Problem Note 56676: PROC MODEL might terminate abnormally when the RESTRICT statement and the OPTIMIZE option in the SOLVE statement are specified
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PROC MODEL might generate error messages when all of the following conditions are met:
- Constraints are imposed by a RESTRICT statement.
- The OPTIMIZE option is specified in a SOLVE statement.
- The model equation contains the MOVEAVGn( x ) function.
Possible messages are:
ERROR: An exception has been encountered.
Please contact technical support and provide them with the following traceback information:
The SAS task name is [MODEL]
Exception occurred at (0C4A8C94)
Task Traceback
ERROR: Read Access Violation MODEL
If the expression in the RESTRICT statement can also be specified using the BOUNDS statement, then you can circumvent the problem by replacing the RESTRICT statement with the BOUNDS statement. If it is not possible to use a BOUNDS statement, the problem can be avoided by using the LAGn( < i,> x ) function or the ZLAGn( < i,> x ) function instead of the MOVAVGn( x ) function in the model equation.
For example, the MOVAVGn( x ) function is used in the model below:
data d;
y = 1;
do date = 1 to 5;
y = 0.9*y;
output;
end;
run;
proc model data=d;
endo y;
y = phi*movavg4(y);
solve phi / out=om;
quit;
The same model can be expressed using the ZLAGn( < i,> x ) as follows:
proc model data=d print;
endo y;
tot = 0;
cnt = min(_obs_-1,3);
do i = 1 to cnt;
tot = tot + zlag4(i,y);
end;
y = phi*1/(cnt+1)*(y + tot);
solve phi / out=ov;
quit;
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS/ETS | z/OS | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 |
| Microsoft® Windows® for x64 | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Microsoft Windows 8 Enterprise 32-bit | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Microsoft Windows 8 Enterprise x64 | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Microsoft Windows 8 Pro 32-bit | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Microsoft Windows 8 Pro x64 | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Microsoft Windows 8.1 Enterprise x64 | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Microsoft Windows 8.1 Pro | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Microsoft Windows 8.1 Pro 32-bit | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| 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 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2008 R2 | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2008 for x64 | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2012 Datacenter | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2012 R2 Std | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Microsoft Windows Server 2012 Std | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Microsoft Windows XP Professional | 12.1 | 9.3 TS1M2 | ||||
| Windows 7 Enterprise 32 bit | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Windows 7 Enterprise x64 | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Windows 7 Home Premium 32 bit | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Windows 7 Home Premium x64 | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Windows 7 Professional 32 bit | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Windows 7 Professional x64 | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Windows 7 Ultimate 32 bit | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Windows 7 Ultimate x64 | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Windows Vista | 12.1 | 9.3 TS1M2 | ||||
| Windows Vista for x64 | 12.1 | 9.3 TS1M2 | ||||
| 64-bit Enabled AIX | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| 64-bit Enabled HP-UX | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| 64-bit Enabled Solaris | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| HP-UX IPF | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Linux | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Linux for x64 | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
| Solaris for x64 | 12.1 | 14.3 | 9.3 TS1M2 | 9.4 TS1M5 | ||
Specifying the RESTRICT statement and the OPTIMIZE option in the SOLVE statement might cause an error in PROC MODEL for some model equations.
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Econometrics Analytics ==> Simulation Analytics ==> Time Series Analysis SAS Reference ==> Procedures ==> MODEL |
| Date Modified: | 2018-01-09 10:58:57 |
| Date Created: | 2015-09-29 10:45:31 |