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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 FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS/ETSz/OS9.229.39.2 TS2M39.3 TS1M2
Microsoft® Windows® for 64-Bit Itanium-based Systems9.229.39.2 TS2M39.3 TS1M2
Microsoft Windows Server 2003 Datacenter 64-bit Edition9.229.39.2 TS2M39.3 TS1M2
Microsoft Windows Server 2003 Enterprise 64-bit Edition9.229.39.2 TS2M39.3 TS1M2
Microsoft Windows XP 64-bit Edition9.229.39.2 TS2M39.3 TS1M2
Microsoft® Windows® for x649.229.39.2 TS2M39.3 TS1M2
Microsoft Windows Server 2003 Datacenter Edition9.229.39.2 TS2M39.3 TS1M2
Microsoft Windows Server 2003 Enterprise Edition9.229.39.2 TS2M39.3 TS1M2
Microsoft Windows Server 2003 Standard Edition9.229.39.2 TS2M39.3 TS1M2
Microsoft Windows Server 2003 for x649.229.39.2 TS2M39.3 TS1M2
Microsoft Windows Server 20089.229.39.2 TS2M39.3 TS1M2
Microsoft Windows Server 2008 for x649.229.39.2 TS2M39.3 TS1M2
Microsoft Windows XP Professional9.229.39.2 TS2M39.3 TS1M2
Windows 7 Enterprise 32 bit9.229.39.2 TS2M39.3 TS1M2
Windows 7 Enterprise x649.229.39.2 TS2M39.3 TS1M2
Windows 7 Home Premium 32 bit9.229.39.2 TS2M39.3 TS1M2
Windows 7 Home Premium x649.229.39.2 TS2M39.3 TS1M2
Windows 7 Professional 32 bit9.229.39.2 TS2M39.3 TS1M2
Windows 7 Professional x649.229.39.2 TS2M39.3 TS1M2
Windows 7 Ultimate 32 bit9.229.39.2 TS2M39.3 TS1M2
Windows 7 Ultimate x649.229.39.2 TS2M39.3 TS1M2
Windows Vista9.229.39.2 TS2M39.3 TS1M2
Windows Vista for x649.229.39.2 TS2M39.3 TS1M2
64-bit Enabled AIX9.229.39.2 TS2M39.3 TS1M2
64-bit Enabled HP-UX9.229.39.2 TS2M39.3 TS1M2
64-bit Enabled Solaris9.229.39.2 TS2M39.3 TS1M2
HP-UX IPF9.229.39.2 TS2M39.3 TS1M2
Linux9.229.39.2 TS2M39.3 TS1M2
Linux for x649.229.39.2 TS2M39.3 TS1M2
OpenVMS on HP Integrity9.229.39.2 TS2M39.3 TS1M2
Solaris for x649.229.39.2 TS2M39.3 TS1M2
* For software releases that are not yet generally available, the Fixed Release is the software release in which the problem is planned to be fixed.