I cannot select seasonal soothing, Winter method (both additive and multiplicative) why??

bich — Fri, 29 Jul 2011 20:53:01 GMT

I was trying to compare the perfomance of different smoothing methods in the time series forecasting system (TSFS). However, I could not select the Seasonal soothing, Winter method-additive, and Winter method-multiplicative for the series I was investigating. These three methods were all grey out, I could only select the other methods. When I tried fit models from list, I got the following notice: "error: model fitting failed. this model is not allowed for this series."

I knew that all the observations in the series should be strictly positive if I want to fit a seasonal smoothing model, and they are all positive. I am wondering what could be the reason for this problem.

Anyone can help?? thanks in advance

Bich

I cannot select seasonal soothing, Winter method (both additive and multiplicative) why??

udo_sas — Thu, 18 Aug 2011 16:05:55 GMT

Hello -

Usually this kind of behavior is caused by the data which is used.

Maybe it is a matter of having too few observations permiting estimation of the seasonal model?

Best would be to contact Technical Support, so that they can help you identifying the issue.

Thanks!

Udo

topic I cannot select seasonal soothing, Winter method (both additive and multiplicative) why?? in SAS Forecasting and Econometrics

I cannot select seasonal soothing, Winter method (both additive and multiplicative) why??

I cannot select seasonal soothing, Winter method (both additive and multiplicative) why??