FILENAME data URL "http://research.stlouisfed.org/fred2/data/UNRATE.txt" DEBUG LRECL=100;
data one; infile data; input @1 year 4. @6 month 2. @9 day 2. uer; DATE = MDY(MONTH,DAY,YEAR); FORMAT DATE monyy7.; drop year month day; if date=. then delete; run;
proc forecast data=one out=uerp1 out1step lead=12 interval=month; id date; var uer; run;
proc arima data=one; i var=uer; e p=1 q=12; f lead=12 interval=month id=date out=uerp2; run; quit; data two; set uerp1(keep=date uer rename=(uer=pforecast)); set uerp2(keep=date uer forecast rename=(uer=actual forecast=parima)); run; title 'Unemployment rate'; ods listing close; ods html file="prediction.html" style=gears image_dpi=300;
ods graphics /reset imagename='Table' imagefmt=gif; proc sgplot data=two; series x= date y=actual; series x= date y=pforecast / legendlabel='predication by proc forecast'; series x= date y=parima / legendlabel='predication by proc arima '; refline '01mar2010'd '01mar2011'd /axis=x transparency=0.5 label=('Mar2010' 'Mar2011'); yaxis values=(3 to 12 by 1) label='Percentage'; where date>'01mar1990'd ; run;