Problem Note 59844: Other than for simulations, transition matrices are not handled properly in analyses that have multiple horizons
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In SAS® High-Performance Risk, multiple-horizon analyses handle transition matrices properly only for simulations.
Here are some examples.
Example 1
Say that a scenario analysis has 1-, 2-, or 3-day horizons and is associated with a project containing a simulation analysis that has 1-, 3-, and 7-day horizons. Instead of using the 1-day, 2-day, and 4-day transition matrices from the simulation analysis, 1-day transition matrices should be used for each horizon in the scenario analysis.
Example 2
Another scenario analysis has 3-, 9-, and 24-month horizons and is associated with a project without a simulation. Instead of returning errors about not finding those horizons, 3-month, 6-month, and 15-month transition matrices should be used for these horizons.
Errors
Most cases of this issue return errors similar to the following.
ERROR: The project has no interval. This is required for non-model-based TRANSITION MATRICES.
Some cases do not return errors but might return incorrect values because of incorrect horizons.
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Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS High-Performance Risk | Solaris for x64 | 3.7 | 3.8 | 9.4 TS1M4 | 9.4 TS1M4 |
| Linux for x64 | 3.7 | 3.8 | 9.4 TS1M4 | 9.4 TS1M4 | ||
| 64-bit Enabled Solaris | 3.7 | 3.8 | 9.4 TS1M4 | 9.4 TS1M4 | ||
| 64-bit Enabled AIX | 3.7 | 3.8 | 9.4 TS1M4 | 9.4 TS1M4 | ||
| Microsoft® Windows® for x64 | 3.7 | 3.8 | 9.4 TS1M4 | 9.4 TS1M4 | ||