We continue my colleague Udo Sglavo's example with the SAS code for incorporating R models into SAS Forecast Server: Code for Including R Model Results in SAS As a first step I’m exporting a data set containing one  time series from SAS to R (actually I will use the same

My colleague Udo Sglavo is back, responding to comments on his guest blog from two weeks ago.  For fans of SAS and R, he shows how to incorporate results from Hyndman's R model into SAS. Do the Evolution After publishing my blog on replicating Rob J Hyndman’s  cross validation idea

Look at the following graphs showing one weekly time series. The left hand shows the actual time series plot. To the less statistically inclined this plot might indicate that the data is seasonal due to the troughs during summer and the peaks during winter. However, if you were to use

In this guest blog, my colleague Snurre Jensen (Analytic Solutions Manager, SAS EMEA Technology Practice) discusses a fine point regarding the word “seasonality” in time series forecasting.  When we see general ups and downs in the data that tend to repeat year after year, we commonly refer to this as

In Part 1, Udo provided SAS code to replicate the example in Hyndman's blog.  Below, he shows the results of out-of-sample testing, and draws some conclusions on the computational efficiency of this approach. Out-of-sample Testing In addition to the example shared by Hyndman, out-of-sample data was used to illustrate the final performance

 In this guest blogger post, Udo Sglavo of the Advanced Analytics Division of SAS shows how to conduct time series cross-validation using SAS Forecast Server.  Udo replicates the example from Rob J Hyndman's Research Tips blog. Replicating the Example In order to replicate the example in Hyndman's blog, the example