Data Quality for Analytics Using SAS

Appendix D: Macro to Determine the Optimal Length of the Available Data History

D.1: Introduction

D.2: Example Call and Results

Preparation of the data

Example call

Results

D.3: Macro Parameters

Parameters for macro %TS_HISTORY_CHECK

Parameters for macro %TS_HISTORY_CHECK_ESM

D.4: Macro Code

Macro code for %TS_HISTORY_CHECK

Macro code for %TS_HISTORY_CHECK_ESM

Comments

D.1: Introduction

This appendix shows the macro that can be used to analyze the optimal length of the history of time series data. The background for this procedure has been shown in chapter 21.

Two macros are presented here.

• Macro %TS_HISTORY_CHECK that uses PROC HPFENGINE and requires SAS High-Performance Forecasting

• Macro %TS_HISTORY_CHECK_ESM that used PROC ESM and requires ...