The HPFDIAGNOSE procedure always performs the intermittency test first regardless of which model statement is specified. The IDM statement controls only the intermittency test by using the INTERMITTENT= and BASE= options.

The following example specifies the IDM statement to control the intermittency test. If the HPFDIAGNOSE procedure determines that the series is intermittent, then an intermittent demand model is fitted to the data.

However, if the series is not intermittent, ARIMAX and exponential smoothing models are fitted to the data, even though the IDM statement is specified.

   proc hpfdiag data=bbb print=all;
      id date interval=month;
      forecast x;
      idm intermittent=2.5 base=auto;
   run;

The following example specifies the ESM statement. If the series is intermittent, an intermittent demand model is fitted to the data, even though the ESM statement is specified. But, if the series is not intermittent, an ESM is fitted to the data. The same is true when the ARIMAX and UCM statements are specified.

   proc hpfdiag data=ccc print=all;
      id date interval=month;
      forecast z;
      esm;
   run;