Problem Note 43890: Model Selection Statistic may be wrong for ARIMA models if both BACK= and HORIZONSTART= options are specified
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PROC HPFENGINE may print and output a model selection statistic which is computed over an incorrect span of data. This problem is encountered when the TASK=SELECT option is specified in the PROC HPFENGINE statement, the BACK= option is specified with a value greater than 0, and the HORIZONSTART= option is specified in the ID statement.
Under these conditions, PROC HPFENGINE incorrectly computes the requested model selection statistic for any ARIMA-based model. For other types of models, such as exponential smoothing or intermittent demand models, the selection criterion is correctly computed. The model selection criterion value is displayed in the Model Selection table if the PRINT=SELECT option is used in the PROC HPFENGINE statement and is also written to the OUTSTATSELECT= data set if specified.
This problem can also be encountered in SAS Forecast Server® under the aforementioned conditions.
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 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 3.1 | 9.2 TS2M3 | ||||
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 3.1 | 9.2 TS2M3 | ||||
| Microsoft Windows XP 64-bit Edition | 3.1 | 9.2 TS2M3 | ||||
| Microsoft® Windows® for x64 | 3.1 | 9.2 TS2M3 | ||||
| Microsoft Windows Server 2003 Datacenter Edition | 3.1 | 9.2 TS2M3 | ||||
| Microsoft Windows Server 2003 Enterprise Edition | 3.1 | 9.2 TS2M3 | ||||
| Microsoft Windows Server 2003 Standard Edition | 3.1 | 9.2 TS2M3 | ||||
| Microsoft Windows Server 2003 for x64 | 3.1 | 9.2 TS2M3 | ||||
| Microsoft Windows Server 2008 | 3.1 | 9.2 TS2M3 | ||||
| Microsoft Windows Server 2008 for x64 | 3.1 | 9.2 TS2M3 | ||||
| Microsoft Windows XP Professional | 3.1 | 9.2 TS2M3 | ||||
| Windows 7 Enterprise 32 bit | 3.1 | 9.2 TS2M3 | ||||
| Windows 7 Enterprise x64 | 3.1 | 9.2 TS2M3 | ||||
| Windows 7 Home Premium 32 bit | 3.1 | 9.2 TS2M3 | ||||
| Windows 7 Home Premium x64 | 3.1 | 9.2 TS2M3 | ||||
| Windows 7 Professional 32 bit | 3.1 | 9.2 TS2M3 | ||||
| Windows 7 Professional x64 | 3.1 | 9.2 TS2M3 | ||||
| Windows 7 Ultimate 32 bit | 3.1 | 9.2 TS2M3 | ||||
| Windows 7 Ultimate x64 | 3.1 | 9.2 TS2M3 | ||||
| Windows Vista | 3.1 | 9.2 TS2M3 | ||||
| Windows Vista for x64 | 3.1 | 9.2 TS2M3 | ||||
| 64-bit Enabled AIX | 3.1 | 9.2 TS2M3 | ||||
| 64-bit Enabled HP-UX | 3.1 | 9.2 TS2M3 | ||||
| 64-bit Enabled Solaris | 3.1 | 9.2 TS2M3 | ||||
| HP-UX IPF | 3.1 | 9.2 TS2M3 | ||||
| Linux | 3.1 | 9.2 TS2M3 | ||||
| Linux for x64 | 3.1 | 9.2 TS2M3 | ||||
| OpenVMS on HP Integrity | 3.1 | 9.2 TS2M3 | ||||
| Solaris for x64 | 3.1 | 9.2 TS2M3 | ||||
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#43890| Type: | Problem Note |
| Priority: | medium |
| Topic: | Analytics ==> Econometrics Analytics ==> Forecasting Analytics ==> Time Series Analysis |
| Date Modified: | 2011-08-04 09:11:36 |
| Date Created: | 2011-08-02 14:53:15 |