SUPPORT / SAMPLES & SAS NOTES
Problem Note 39746: KS statistic has p-value of 1 for fits in SAS® OpRisk VaR 4.1
 |  |  |  |  |
For a fitted model in SAS OpRisk VaR 4.1, the Anderson-Darling (AD) statistic and the Cramer von Mises (CVM) statistic might have p-values of 0 while the Kolmogorov-Smirnov (KS) statistic has a p-value of 1. In this case, the p-value for the KS statistic is wrong, and it should be 0.
*
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.
The workaround is to use Goodness-of-Fit statistics other than the KS statistic to evaluate the fit of the models.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS OpRisk VaR | 64-bit Enabled AIX | 4.1 | 4.2 | 9.2 TS2M0 | 9.2 TS2M3 |
| 64-bit Enabled HP-UX | 4.1 | 4.2 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| 64-bit Enabled Solaris | 4.1 | 4.2 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| HP-UX IPF | 4.1 | 4.2 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Windows Vista for x64 | 4.1 | 4.2 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Windows Vista | 4.1 | 4.2 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Microsoft Windows XP Professional | 4.1 | 4.2 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2008 for x64 | 4.1 | 4.2 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2003 for x64 | 4.1 | 4.2 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Microsoft® Windows® for x64 | 4.1 | 4.2 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2003 Standard Edition | 4.1 | 4.2 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 4.1 | 4.2 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 4.1 | 4.2 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Solaris for x64 | 4.1 | 4.2 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Linux for x64 | 4.1 | 4.2 | 9.2 TS2M0 | 9.2 TS2M3 | ||
| Linux | 4.1 | 4.2 | 9.2 TS2M0 | 9.2 TS2M3 | ||