| 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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