My first steps in SAP PA – Time series analysis

Dear community,

I recently installed PA 2.2 for testing purposes of the “Time series analysis”.

This blog describes my steps to the final result plus I have some questions, since the final outcome seems very poor to me.

After having watched this video: http://scn.sap.com/docs/DOC-62239

I prepared a list of ~130 German companies with ~20 stock market key figures for the last 115 consecutive weeks.

The import file contained weekly data from CW 36/2013 to CW 46/2015, and my expected outcome was the share value by CW 5/2016.

Fortunately I had good help of a working student, who developed the “structure” file for me.

It seems to work but we are not sure if it is the best setup (further information is appreciated).

The blog is focusing on one example company “SAP”, for which a trend line was generated.

Question 1: Why do some results show trend lines and others don’t?

In my variables I used only “total value” key figures and avoided to mix them with percentage key figures.

I chose 12 future weeks to predict:

Warning message shown:

Obviously it can “predict” only 4 weeks?

Question 2: What does this warning mean? I found some warnings with 2 or 3, this with 4 as maximum horizon.

UPDATE: I forgot to include the following screenshot:

However, I continued and this is the result … quite …hm…  strange … or ridiculous 😀

The table shows the whole “catastrophe”… almost only 40% variance between minimum and maximum.

…This and several other result seems to dice for finding the forecast.

Another highlight, Lufthansa: up & down and up& down:

Finally I have some more questions and would love to learn more about the tool and “Time series analysis”:

3) How can the structure file be optimized? Is there a how-to or SCN document/blog available?

4) Is there a way to analyze more than only one company at a time?

I would like to load the whole DAX (German main index) and use the same ~20 key figures of all companies for finding the results per company.

Since all shares have the “same attention” (like when in DAX or SDAX or MDAX) I would like to use additional “trends” within the market for analysis.

Is there somehow a “learning effect” I can initiate in the tool by using different data with same variables?

5) Is there a way to use no 4) “more companies at once” and getting only the trend lines per company as result … not the single predicted values?

6) How do I find out which of the 20 key figures I should keep or change for better results?

7) How does PA deal with mixed input of “total values” and “percentage key figures”?

8) How can I tell PA which relationships exist between key figures, e.g. those which are an outcome of a formula using the weekly share value.

9) I checked the logs and found statements like:

“The automatic variable selection process discarded all the extra-predictable variables when estimating the trend(<list-of-variables>)” or

“The trend model (Regression<list-of-variables>…has been discarded from the competition.” What does this mean?

Are all my 20 key figures in the file neglected and the forecast is based only on the historic share values? What could be the reason?

Thanks for reading… and any feedback is appreciated 🙂

Best regards,

Martin