SAS 9.1 has brought out a new PROC, PROC HPF (high performance forecasting) combining many techniques.
The user guide for PROC HPF is provided by SAS support system, and is available here.
http://support.sas.com/documentation/onlinedoc/91pdf/sasdoc_91/hpf_ug_7305.pdf
Comparing PROC HPF and SAS® Enterprise Miner for forecasting is provided in
http://www2.sas.com/proceedings/sugi30/194-30.pdf
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