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Problem Note 62756: The OUTSTAT= data set in PROC VARMAX contains incorrect values of the AIC, AICC, SBC, HQC, and FPEC statistics

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If the OUTSTAT= option is specified in the PROC VARMAX statement, then the values of the following information criteria written to the OUTSTAT= data set are incorrect:

  • AIC
  • AICC
  • SBC
  • HQC
  • FPEC

The values of the other variables in the OUTSTAT= data set, including the SIGMA_i, RSquare, FValue, and PValue variables, are correct.

To circumvent the problem, use an ODS OUTPUT statement to save the InfoCriteria ODS table as a data set rather than the OUTSTAT= option. For example:

proc varmax data = a;
  ods output InfoCriteria=fit_stats;
  model y x / p=1;
run;

proc print data = fit_stats;
run;



Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS/ETSz/OS14.115.19.4 TS1M39.4 TS1M6
z/OS 64-bit14.115.19.4 TS1M39.4 TS1M6
Microsoft® Windows® for x6414.115.19.4 TS1M39.4 TS1M6
Microsoft Windows 8 Enterprise 32-bit14.115.19.4 TS1M39.4 TS1M6
Microsoft Windows 8 Enterprise x6414.115.19.4 TS1M39.4 TS1M6
Microsoft Windows 8 Pro 32-bit14.115.19.4 TS1M39.4 TS1M6
Microsoft Windows 8 Pro x6414.115.19.4 TS1M39.4 TS1M6
Microsoft Windows 8.1 Enterprise 32-bit14.115.19.4 TS1M39.4 TS1M6
Microsoft Windows 8.1 Enterprise x6414.115.19.4 TS1M39.4 TS1M6
Microsoft Windows 8.1 Pro 32-bit14.115.19.4 TS1M39.4 TS1M6
Microsoft Windows 8.1 Pro x6414.115.19.4 TS1M39.4 TS1M6
Microsoft Windows 1014.115.19.4 TS1M39.4 TS1M6
Microsoft Windows Server 200814.19.4 TS1M3
Microsoft Windows Server 2008 R214.19.4 TS1M3
Microsoft Windows Server 2008 for x6414.19.4 TS1M3
Microsoft Windows Server 2012 Datacenter14.115.19.4 TS1M39.4 TS1M6
Microsoft Windows Server 2012 R2 Datacenter14.115.19.4 TS1M39.4 TS1M6
Microsoft Windows Server 2012 R2 Std14.115.19.4 TS1M39.4 TS1M6
Microsoft Windows Server 2012 Std14.115.19.4 TS1M39.4 TS1M6
Windows 7 Enterprise 32 bit14.115.19.4 TS1M39.4 TS1M6
Windows 7 Enterprise x6414.115.19.4 TS1M39.4 TS1M6
Windows 7 Home Premium 32 bit14.115.19.4 TS1M39.4 TS1M6
Windows 7 Home Premium x6414.115.19.4 TS1M39.4 TS1M6
Windows 7 Professional 32 bit14.115.19.4 TS1M39.4 TS1M6
Windows 7 Professional x6414.115.19.4 TS1M39.4 TS1M6
Windows 7 Ultimate 32 bit14.115.19.4 TS1M39.4 TS1M6
Windows 7 Ultimate x6414.115.19.4 TS1M39.4 TS1M6
64-bit Enabled AIX14.115.19.4 TS1M39.4 TS1M6
64-bit Enabled Solaris14.115.19.4 TS1M39.4 TS1M6
HP-UX IPF14.115.19.4 TS1M39.4 TS1M6
Linux for x6414.115.19.4 TS1M39.4 TS1M6
Solaris for x6414.115.19.4 TS1M39.4 TS1M6
* 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.