Problem Note 15337: Forecasts are incorrect if future values of inputs are not provided
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If a model is fit in PROC HPFENGINE and both the INPUT and STOCHASTIC statements are specified, then future-period forecasts are computed and output even if future values of the INPUT variable(s) are not provided. In this case, the future-period forecasts should be set to missing.
These incorrect forecasts are displayed in the printed output when the PRINT=(FORECASTS) option is specified. They are also written to the OUTFOR= data set.
Select the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| Product Family | Product | System | SAS Release | |
| Reported | Fixed* | |||
| SAS System | SAS High-Performance Forecasting | Microsoft Windows Server 2003 Standard Edition | 9.1 TS1M3 | 9.1 TS1M3 SP3 |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
| Microsoft Windows NT Workstation | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
| Microsoft Windows XP Professional | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
| Microsoft Windows 2000 Datacenter Server | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
| Microsoft Windows 2000 Professional | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
| Microsoft Windows 2000 Server | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
| z/OS | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
| Microsoft Windows 2000 Advanced Server | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
| 64-bit Enabled Solaris | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
| HP-UX IPF | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
| Linux | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
| Linux on Itanium | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
| 64-bit Enabled HP-UX | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
| OpenVMS Alpha | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
| 64-bit Enabled AIX | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
| Tru64 UNIX | 9.1 TS1M3 | 9.1 TS1M3 SP3 | ||
A fix for SAS 9.1.3 (9.1 TS1M3) for this issue is available at:
http://www.sas.com/techsup/download/hotfix/e9_sbcs_prod_list.html#015337A fix for SAS 9.1.3 (9.1 TS1M3) with Asian Language Support (DBCS) for this issue is available at :
http://www.sas.com/techsup/download/hotfix/e9_dbcs_prod_list.html#015337| Type: | Problem Note |
| Priority: | alert |
| Topic: | Analytics ==> Forecasting Analytics ==> Time Series Analysis SAS Reference ==> Procedures ==> HPFENGINE |
| Date Modified: | 2005-10-19 07:12:34 |
| Date Created: | 2005-05-25 09:51:40 |