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 Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS/ETS | z/OS | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 |
| z/OS 64-bit | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Microsoft® Windows® for x64 | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Microsoft Windows 8 Enterprise 32-bit | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Microsoft Windows 8 Enterprise x64 | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Microsoft Windows 8 Pro 32-bit | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Microsoft Windows 8 Pro x64 | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Microsoft Windows 8.1 Enterprise x64 | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Microsoft Windows 8.1 Pro 32-bit | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Microsoft Windows 8.1 Pro x64 | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Microsoft Windows 10 | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Microsoft Windows Server 2008 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows Server 2008 R2 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows Server 2008 for x64 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows Server 2012 Datacenter | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Microsoft Windows Server 2012 R2 Std | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Microsoft Windows Server 2012 Std | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Windows 7 Enterprise 32 bit | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Windows 7 Enterprise x64 | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Windows 7 Home Premium 32 bit | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Windows 7 Home Premium x64 | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Windows 7 Professional 32 bit | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Windows 7 Professional x64 | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Windows 7 Ultimate 32 bit | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Windows 7 Ultimate x64 | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| 64-bit Enabled AIX | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| 64-bit Enabled Solaris | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| HP-UX IPF | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Linux for x64 | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
| Solaris for x64 | 14.1 | 15.1 | 9.4 TS1M3 | 9.4 TS1M6 | ||
Beginning in SAS/ETS 14.1, the values of the AIC, AICC, SBC, HQC, and FPEC statistics written to the OUTSTAT= data set are incorrect.
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Descriptive Statistics Analytics ==> Econometrics Analytics ==> Forecasting Analytics ==> Time Series Analysis SAS Reference ==> Procedures ==> VARMAX |
| Date Modified: | 2018-09-11 15:21:13 |
| Date Created: | 2018-08-14 12:20:38 |