Problem Note 43799: PREDICT variable in OUTFOR= data set might be incorrectly set to missing when an ARIMA model with a stochastic input variable is specified
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In PROC HPFENGINE, the procedure should extend the predictor series through the end of the LEAD= forecast horizon for the dependent variable when an ARIMA model with a stochastic predictor is specified and the predictor series is shorter than the dependent series
In some cases, these forecasts of the stochastic predictors are not computed by PROC HPFENGINE before forecasting the dependent variable. In these cases, the PREDICT variable in the OUTFOR= data set is incorrectly set to missing ('.') or 'F'. The LOWER and UPPER variables are also incorrectly set to missing. No error or warning messages are printed.
To circumvent the problem, use PROC HPF or another procedure to forecast the stochastic input variable(s) to the end of the last known historical data point for the dependent variable prior to running PROC HPFENGINE.
This problem can also surface in SAS® Forecast Studio 3.1.
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 High-Performance Forecasting | Microsoft® Windows® for 64-Bit Itanium-based Systems | 3.1 | |||
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 3.1 | |||||
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 3.1 | |||||
| Microsoft Windows XP 64-bit Edition | 3.1 | |||||
| Microsoft® Windows® for x64 | 3.1 | |||||
| Microsoft Windows 95/98 | 3.1 | |||||
| Microsoft Windows 2000 Advanced Server | 3.1 | |||||
| Microsoft Windows 2000 Datacenter Server | 3.1 | |||||
| Microsoft Windows 2000 Server | 3.1 | |||||
| Microsoft Windows 2000 Professional | 3.1 | |||||
| Microsoft Windows NT Workstation | 3.1 | |||||
| Microsoft Windows Server 2003 Datacenter Edition | 3.1 | |||||
| Microsoft Windows Server 2003 Enterprise Edition | 3.1 | |||||
| Microsoft Windows Server 2003 Standard Edition | 3.1 | |||||
| Microsoft Windows Server 2003 for x64 | 3.1 | |||||
| Microsoft Windows Server 2008 | 3.1 | |||||
| Microsoft Windows Server 2008 for x64 | 3.1 | |||||
| Microsoft Windows XP Professional | 3.1 | |||||
| Windows 7 Enterprise 32 bit | 3.1 | |||||
| Windows 7 Enterprise x64 | 3.1 | |||||
| Windows 7 Home Premium 32 bit | 3.1 | |||||
| Windows 7 Home Premium x64 | 3.1 | |||||
| Windows 7 Professional 32 bit | 3.1 | |||||
| Windows 7 Professional x64 | 3.1 | |||||
| Windows 7 Ultimate 32 bit | 3.1 | |||||
| Windows 7 Ultimate x64 | 3.1 | |||||
| Windows Millennium Edition (Me) | 3.1 | |||||
| Windows Vista | 3.1 | |||||
| Windows Vista for x64 | 3.1 | |||||
| 64-bit Enabled AIX | 3.1 | |||||
| 64-bit Enabled HP-UX | 3.1 | |||||
| 64-bit Enabled Solaris | 3.1 | |||||
| HP-UX IPF | 3.1 | |||||
| Linux | 3.1 | |||||
| Linux for x64 | 3.1 | |||||
| OpenVMS on HP Integrity | 3.1 | |||||
| Solaris for x64 | 3.1 | |||||
A fix for this issue for SAS High-Performance Forecasting 3.1_M2 is available at:
http://ftp.sas.com/techsup/download/hotfix/HF2/E74.html#43799| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Econometrics Analytics ==> Forecasting Analytics ==> Time Series Analysis SAS Reference ==> Procedures ==> HPFENGINE |
| Date Modified: | 2011-08-04 09:07:08 |
| Date Created: | 2011-07-21 14:17:00 |