Problem Note 50293: SAS® Forecast Studio sets the differencing order of input variable to be the same as the differencing order of the response variable
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If you run SAS Forecast Studio from either SAS® Forecast Server 12.1 or SAS® Forecasting for Desktop 12.1 and you create a custom ARIMA model that includes input variables, then any selected input variable is automatically differenced with the same order of differencing that has been specified for the response variable. It is not possible to override this or independently specify the order of differencing for each of the input variables apart from what has been specified for the response variable.
This is a regression in behavior from past releases of the software. Although it is often recommended that you use the same order of differencing for both the response variable and the input variable(s) in an ARIMAX model, this should not be required by SAS Forecast Studio when you specify a custom model.
There is no circumvention for this problem.
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 Server | Microsoft® Windows® for x64 | 12.1 | 12.3 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows Server 2003 Datacenter Edition | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 Enterprise Edition | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 Standard Edition | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 for x64 | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2008 | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2008 R2 for x64 | 12.1 | 12.3 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2008 for x64 | 12.1 | 12.3 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows XP Professional | 12.1 | 9.3 TS1M2 | ||||
| Windows 7 Enterprise 32 bit | 12.1 | 9.3 TS1M2 | ||||
| Windows 7 Enterprise x64 | 12.1 | 12.3 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows 7 Home Premium 32 bit | 12.1 | 9.3 TS1M2 | ||||
| Windows 7 Home Premium x64 | 12.1 | 9.3 TS1M2 | ||||
| Windows 7 Professional 32 bit | 12.1 | 9.3 TS1M2 | ||||
| Windows 7 Professional x64 | 12.1 | 12.3 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows 7 Ultimate 32 bit | 12.1 | 9.3 TS1M2 | ||||
| Windows 7 Ultimate x64 | 12.1 | 9.3 TS1M2 | ||||
| Windows Vista | 12.1 | 9.3 TS1M2 | ||||
| Windows Vista for x64 | 12.1 | 9.3 TS1M2 | ||||
| 64-bit Enabled AIX | 12.1 | 12.3 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| 64-bit Enabled HP-UX | 12.1 | 12.3 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| 64-bit Enabled Solaris | 12.1 | 12.3 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| HP-UX IPF | 12.1 | 12.3 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Linux | 12.1 | 12.3 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Linux for x64 | 12.1 | 12.3 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Solaris for x64 | 12.1 | 12.3 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| SAS System | SAS Forecasting for Desktop | Microsoft® Windows® for x64 | 12.1 | 12.3 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows Server 2003 Datacenter Edition | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 Enterprise Edition | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 Standard Edition | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 for x64 | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2008 | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2008 R2 for x64 | 12.1 | 12.3 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2008 for x64 | 12.1 | 12.3 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Microsoft Windows XP Professional | 12.1 | 9.3 TS1M2 | ||||
| Windows 7 Enterprise 32 bit | 12.1 | 9.3 TS1M2 | ||||
| Windows 7 Enterprise x64 | 12.1 | 12.3 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows 7 Home Premium 32 bit | 12.1 | 9.3 TS1M2 | ||||
| Windows 7 Home Premium x64 | 12.1 | 9.3 TS1M2 | ||||
| Windows 7 Professional 32 bit | 12.1 | 9.3 TS1M2 | ||||
| Windows 7 Professional x64 | 12.1 | 12.3 | 9.3 TS1M2 | 9.4 TS1M0 | ||
| Windows 7 Ultimate 32 bit | 12.1 | 9.3 TS1M2 | ||||
| Windows 7 Ultimate x64 | 12.1 | 9.3 TS1M2 | ||||
| Windows Vista | 12.1 | 9.3 TS1M2 | ||||
| Windows Vista for x64 | 12.1 | 9.3 TS1M2 | ||||
A fix for this issue for SAS Forecast Server 12.1 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/H90.html#50293| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Econometrics Analytics ==> Forecasting Analytics ==> Time Series Analysis |
| Date Modified: | 2013-07-01 13:29:28 |
| Date Created: | 2013-06-28 12:47:10 |