The Time Series Forecasting System (TSFS) is a component of SAS/ETS® that provides a menu-based front-end for forecasting activities. You cannot use it from within Enterprise Guide. You need the SAS Windowing environment (some call it the SAS Display Manager).
I stopped using TSFS around the year 2010.
SAS 9.4 has a much better forecasting solution, being Forecast Server. SAS Forecast Studio (based on Java) is the client of SAS Forecast Server, providing a graphical interface for forecasting and time series analysis. On top of SAS/ETS , you need to license Forecast Server in order to be able to use it. Forecast Server comes with SAS High-Performance Forecasting. SAS High-Performance Forecasting (multi-threaded) is software with procedures (PROC HPxxxxx) and functions.
SAS® Forecast Server Procedures 15.3: User's Guide : https://documentation.sas.com/doc/en/hpfug/15.3/hpfug_pt02.htm
SAS® Forecast Studio 15.3: User’s Guide : https://documentation.sas.com/doc/en/fsug/15.3/titlepage.htm
Ciao,
Koen
