Predictive and Specialized Modeling > Time Series Forecast > Time Series Forecast Platform Options
Publication date: 08/13/2020

Time Series Forecast Platform Options

The Time Series Forecast red triangle menu contains the following options:

Report Options

(Effective only after fitting a model.) Contains the following report options:

Set Forecast Interval Level

Enables you to change the forecast interval level. The individual model reports update automatically.

Set NAhead

Enables you to change the number of steps ahead to forecast. The individual model reports update automatically.

Set NHoldout

Enables you to change the duration of the holdout set. The individual model reports update automatically.

Save Results

(Effective only after fitting a model.) Saves the forecasts to a separate data table named Forecasts. The Forecasts data table has the same layout and format as the original data table. If a holdout set is specified by NHoldout, an additional data table that saves the actual values from the holdout data and the forecasts is produced. You can use this table to calculate different types of error estimates.

The following additional save options are shown in the Request Outputs window:

Save Forecast Intervals

Saves the lower and upper prediction intervals as columns in the Forecasts data table.

Save One-Step-Ahead Predictions

Stacks the one-step-ahead predictions and the forecasts and saves them to a separate data table.

Save Original Series

Stacks the original series and the forecasts and saves them to a separate data table.

Save Forecast Results to Original Data Table

Saves the results to new columns in the original data table.

See Local Data Filter, Redo Menus, and Save Script Menus in Using JMP for more information about the following options:

Local Data Filter

Shows or hides the local data filter that enables you to filter the data used in a specific report.

Redo

Contains options that enable you to repeat or relaunch the analysis. In platforms that support the feature, the Automatic Recalc option immediately reflects the changes that you make to the data table in the corresponding report window.

Save Script

Contains options that enable you to save a script that reproduces the report to several destinations.

Save By-Group Script

Contains options that enable you to save a script that reproduces the platform report for all levels of a By variable to several destinations. Available only when a By variable is specified in the launch window.

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