Problem Note 47025: Prediction Confidence Limits Incorrect in PROC AUTOREG
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If you specify an autoregressive error model with the NLAG= option on the MODEL statement, and request upper and/or lower confidence limits on the predicted values with the OUT= option and UCL= and/or LCL= option on the OUTPUT statement, then the confidence limits for the predicted values in the output data set are incorrect.
There is no circumvention to this problem.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS/ETS | z/OS | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows XP 64-bit Edition | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft® Windows® for x64 | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Standard Edition | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 for x64 | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2008 | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2008 for x64 | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Microsoft Windows XP Professional | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Enterprise 32 bit | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Enterprise x64 | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Home Premium 32 bit | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Home Premium x64 | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Professional 32 bit | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Professional x64 | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Ultimate 32 bit | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows 7 Ultimate x64 | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows Vista | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Windows Vista for x64 | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| 64-bit Enabled AIX | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| 64-bit Enabled HP-UX | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| 64-bit Enabled Solaris | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| HP-UX IPF | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Linux | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Linux for x64 | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| OpenVMS on HP Integrity | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
| Solaris for x64 | 9.22 | 9.3 | 9.2 TS2M3 | 9.3 TS1M2 | ||
A fix for this issue for SAS/ETS 9.22 is available at:
http://ftp.sas.com/techsup/download/hotfix/HF2/B98.html#47025| Type: | Problem Note |
| Priority: | alert |
| Topic: | SAS Reference ==> Procedures ==> AUTOREG Analytics ==> Econometrics Analytics ==> Forecasting Analytics ==> Regression Analytics ==> Time Series Analysis |
| Date Modified: | 2012-08-15 13:59:35 |
| Date Created: | 2012-07-18 13:41:58 |