Problem Note 58117: Maximum holdout uses one less than series length in SAS® Forecast Server
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SAS Forecast Server should use the length of the series when determining the maximum holdout from the maximum holdout-percentage. However, SAS Forecast Server uses one less than the length of the series.
There are no errors or warnings.
The workaround is to increase the maximum holdout-percentage by one. The workaround offsets the issue in the vast majority of cases.
The maximum holdout-percentage is represented by the following variables and check box:
- HOLDOUTPCT in SAS Forecast Server Procedures code
- HOLDOUTPCT in SAS Forecast Server batch macros, that is, %FSCREATE and %FSUPDATE
- "Maximum percentage of series that holdout sample can be" in SAS Forecast Studio
The holdout that you specify is compared to this calculation:
If this calculation is greater than the holdout that you specify, then the maximum holdout-percentage does not affect the determination of the effective holdout.
If the maximum holdout-percentage does affect the determination of the effective holdout, then the effective holdout might or might not differ from what the effective holdout should be.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS Forecast Server | Solaris for x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 |
| Linux for x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| HP-UX IPF | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| 64-bit Enabled Solaris | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| 64-bit Enabled AIX | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Windows 7 Ultimate x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Windows 7 Ultimate 32 bit | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Windows 7 Professional x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Windows 7 Professional 32 bit | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Windows 7 Home Premium x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Windows 7 Home Premium 32 bit | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Windows 7 Enterprise x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Windows 7 Enterprise 32 bit | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2012 Std | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2012 R2 Std | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2012 Datacenter | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2008 for x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2008 R2 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2008 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Microsoft Windows 10 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Microsoft Windows 8.1 Pro x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Microsoft Windows 8.1 Pro 32-bit | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Microsoft Windows 8.1 Enterprise x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Microsoft Windows 8 Pro x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Microsoft® Windows® for x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Microsoft Windows 8 Enterprise x64 | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Microsoft Windows 8 Pro 32-bit | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Microsoft Windows 8 Enterprise 32-bit | 13.1 | 14.2 | 9.4 TS1M1 | 9.4 TS1M4 | ||
| Type: | Problem Note |
| Priority: | medium |
| Date Modified: | 2017-01-26 13:00:48 |
| Date Created: | 2016-04-27 08:26:49 |