IDM Statement

IDM <options> ;

An IDM statement is used to control the intermittency test. The HPFDIAGNOSE procedure performs the intermittency test first.

If the series is intermittent, an intermittent demand model is fitted to the data based on the model selection criterion. However, if the series is not intermittent, ARIMAX and exponential smoothing models are fitted to the data.

If a model statement is not specified, the HPFDIAGNOSE procedure diagnoses ARIMAX and exponential smoothing models if the series is not intermittent, but diagnoses an intermittent demand model if the series is intermittent.

INTERMITTENT=number

specifies a number greater than one that is used to determine whether or not a time series is intermittent. If the average demand interval is greater than this number, then the series is assumed to be intermittent. The default is INTERMITTENT=2.

BASE=AUTO | value

specifies the base value of the time series used to determine the demand series components. The demand series components are determined based on the departures from this base value. If a base value is specified, this value is used to determine the demand series components. If BASE=AUTO is specified, the time series properties are used to automatically adjust the time series. For the common definition of Croston’s method, use BASE=0, which defines departures based on zero. The default is BASE=AUTO.