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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:

maximum holdout-percentage * (the length of the series - 1)

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 FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS Forecast ServerSolaris for x6413.114.29.4 TS1M19.4 TS1M4
Linux for x6413.114.29.4 TS1M19.4 TS1M4
HP-UX IPF13.114.29.4 TS1M19.4 TS1M4
64-bit Enabled Solaris13.114.29.4 TS1M19.4 TS1M4
64-bit Enabled AIX13.114.29.4 TS1M19.4 TS1M4
Windows 7 Ultimate x6413.114.29.4 TS1M19.4 TS1M4
Windows 7 Ultimate 32 bit13.114.29.4 TS1M19.4 TS1M4
Windows 7 Professional x6413.114.29.4 TS1M19.4 TS1M4
Windows 7 Professional 32 bit13.114.29.4 TS1M19.4 TS1M4
Windows 7 Home Premium x6413.114.29.4 TS1M19.4 TS1M4
Windows 7 Home Premium 32 bit13.114.29.4 TS1M19.4 TS1M4
Windows 7 Enterprise x6413.114.29.4 TS1M19.4 TS1M4
Windows 7 Enterprise 32 bit13.114.29.4 TS1M19.4 TS1M4
Microsoft Windows Server 2012 Std13.114.29.4 TS1M19.4 TS1M4
Microsoft Windows Server 2012 R2 Std13.114.29.4 TS1M19.4 TS1M4
Microsoft Windows Server 2012 R2 Datacenter13.114.29.4 TS1M19.4 TS1M4
Microsoft Windows Server 2012 Datacenter13.114.29.4 TS1M19.4 TS1M4
Microsoft Windows Server 2008 for x6413.114.29.4 TS1M19.4 TS1M4
Microsoft Windows Server 2008 R213.114.29.4 TS1M19.4 TS1M4
Microsoft Windows Server 200813.114.29.4 TS1M19.4 TS1M4
Microsoft Windows 1013.114.29.4 TS1M19.4 TS1M4
Microsoft Windows 8.1 Pro x6413.114.29.4 TS1M19.4 TS1M4
Microsoft Windows 8.1 Pro 32-bit13.114.29.4 TS1M19.4 TS1M4
Microsoft Windows 8.1 Enterprise x6413.114.29.4 TS1M19.4 TS1M4
Microsoft Windows 8.1 Enterprise 32-bit13.114.29.4 TS1M19.4 TS1M4
Microsoft Windows 8 Pro x6413.114.29.4 TS1M19.4 TS1M4
Microsoft® Windows® for x6413.114.29.4 TS1M19.4 TS1M4
Microsoft Windows 8 Enterprise x6413.114.29.4 TS1M19.4 TS1M4
Microsoft Windows 8 Pro 32-bit13.114.29.4 TS1M19.4 TS1M4
Microsoft Windows 8 Enterprise 32-bit13.114.29.4 TS1M19.4 TS1M4
* 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.