Problem Note 38530: SUBTRACT adjustments specified in the SAS® Forecast Studio interface are not applied
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When a project is created in SAS Forecast Studio and an adjustment variable is specified with a pre- or post-subtraction operation, the underlying PROC HPFENGINE code is not correctly created and the specified adjustment is ignored. This results in forecasts that have not had the subtraction operation(s) applied.
For example, if you have a dependent variable called Y and you specify in the SAS Forecast Studio interface that the variable PRE is to be subtracted from Y prior to modeling and forecasting Y, then SAS Forecast Server creates the underlying ADJUST statement in PROC HPFENGINE as:
Note that the "SUBTRACT" operator is incorrectly spelled as "SUBSTRACT" in the code generated by SAS Forecast Server. When an unknown pre- or post-adjustment operation is specified in PROC HPFENGINE, the procedure ignores the ADJUST statement with the unrecognized operation and proceeds with the analysis. The resulting forecasts are not computed as expected, since adjustments specified in the ignored ADJUST statements are not applied.
To circumvent the problem, create a new adjustment variable which is equal to the original adjustment variable multiplied by -1. This new adjustment variable can then be specified in the SAS Forecast Studio interface with an addition operation rather than a subtraction operation. All other adjustments not involving a subtraction operation can remain the same as originally specified.
Click the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS Forecast Server | Microsoft® Windows® for 64-Bit Itanium-based Systems | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft Windows XP 64-bit Edition | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft® Windows® for x64 | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Standard Edition | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2008 | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Microsoft Windows XP Professional | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows 7 Enterprise 32 bit | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows 7 Enterprise x64 | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows 7 Home Premium 32 bit | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows 7 Home Premium x64 | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows 7 Professional 32 bit | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows 7 Professional x64 | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows 7 Ultimate 32 bit | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows 7 Ultimate x64 | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Windows Vista | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| 64-bit Enabled AIX | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| 64-bit Enabled HP-UX | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| 64-bit Enabled Solaris | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| HP-UX IPF | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Linux | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Linux for x64 | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
| Solaris for x64 | 3.1 | 4.1 | 9.2 TS2M2 | 9.3 TS1M0 | ||
A fix for this issue for SAS Forecast Server 3.1_M2 is available at:
http://ftp.sas.com/techsup/download/hotfix/HF2/A88.html#38530| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Econometrics Analytics ==> Forecasting SAS Reference ==> Procedures ==> HPFENGINE Analytics ==> Time Series Analysis |
| Date Modified: | 2010-02-03 06:59:30 |
| Date Created: | 2010-01-28 12:08:46 |