The BACK= option on the PROC HPFENGINE statement is ignored when the TASK=SELECT(MINOBS=n) option on the PROC HPFENGINE statement is in effect for a given series. In this case, the simple mean model estimated and forecast by the procedure is based on all of the available data, rather than on the subset of data created based on the BACK= option. This causes the parameter estimate for the series to be incorrect, as well as the forecasts written to the OUTFOR= data set.

The estimated model and the forecasts for series in which the TASK=SELECT(MINOBS=n) option is not in effect are correct.

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Operating System and Release Information

A fix for SAS 9.1.3 (9.1 TS1M3) for this issue is available at: