Problem Note 53331: PROC HPFTEMPRECON might return an error for some retail interval specifications
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PROC HPFTEMPRECON performs temporal reconciliation on forecasts for the same series measured at two different frequencies. For example, the procedure can be used to reconcile monthly forecasts to quarterly forecasts for the same series, so that the adjusted monthly forecasts add up to the quarterly values. In order to perform temporal reconciliation, the high-frequency time interval specified in the ID statement must nest within the low-frequency time interval specified in the BENCHID statement. In the above case, months nest within quarters, so temporal reconciliation can be performed.
When working with data sets that use retail intervals, PROC HPFTEMPRECON might incorrectly issue the following error:
ERROR: ID interval is not nested in BENCHID interval. Attempted use not currently supported.
The following example illustrates a specification in which the procedure incorrectly returns the above error even though the WEEKV interval nests within the R445QTR interval:
proc hpftemprecon data=retailwk benchdata=retailqtr
outfor=temprec_outfor outstat=temprec_outstat;
id wkdate interval=weekv notsorted align=beg;
benchid qtrdate interval=R445QTR align=beg;
reconcile predict=predict;
run;
There is no circumvention for this problem.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS High-Performance Forecasting | Microsoft® Windows® for x64 | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 |
| Microsoft Windows 8 Enterprise 32-bit | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8 Enterprise x64 | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8 Pro 32-bit | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8 Pro x64 | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8.1 Enterprise x64 | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8.1 Pro | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows 8.1 Pro 32-bit | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Standard Edition | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 for x64 | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2008 | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2008 R2 | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2008 for x64 | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2012 Datacenter | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2012 R2 Std | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2012 Std | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Microsoft Windows XP Professional | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Enterprise 32 bit | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Enterprise x64 | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Home Premium 32 bit | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Home Premium x64 | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Professional 32 bit | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Professional x64 | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Ultimate 32 bit | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows 7 Ultimate x64 | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows Vista | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Windows Vista for x64 | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| 64-bit Enabled AIX | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| 64-bit Enabled HP-UX | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| 64-bit Enabled Solaris | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| HP-UX IPF | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Linux | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Linux for x64 | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Solaris for x64 | 12.1 | 13.2 | 9.3 TS1M2 | 9.3 TS1M2 | ||
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Econometrics Analytics ==> Forecasting Analytics ==> Time Series Analysis SAS Reference ==> Procedures ==> HPFTEMPRECON |
| Date Modified: | 2014-06-27 16:25:53 |
| Date Created: | 2014-06-26 14:36:00 |