06-29-2017 11:17 AM - edited 06-29-2017 02:28 PM
I have a time series model and i am adding a level shift event starting May 2016. It comes up as signinficant but it only attributes 961 units to the event but if you look at the time series it seems that the impact is tenfold more. I am wondering why it calculates the impact as so low? See attach the timeseries.
06-30-2017 02:52 PM
Would it be possible for you to share the details about the full model fit to your time series, such as the PROC HPFARIMASPEC code and/or the Parameter Estimates table displayed in Forecast Studio? That information would be helpful in addressing your question. If you are not able to share those details here, then you might consider going through SAS Tech Support for further assistance: