Problem Note 33975: Post-adjustments are not applied to forecasts when an Exponential Smoothing Model (ESM) is used
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PROC HPFENGINE incorrectly ignores the post adjustments to the forecasts specified on the ADJUST statement when an Exponential Smoothing Model (ESM) is selected for the series, and the series contains leading missing values. In this case, the OUTFOR= data set contains the unadjusted forecasts. If the series does not contain leading missing values or if a model other than an ESM is selected, then the post adjustments are correctly applied.
Because SAS Forecast Server uses the SAS High-Performance Forecasting product and the HPFENGINE procedure, this problem may also be observed in SAS Forecast Server.
There is no circumvention for this problem, however, a hotfix is planned for this issue.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS High-Performance Forecasting | Linux | 2.3 | 3.1 | 9.1 TS1M3 SP4 | 9.2 TS1M0 |
| HP-UX IPF | 2.3 | 3.1 | 9.1 TS1M3 SP4 | 9.2 TS1M0 | ||
| 64-bit Enabled Solaris | 2.3 | 3.1 | 9.1 TS1M3 SP4 | 9.2 TS1M0 | ||
| Microsoft Windows XP Professional | 2.3 | 3.1 | 9.1 TS1M3 SP4 | 9.2 TS1M0 | ||
| Microsoft Windows Server 2003 Standard Edition | 2.3 | 3.1 | 9.1 TS1M3 SP4 | 9.2 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 2.3 | 3.1 | 9.1 TS1M3 SP4 | 9.2 TS1M0 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 2.3 | 3.1 | 9.1 TS1M3 SP4 | 9.2 TS1M0 | ||
| Microsoft Windows NT Workstation | 2.3 | 9.1 TS1M3 SP4 | ||||
| Microsoft Windows 2000 Professional | 2.3 | 9.1 TS1M3 SP4 | ||||
| Microsoft Windows 2000 Server | 2.3 | 9.1 TS1M3 SP4 | ||||
| Microsoft Windows 2000 Datacenter Server | 2.3 | 9.1 TS1M3 SP4 | ||||
| Microsoft Windows 2000 Advanced Server | 2.3 | 9.1 TS1M3 SP4 | ||||
| Microsoft® Windows® for x64 | 2.3 | 3.1 | 9.1 TS1M3 SP4 | 9.2 TS1M0 | ||
| Microsoft Windows XP 64-bit Edition | 2.3 | 3.1 | 9.1 TS1M3 SP4 | 9.2 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 2.3 | 3.1 | 9.1 TS1M3 SP4 | 9.2 TS1M0 | ||
| 64-bit Enabled HP-UX | 2.3 | 3.1 | 9.1 TS1M3 SP4 | 9.2 TS1M0 | ||
| 64-bit Enabled AIX | 2.3 | 3.1 | 9.1 TS1M3 SP4 | 9.2 TS1M0 | ||
| Windows Vista | 2.3 | 3.1 | 9.1 TS1M3 SP4 | 9.2 TS1M0 | ||
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 2.3 | 3.1 | 9.1 TS1M3 SP4 | 9.2 TS1M0 | ||
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 2.3 | 3.1 | 9.1 TS1M3 SP4 | 9.2 TS1M0 | ||
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#033975| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Time Series Analysis Analytics ==> Forecasting Data Management ==> Manipulation and Transformation ==> Date and Time Data Management ==> Manipulation and Transformation ==> Missing Values SAS Reference ==> Procedures ==> HPFENGINE |
| Date Modified: | 2008-12-11 10:11:57 |
| Date Created: | 2008-11-19 15:09:09 |