Using the HPFDIAGNOSE procedure with outlier detection, a series may generate an exception error in the ARIMA modeling option using outlier detection if the procedure fails to provide a forecasting model. In this case, the ESMBEST model is used to forecast this series. The exception is correctly caught by the HPFDIAGNOSE procedure exception handler. The exception handler does not write a blank row to the HPFDIAGNOSE procedure's OUTEST= data set. Rather, no row is written at all and the OUTEST= dataset will be empty.

Subsequent use of the empty OUTEST= data when used as the INEST= data in further procedures will result in the ESMBEST model being used to forecast as expected. The forecast results produced by HPF are correct.

Using HPF alone without FS, the exception handler will work as expected.

The error message occurs when using Forecast Server 2.1. Indices are used in the HPFDIAGNOSE procedure OUTEST= data set in this case. When the HPFDIAGNOSE procedure fails to provide a model for forecasting, the OUTEST= data set contains no rows.

Error messages are generated in the Forecast Server 2.1 log since the system is attempting to index an empty data set. The forecast results, however, are correct.

Operating System and Release Information

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