topic How can I see why a forecast has been rejected? in SAS Forecasting and Econometrics https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-can-I-see-why-a-forecast-has-been-rejected/m-p/44810#M203 <HTML><HEAD></HEAD><BODY><P>Many times FS rejects models i my forecasts,</P><P>How can I know why the models have been rejected?</P></BODY></HTML> Thu, 10 Nov 2011 08:58:19 GMT dekelas 2011-11-10T08:58:19Z How can I see why a forecast has been rejected? https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-can-I-see-why-a-forecast-has-been-rejected/m-p/44810#M203 <HTML><HEAD></HEAD><BODY><P>Many times FS rejects models i my forecasts,</P><P>How can I know why the models have been rejected?</P></BODY></HTML> Thu, 10 Nov 2011 08:58:19 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-can-I-see-why-a-forecast-has-been-rejected/m-p/44810#M203 dekelas 2011-11-10T08:58:19Z How can I see why a forecast has been rejected? https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-can-I-see-why-a-forecast-has-been-rejected/m-p/44811#M204 <HTML><HEAD></HEAD><BODY><P>Hello -</P><P>The 'selection diagnostics' of SAS Forecast Sever analyzes each series for intermittency, trend, seasonality, and other properties based on a battery of statistical tests..</P><P>If a model's components do not match these properties, it is rejected.</P><P>For example, if a series is determined to be non-seasonal and the model contains seasonal components, it is rejected. </P><P>Rejection prevents over-parameterization; otherwise, seasonal models would always win in many cases.</P><P>Some additional information about why a model was rejected specifically can be found in the OUTSUM and OUTSTATSELECT data sets of HPFENGINE - see:</P><P><A href="http://support.sas.com/documentation/cdl/en/hpfug/63959/HTML/default/viewer.htm#hpfug_eng_sect028.htm">http://support.sas.com/documentation/cdl/en/hpfug/63959/HTML/default/viewer.htm#hpfug_eng_sect028.htm</A></P><P><A href="http://support.sas.com/documentation/cdl/en/hpfug/63959/HTML/default/viewer.htm#hpfug_eng_sect028.htm#hpfug.eng.hpfenginestatus">http://support.sas.com/documentation/cdl/en/hpfug/63959/HTML/default/viewer.htm#hpfug_eng_sect028.htm#hpfug.eng.hpfenginestatus</A></P><P>Thanks,</P><P>Udo</P></BODY></HTML> Fri, 18 Nov 2011 21:34:10 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/How-can-I-see-why-a-forecast-has-been-rejected/m-p/44811#M204 udo_sas 2011-11-18T21:34:10Z