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The HPFDIAGNOSE Procedure

Default Settings

The following example shows the HPFDIAGNOSE procedure with the default settings. The data sets AAA, BBB, and CCC are not specific data sets.

   proc hpfdiag data=aaa print=all;
      id date interval=month;
      forecast y;
   run;

The HPFDIAGNOSE procedure always performs the intermittency test first. If the HPFDIAGNOSE procedure determines that the series is intermittent, then the preceding example is equivalent to the following statements:

   proc hpfdiag data=aaa print=all;
      id date interval=month;
      forecast y;
      idm intermittent=2 base=auto;
   run;

However, if the HPFDIAGNOSE procedure determines that the series is not intermittent, then the default settings are equivalent to the following statements:

   proc hpfdiag data=aaa print=all siglevel=0.05
                criterion=rmse holdout=0 holdoutpct=0 prefilter=yes
                back=0 errorcontrol=(severity=all stage=all);
      id date interval=month;
      forecast y;
      transform type=none;
      trend dif=auto sdif=auto;
      arimax method=minic p=(0:5)(0:2) q=(0:5)(0:2) perror=(5:10)
         outlier=(detect=maybe maxnum=2 maxpct=2
                  siglevel=0.01 filter=full);
      esm method=best;
   run;
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