Problem Note 58005: SAS/ETS® software might generate inconsistent error perturbations
For SAS/ETS procedures and the SAS products that use them for Monte Carlo simulation with the continuous empirical distribution, inconsistent error perturbations might be generated. The problem occurs when there are repeated residual values or a small number of residual values are used to define a model's continuous empirical distribution.
There are no warnings or errors.
This problem was found in SAS® 9.2M3 and was fixed in SAS® 9.3.
Operating System and Release Information
SAS System | SAS/ETS | z/OS | 9.2 TS2M3 | 9.3 TS1M0 |
Microsoft® Windows® for 64-Bit Itanium-based Systems | 9.2 TS2M3 | 9.3 TS1M0 |
Microsoft Windows Server 2003 Datacenter 64-bit Edition | 9.2 TS2M3 | 9.3 TS1M0 |
Microsoft Windows Server 2003 Enterprise 64-bit Edition | 9.2 TS2M3 | 9.3 TS1M0 |
Microsoft Windows XP 64-bit Edition | 9.2 TS2M3 | 9.3 TS1M0 |
Microsoft® Windows® for x64 | 9.2 TS2M3 | 9.3 TS1M0 |
Microsoft Windows Server 2003 Datacenter Edition | 9.2 TS2M3 | 9.3 TS1M0 |
Microsoft Windows Server 2003 Enterprise Edition | 9.2 TS2M3 | 9.3 TS1M0 |
Microsoft Windows Server 2003 Standard Edition | 9.2 TS2M3 | 9.3 TS1M0 |
Microsoft Windows Server 2003 for x64 | 9.2 TS2M3 | 9.3 TS1M0 |
Microsoft Windows Server 2008 | 9.2 TS2M3 | 9.3 TS1M0 |
Microsoft Windows Server 2008 R2 | 9.2 TS2M3 | 9.3 TS1M0 |
Microsoft Windows Server 2008 for x64 | 9.2 TS2M3 | 9.3 TS1M0 |
Microsoft Windows XP Professional | 9.2 TS2M3 | 9.3 TS1M0 |
Windows 7 Enterprise 32 bit | 9.2 TS2M3 | 9.3 TS1M0 |
Windows 7 Enterprise x64 | 9.2 TS2M3 | 9.3 TS1M0 |
Windows 7 Home Premium 32 bit | 9.2 TS2M3 | 9.3 TS1M0 |
Windows 7 Home Premium x64 | 9.2 TS2M3 | 9.3 TS1M0 |
Windows 7 Professional 32 bit | 9.2 TS2M3 | 9.3 TS1M0 |
Windows 7 Professional x64 | 9.2 TS2M3 | 9.3 TS1M0 |
Windows 7 Ultimate 32 bit | 9.2 TS2M3 | 9.3 TS1M0 |
Windows 7 Ultimate x64 | 9.2 TS2M3 | 9.3 TS1M0 |
Windows Vista | 9.2 TS2M3 | 9.3 TS1M0 |
Windows Vista for x64 | 9.2 TS2M3 | 9.3 TS1M0 |
64-bit Enabled AIX | 9.2 TS2M3 | 9.3 TS1M0 |
64-bit Enabled HP-UX | 9.2 TS2M3 | 9.3 TS1M0 |
64-bit Enabled Solaris | 9.2 TS2M3 | 9.3 TS1M0 |
HP-UX IPF | 9.2 TS2M3 | 9.3 TS1M0 |
Linux | 9.2 TS2M3 | 9.3 TS1M0 |
Linux for x64 | 9.2 TS2M3 | 9.3 TS1M0 |
OpenVMS on HP Integrity | 9.2 TS2M3 | 9.3 TS1M0 |
Solaris for x64 | 9.2 TS2M3 | 9.3 TS1M0 |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
Type: | Problem Note |
Priority: | high |
Topic: | Analytics ==> Financial Analysis Analytics ==> Simulation
|
Date Modified: | 2016-04-06 12:22:20 |
Date Created: | 2016-04-05 13:45:23 |