The values of the variable _TYPE_ are as follows:
 ACTUAL
 The VAR statement variables contain
actual values from the input data set.
The OUTACTUAL option writes the actual values.
By default, only the observations for the forecast period are output.
 FORECAST

The VAR statement variables contain forecast values.
The OUT1STEP option writes the onestepahead predicted values
for the observations used to fit the model.
 RESIDUAL

The VAR statement variables contain residuals.
The residuals are computed by subtracting the forecast value from
the actual value (residual=actualforecast).
The OUTRESID option writes observations for the residuals.
 Lnn

The VAR statement variables contain
lower nn% confidence limits for the forecast values.
The value of nn depends on the ALPHA= option;
with the default ALPHA=0.05, the _TYPE_ value is L95
for the lower confidence limit observations.
The OUTLIMIT option writes observations for the upper and lower
confidence limits.
 Unn
 The VAR statement variables contain
upper nn% confidence limits for the forecast values.
The value of nn depends on the ALPHA= option;
with the default ALPHA=0.05, the _TYPE_ value is U95
for the upper confidence limit observations.
The OUTLIMIT option writes observations for the upper and lower
confidence limits.
 STD
 The VAR statement variables contain
standard errors of the forecast values.
The OUTSTD option writes observations for
the standard errors of the forecast.
If no output control options are specified, PROC FORECAST
outputs only the forecast values for the forecast periods.
The _TYPE_ variable can be used to subset the OUT= data set.
For example, the following data step splits the OUT= data set
into two data sets, one containing the forecast series and the
other containing the residual series.
For example
proc forecast out=out outresid ...;
...
run;
data fore resid;
set out;
if _TYPE_='FORECAST' then output fore;
if _TYPE_='RESIDUAL' then output resid;
run;
See Chapter 2, "Working with Time Series Data," for more information on processing
time series data sets in this format.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.