The HPFDIAGNOSE procedure might return a Read Access Violation or Segmentation Violation error when fitting potential REG-ARIMA models. These errors can occur if you specify the following combination of options:

• HOLDOUT= and/or HOLDOUTPCT= options in the PROC HPFDIAGNOSE statement with values greater than 0
• EVENT statement
• ARIMAX statement with either IDENTIFY=REG or IDENTIFY=BOTH
• REFINEPARMS= option, also in the ARIMAX statement

The above combination of options can cause PROC HPFDIAGNOSE to initially print exception errors, such as:

PROC HPFDIAGNOSE might then fail with the following error and traceback:

To circumvent the problem, remove at least one of the aforementioned options from the PROC HPFDIAGNOSE step.

Click the Hot Fix tab in this note to access the hot fix for this issue.

Operating System and Release Information

A fix for this issue for SAS High-Performance Forecasting 12.1 is available at: