Error in PROC AUTOREG.

damanaulakh88 — Mon, 25 Feb 2013 05:54:34 GMT

Can you please help me on this below error:-

WARNING: Exact fit. No residual in model to analyze.

NOTE: The above message was for the following BY group:

Terminal=Hamar postterminal prodgrservniva=10 prodgrformat=Små

WARNING: Exact fit. No residual in model to analyze.

NOTE: The above message was for the following BY group:

Terminal=Hamar postterminal prodgrservniva=10 prodgrformat=Store

WARNING: Exact fit. No residual in model to analyze.

NOTE: The above message was for the following BY group:

Terminal=Hamar postterminal prodgrservniva=10 prodgrformat=Klump

ERROR: Floating Point Overflow.

ERROR: Termination due to Floating Point Exception

NOTE: The SAS System stopped processing this step because of errors.

Below is the code i am using:-

PROC AUTOREG DATA=prognose noprint;

by terminal prodgrservniva prodgrformat;

MODEL ant_sendinger=

man tir ons tor fre lor son

rompaske1 rompaske2 rompaske3 romjul

fellesferie skoleferie

hel_for_arb jul_ny_aften helg_f_jul

arb_etter_hel trend1 trend2

/NLAG=2 NOINT method=ml

;

OUTPUT OUT=res_prognose

p=antallhat pm=antalltrend r=residind lcl=lcl ucl=ucl alphacli=0.20;

RUN;

Thanks,

Daman

Re: Error in PROC AUTOREG.

SteveDenham — Mon, 25 Feb 2013 14:50:13 GMT

Without greater information, I would assume the ERROR message is telling me that the model overfits the data for those by groups. I would guess that there are 20 or fewer observations for those groups, thus resulting in an exact fit, and no residual error. Without additional info, this is as close a guess as I can hazard.

Steve Denham

Re: Error in PROC AUTOREG.

JonathanW — Sun, 19 May 2013 21:49:42 GMT

agreed. When I saw the list of independ variables, the first thing in mind is possible over-fitting. It might be more than over-fitting in his case.

topic Error in PROC AUTOREG. in SAS Procedures

Error in PROC AUTOREG.

Re: Error in PROC AUTOREG.

Re: Error in PROC AUTOREG.