问题描述
我曾经使用auto.arima"在 R 中运行 arima 模型来确定适合数据的最佳 arima 模型.即使没有它，在 R 中编写一个函数来执行类似的任务也很容易.但是，这几天我用谷歌搜索，在 SAS 中找不到类似的程序.有谁知道SAS中是否有auto.arima"?还是我必须自己写一个?谢谢！
I used to run arima model in R using "auto.arima" to identify the best arima model that fits the data. Even without it, it's easy in R to write a function to perform similar task. However, I have googled for the past few days, and I can't find a similar procedure in SAS. Does anyone know if there is a "auto.arima" in SAS? Or do I have to write one by myself? Thank you!
经过几天的网上搜索，我能找到的最接近的是时间序列预测包中的自动模型选择.但是，该功能是使用GUI的功能，仍然需要手动选择所有不同的模型进行测试.有谁知道一个命令行程序或包来做到这一点?谢谢你.
After days of searching online, the closest one that I can find is Automatic Model Selection in time series forecasting package. However, that function is the one using GUI, and still one has to manually select all the different models to test. Does anyone know a command line procedure or package to do this? Thank you.
推荐答案
用于高性能预测的 SAS HpF 是市场上时间序列预测的最佳选择，当您尝试为多个产品生成预测时，没有什么比它的准确性更高的了...Proc hpfdiagnose 然后是 proc hpfengine 你会讨厌 auto.arima 使用这个
SAS HpF for high performance forecasting is the best in market for time series forecasting nothing can beat its accuracy when u are trying to generate forecast for multiple products ... Proc hpfdiagnose followed by proc hpfengine you will hate auto.arima after using this
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