The HPF procedure can create the OUT=, OUTEST=, OUTFOR=, OUTSTAT=, OUTSUM=, OUTSEASON=, and OUTTREND= data sets. In general, these data sets contain the variables listed in the BY statement. In general, if a forecasting step related to an output data step fails, the values of this step are not recorded or are set to missing in the related output data set, and appropriate error and/or warning messages are recorded in the log.