Problem Note 15337: Forecasts are incorrect if future values of inputs are not provided
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
| 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 |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| 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 |
