The HPFDIAGNOSE Procedure: Functional Summary

The HPFDIAGNOSE Procedure

Table 4.1 summarizes the statements and options that control the HPFDIAGNOSE procedure.

Table 4.1 HPFDIAGNOSE Functional Summary
Description	Statement	Option
Statements
specifies BY-group processing	BY
specifies event definitions	EVENT
specifies variables to be forecast	FORECAST
specifies the time ID variable	ID
specifies input variables	INPUT
specifies log transform test and other functional transformation types	TRANSFORM
specifies differencing test	TREND
specifies ARIMAX model options	ARIMAX
specifies exponential smoothing model	ESM
specifies intermittent demand model options	IDM
specifies unobserved components model	UCM
specifies adjusting the dependent values	ADJUST
Model Repository Options
specifies the model repository	HPFDIAGNOSE	REPOSITORY=
specifies the base name for model specification files or model selection list files	HPFDIAGNOSE	BASENAME=
respects the CHOOSE= option in the HPFSELECT procedure	HPFDIAGNOSE	RETAINCHOOSE=
Data Set Options
specifies the input data set	HPFDIAGNOSE	DATA=
specifies the mapping/estimate output data set	HPFDIAGNOSE	OUTEST=
specifies the events data set	HPFDIAGNOSE	INEVENT=
specifies the events data set organized by BY groups	HPFDIAGNOSE	EVENTBY=
specifies the output data set that contains the outliers	HPFDIAGNOSE	OUTOUTLIER=
specifies the output data set that contains the information in the SAS log	HPFDIAGNOSE	OUTPROCINFO=
Accumulation Options
specifies length of seasonal cycle	HPFDIAGNOSE	SEASONALITY=
specifies accumulation frequency	ID	INTERVAL=
specifies interval alignment	ID	ALIGN=
specifies starting time ID value	ID	START=
specifies ending time ID value	ID	END=
specifies accumulation statistic	ID,	ACCUMULATE=
	FORECAST,
	INPUT,
	ADJUST
specifies missing value interpretation	ID,	SETMISSING=
	FORECAST,
	INPUT,
	ADJUST
specifies zero value interpretation	ID,	ZEROMISS=
	FORECAST,
	INPUT,
	ADJUST
specifies trim missing values	ID,	TRIMMISS=
	FORECAST,
	INPUT,
	ADJUST
Transformation Test Options
specifies the AR order for the log transformation test	TRANSFORM	P=
specifies the type of the functional transformation	TRANSFORM	TYPE=
specifies the method of the forecasts of the transformed series	TRANSFORM	TRANSOPT=
Trend Test Options
specifies the simple differencing	TREND	DIFF=
specifies the seasonal differencing	TREND	SDIFF=
specifies the AR order for the augmented unit root test	TREND	P=
ARIMAX Model Options
specifies the ARMA order selection criterion	ARIMAX	CRITERION=
specifies the range of the AR orders for obtaining the error series used in the MINIC method	ARIMAX	PERROR=
specifies the range of the AR orders	ARIMAX	P=
specifies the range of the MA orders	ARIMAX	Q=
specifies the range of the denominator orders of the transfer function	ARIMAX	DEN=
specifies the range of the numerator orders of the transfer function	ARIMAX	NUM=
specifies the tentative order identification method	ARIMAX	METHOD=
specifies the outlier detection	ARIMAX	OUTLIER=
specifies the identification order of the components	ARIMAX	IDENTIFYORDER=
suppresses the intercept (constant) term	ARIMAX	NOINT
Unobserved Components Model Option
specifies the components to test for inclusion in the UCM	UCM	COMPONENT=
Exponential Smoothing Model Option
specifies the method of the ESM	ESM	METHOD=
Significance Level Option
specifies the significance level for diagnostic	HPFDIAGNOSE,	SIGLEVEL=
tests	TRANSFORM,
	TREND,
	ARIMAX,
	UCM
specifies the significance level to control confidence limits in the model selection list files	HPFDIAGNOSE	ALPHA=
Event Variable Control Option
specifies the maximum number of the events to be selected	HPFDIAGNOSE	SELECTEVENT=
specifies the required option of the event	EVENT	REQUIRED=
Input Variable Control Options
specifies the maximum number of the input variables to be selected	HPFDIAGNOSE	SELECTINPUT=
specifies the transformation and differencing of the input variables	HPFDIAGNOSE	TESTINPUT=
specifies the maximum missing percent of the input variables	HPFDIAGNOSE	INPUTMISSINGPCT=
specifies the required option of the variables	INPUT	REQUIRED=
Model Selection Options
specifies the model selection criterion	HPFDIAGNOSE	CRITERION=
specifies the forecast holdout sample size	HPFDIAGNOSE	HOLDOUT=
specifies the forecast holdout sample percent	HPFDIAGNOSE	HOLDOUTPCT=
specifies data to hold back	HPFDIAGNOSE	BACK=
specifies the minimum number of observations needed to fit a trend or seasonal model	HPFDIAGNOSE	MINOBS=
specifies the threshold of forward selection of inputs and events	HPFDIAGNOSE	ENTRYPCT=
Printing Options
specifies printed output for only the model specifications	HPFDIAGNOSE	PRINT=SHORT
specifies printed output for PRINT=SHORT and summary of the transformation and trend tests	HPFDIAGNOSE	PRINT=LONG
specifies detailed printed output	HPFDIAGNOSE	PRINT=ALL
specifies control of message printing in the log	HPFDIAGNOSE	ERRORCONTROL=
Data Prefilter Option
specifies handling missing and extreme values prior to diagnostic tests	HPFDIAGNOSE	PREFILTER=
Miscellenaous Options
specifies control of exception handling	HPFDIAGNOSE	EXCEPTIONS=

Top of Page