About this course

Course code TPFETS41
Duration 3 Days

This course teaches analysts how to use SAS/ETS software to diagnose systematic variation in data collected over time, create forecast models to capture the systematic variation, evaluate a given forecast model for goodness-of-fit and accuracy, and forecast future values using the model. Topics include Box-Jenkins ARIMA models, dynamic regression models, and exponential smoothing models.


Before attending this course, you should have experience using SAS to enter or transfer data and to perform elementary analyses, such as computing row and column totals and averages, and producing charts and plots. You can gain this experience by completing the SAS Programming 1: Essentials course. Knowledge of SAS Macro language programming is useful, but not required. A student with no experience in data analysis and statistical modeling can gain the prerequisite knowledge by completing the Statistics 2: ANOVA and Regression course.

This course addresses SAS/ETS software.

Who should attend

Scientists, engineers, and business analysts who have the responsibility of forecasting or evaluating policies and practices for their organizations

Delegates will learn how to

  • build simple forecast models
  • build advanced forecast models for autocorrelated time series and for time series with trend and seasonality
  • build forecast models that contain explanatory variables
  • build models to assess the impact of events such as public policy changes (for example, DUI laws), sales and marketing promotions, and natural or man-made disasters.


Introduction to Forecasting

  • time series and forecasting
  • introduction to forecasting with SAS software
  • evaluating forecasts

Stationary Time Series Models

  • introduction to stationary time series
  • automatic model selection techniques for stationary time series
  • estimation and forecasting for stationary time series

Trend Models

  • introduction to nonstationary time series
  • modeling trend
  • alternatives to PROC ARIMA for modeling trend

Seasonal Models

  • seasonal ARIMA models
  • alternatives to PROC ARIMA for fitting seasonal models
  • forecasting the airline passengers data

Models with Explanatory Variables

  • ordinary regression models
  • event models
  • time series regression models

3 Days


This is a QA approved partner course

Delivery Method

Delivery method


Face-to-face learning in the comfort of our quality nationwide centres, with free refreshments and Wi-Fi.

Find dates and prices

Online booking is currently not available for this course, to find out more please call us on 01753 898320 or email us at info@qa.com to discuss how we can help.

Trusted, awarded and accredited

Fully accredited to ensure we provide the highest possible standards in learning

All third party trademark rights acknowledged.