chpt8.sas

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 /*         SAS FOR FORECASTING TIME SERIES, SECOND EDITION           */
 /*          by John C. Brocklebank and David A. Dickey               */
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Chapter 8 - Data Mining and Forecasting

proc hpf data=vc_data.daily_stats_09aug02 outfor=forecasts lead=7 print=all;
   id date interval=day;
   forecast revenue;
run;
symbol1 v = none i = join l = 1 c = black
        height=.5 width=.5;
symbol2 v = =    i = join l = 2 c = green
        height=.5 width=.5;
symbol3 v = none i = join l = 1 c = red
        height=.5 width=.5;
proc gplot data=forecasts;
   plot actual*date = 1
        predict*date = 2
        lower*date = 3
        upper*date = 3 / overlay
        hminor = 0
        vminor = 0
        caxis = black
        frame ;
   title h=2 c=black f=swissb 'The Vermont Country Store Revenue';
   format actual dollar15.2;
run;
quit;


proc autoreg data=vc_data.daily_stats_09aug02;
   model revenue=buyer dollars_per_purch_session 
         /*perc_abandon_carts*/   productsuggestion_pages
         /*new_buy_perc*/
        /nlag=8 backstep slstay=.15 method=ml;
run;



proc model data=vc_data.daily_stats_09aug02 outmodel=outmodel;
   revenue = b0 + b1*buyer + b2*dollars_per_purch_session + 
             b3*productsuggestion_pages ;
   %ar(revenue,7,,1 5 7);
   fit revenue / outest=outest maxiter=1000
       method=marquardt;
run;
data goal goal2;
   set vc_data.daily_stats_09aug02(where=(date='09aug02'd) keep=
   revenue buyer dollars_per_purch_session productsuggestion_pages
   date);
   output goal;
   revenue = round(1.05*revenue); /* 5% increase */
   output goal2;
run;
proc model model=outmodel;
   solve buyer / estdata=outest data=goal2
         out=outsolve1;
   solve dollars_per_purch_session / estdata=outest data=goal2
         out=outsolve2;
   solve productsuggestion_pages / estdata=outest data=goal2
         out=outsolve3;
run; 
data solve; 
   set goal(in=goal) outsolve1(in=outsolve1) outsolve2(in=outsolve2)
       outsolve3(in=outsolve3) ;
   length type $ 31;
   if goal then type='';
   else if outsolve1 then type='Purchasing Sessions Solve';
   else if outsolve2 then type='Average Order Value Solve';
   else if outsolve3 then type='Product Suggestion Pages Solve';
run;
proc print data=solve;
   format productsuggestion_pages 7.2;
run;