If the METHOD=WINTERS or METHOD=ADDWINTERS option is specified, and the SEASONS= option is incorrectly specified based on the INTERVAL= frequency, the FORECAST procedure issues an error message such as the following:

When running in SAS Studio, the procedure might instead result in the error below:

The issue occurs under either of the following conditions when the METHOD=WINTERS or METHOD=ADDWINTERS option is specified:

• The input data frequency is annual or lower and the SEASONS= option is specified. For example, INTERVAL=YEAR and SEASONS=MONTH.
• The interval specified in the SEASONS= option has a higher frequency than the interval specified in the INTERVAL= option. For example, INTERVAL=QTR and SEASONS=MONTH.

In the first specification above, month-of-year seasonality is requested for annual data, which cannot be computed because there is no information about the month-to-month variation in the annual data. In the second specification above, month-of-year seasonality is requested when the input data is quarterly. It also cannot be computed for the same reason.

To circumvent the problem, only specify a seasonal model if the input data has a frequency that supports a seasonal model. If the data has a frequency that is higher than annual and therefore supports a seasonal model, then specify a frequency in the SEASONS= option that is the same or lower than the frequency of the input data.

The FORECAST procedure is obsolete. Please consider using the ESM procedure to fit exponential smoothing models.

Operating System and Release Information

Product Family	Product	System	Product Release		SAS Release
			Reported	Fixed*	Reported	Fixed*
SAS System	SAS/ETS	z/OS	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		z/OS 64-bit	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Microsoft® Windows® for x64	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Microsoft Windows 8 Enterprise 32-bit	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Microsoft Windows 8 Enterprise x64	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Microsoft Windows 8 Pro 32-bit	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Microsoft Windows 8 Pro x64	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Microsoft Windows 8.1 Enterprise 32-bit	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Microsoft Windows 8.1 Enterprise x64	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Microsoft Windows 8.1 Pro 32-bit	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Microsoft Windows 8.1 Pro x64	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Microsoft Windows 10	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Microsoft Windows Server 2008	14.3		9.4 TS1M5
		Microsoft Windows Server 2008 R2	14.3		9.4 TS1M5
		Microsoft Windows Server 2008 for x64	14.3		9.4 TS1M5
		Microsoft Windows Server 2012 Datacenter	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Microsoft Windows Server 2012 R2 Datacenter	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Microsoft Windows Server 2012 R2 Std	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Microsoft Windows Server 2012 Std	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Microsoft Windows Server 2016	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Windows 7 Enterprise 32 bit	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Windows 7 Enterprise x64	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Windows 7 Home Premium 32 bit	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Windows 7 Home Premium x64	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Windows 7 Professional 32 bit	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Windows 7 Professional x64	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Windows 7 Ultimate 32 bit	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Windows 7 Ultimate x64	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		64-bit Enabled AIX	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		64-bit Enabled Solaris	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		HP-UX IPF	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Linux for x64	14.3	15.2	9.4 TS1M5	9.4 TS1M7
		Solaris for x64	14.3	15.2	9.4 TS1M5	9.4 TS1M7

* 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.

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A Segmentation Violation or Read Access Violation error might occur in PROC FORECAST when fitting a seasonal exponential smoothing model, and the SEASONS= option is incorrectly specified based on the INTERVAL= frequency.

Type:	Problem Note
Priority:	medium
Topic:	Analytics ==> Time Series Analysis SAS Reference ==> Procedures ==> ESM Analytics ==> Forecasting Analytics ==> Econometrics SAS Reference ==> Procedures ==> FORECAST

Date Modified:	2020-06-11 10:41:21
Date Created:	2020-05-12 17:11:31