Problem Note 44917: Incorrect statistic values for Rolling Simulations in SAS® Forecast Studio
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Incorrect statistics are seen in the Simulation Statistics Tab using Rolling Simulations. Information in the Simulations Tab is correct.
Rolling Simulations are available from an opened SAS Forecast Studio project by selecting:
Modeling View ► select a series ► Go to Series menu ►Select Rolling Simulations
The mean statistics in the Simulations Statistics Tab should be based on the diagonal elements of the Simulations Tab table.
Currently the statistics are based on the column or row values.
For example, see this output, based on sashelp.air data and a 6 period lag.
Simulation Statistics
Simulations
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 Studio | Windows Vista for x64 | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 |
| Windows Vista | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 | ||
| Windows 7 Ultimate x64 | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 | ||
| Windows 7 Ultimate 32 bit | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 | ||
| Windows 7 Professional x64 | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 | ||
| Windows 7 Professional 32 bit | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 | ||
| Windows 7 Home Premium x64 | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 | ||
| Windows 7 Home Premium 32 bit | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 | ||
| Windows 7 Enterprise x64 | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 | ||
| Windows 7 Enterprise 32 bit | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 | ||
| Microsoft Windows XP Professional | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 | ||
| Microsoft Windows Server 2008 for x64 | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 | ||
| Microsoft Windows Server 2008 | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 | ||
| Microsoft Windows Server 2003 for x64 | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 | ||
| Microsoft Windows Server 2003 Standard Edition | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 | ||
| Microsoft® Windows® for x64 | 4.1 | 4.1_M1 | 9.3 TS1M1 | 9.3 TS1M1 | ||
A fix for this issue for SAS Forecast Server 4.1_M1 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/F74.html#44917| Type: | Problem Note |
| Priority: | alert |
| Topic: | Analytics ==> Forecasting |
| Date Modified: | 2020-02-10 15:51:53 |
| Date Created: | 2011-11-18 14:33:01 |