Problem Note 43883: Access or Segmentation Violation error may occur in PROC HPFDIAGNOSE with REG-ARIMA models when HOLDOUT sample is used
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If PROC HPFDIAGNOSE is used to fit potential REG-ARIMA models and a holdout sample is specified, then the procedure can terminate with one of the following errors:
These errors can occur when the PROC HPFDIAGNOSE statement includes either the HOLDOUT= and/or HOLDOUTPCT= options, an ARIMAX statement is used, and one or more INPUT statements are specified with the REQUIRED=YES option.
PROC HPFDIAGNOSE can also run without error under this combination of statements and options, however, the quality of the model could be compromised, because fewer observations are used than expected to select the order of the ARMA error process.
This problem can also be encountered in SAS® Forecast Server.
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 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows XP 64-bit Edition | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft® Windows® for x64 | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Standard Edition | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 for x64 | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2008 | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2008 for x64 | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Microsoft Windows XP Professional | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Enterprise 32 bit | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Enterprise x64 | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Home Premium 32 bit | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Home Premium x64 | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Professional 32 bit | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Professional x64 | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Ultimate 32 bit | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows 7 Ultimate x64 | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows Vista | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Windows Vista for x64 | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| 64-bit Enabled AIX | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| 64-bit Enabled HP-UX | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| 64-bit Enabled Solaris | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| HP-UX IPF | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Linux | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Linux for x64 | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| OpenVMS on HP Integrity | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
| Solaris for x64 | 3.1 | 4.1 | 9.2 TS2M3 | 9.3 TS1M0 | ||
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#43883| Type: | Problem Note |
| Priority: | medium |
| Topic: | Analytics ==> Econometrics Analytics ==> Forecasting Analytics ==> Time Series Analysis SAS Reference ==> Procedures ==> HPFDIAGNOSE |
| Date Modified: | 2012-01-17 16:13:19 |
| Date Created: | 2011-08-01 15:23:41 |