SAS Linear Regression

Question

I’m working on a project where I develop trend change indicators. One of them involves linear regression looking at 12 months, that is, I enter with 12 consecutive points of a time series and I want the prediction of the thirteenth. Behind some researches I checked that the procedure "proc reg" returns the point I need. However, I have to do this procedure thousands of times, because I only get the point if I make a table with 13 lines. Does anyone know a solution, or any function I can use and replace the proc reg call? Thank you.

Answer 1

"Reg proc" you should be talking about regression procedures if you look deep you will notice that there are different classes. The simplest path I see is to apply linear regression simply by looking at past values to predict the future or the path you took still seems to me to be the best option, I can still imagine the use of a linear interpolation that is widely used when one wishes to find unknown values between two points and of course can be used as analysis to predict any point from previous values, a practical example can be found on this site http://www.johndcook.com/interpolator.htm for example enter a sequence and leave the last value empty and see the result, as stated above it is possible to predict values at any position.