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Problem Note 48883: Calculate empirical VaR using migrated project and get "ERROR 68-185: The function INV_CDF_EMP_2 is unknown, or cannot be accessed."
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In SAS® OpRisk VaR 5.1, if you import a project from SAS® OpRisk VaR 4.21, then try to calculate VaR using the empirical models, you encounter warnings and errors like the following:
WARNING: No CMP or C functions found in library varprj.Empirical_Functions.
ERROR 68-185: The function INV_CDF_EMP_2 is unknown, or cannot be accessed.
WARNING: The data set WORK._TEMP_ may be incomplete. When this step was stopped
there were 0 observations and 7 variables.
WARNING: Data set WORK._TEMP_ was not replaced because this step was stopped.
This problem occurs because during the migration, the empirical models are not retained.
The workaround is to fit new empirical models to the cells, and then to calculate the empirical VaR.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS OpRisk VaR | Windows Vista | 5.1 | 9.3 TS1M2 | ||
| Windows Vista for x64 | 5.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 Enterprise Edition | 5.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 Standard Edition | 5.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 for x64 | 5.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2008 | 5.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2008 for x64 | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows XP Professional | 5.1 | 9.3 TS1M2 | ||||
| Windows 7 Enterprise 32 bit | 5.1 | 9.3 TS1M2 | ||||
| Windows 7 Enterprise x64 | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows 7 Home Premium 32 bit | 5.1 | 9.3 TS1M2 | ||||
| Windows 7 Home Premium x64 | 5.1 | 9.3 TS1M2 | ||||
| Windows 7 Professional 32 bit | 5.1 | 9.3 TS1M2 | ||||
| Windows 7 Professional x64 | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows 7 Ultimate 32 bit | 5.1 | 9.3 TS1M2 | ||||
| Windows 7 Ultimate x64 | 5.1 | 9.3 TS1M2 | ||||
| Microsoft® Windows® for x64 | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 5.1 | 9.3 TS1M2 | ||||
| 64-bit Enabled AIX | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| 64-bit Enabled HP-UX | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| 64-bit Enabled Solaris | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| HP-UX IPF | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Linux | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Linux for x64 | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Solaris for x64 | 5.1 | 6.1 | 9.3 TS1M2 | 9.4 TS1M0 | ||