Custom model fails in Forecast Studio

[kdp]

Hello,

I am using Forecast Studio 2.1.

I created several fully-fitted regression model specs in E-Guide and I am trying to use them alongside the ARIMA and ESM models in Forecast Studio.

When I run the project, the ARIMA and ESM models work fine. However, every one of my custom regression models fail. I have no idea why and I don't know where to look.

I have used the same dataset to run the Linear Regression wizard in E-Guide and it works fine, so I know the specs I created should work.

Could anybody provide ideas on why the custom model fails in Forecast Studio?

Thanks,
kdp

[udo_sas]

Hello -
To view the SAS log that SAS Forecast Studio creates when generating the forecast, select Tools -- Log. This might give you a first idea what is going on.

As an idea: if you are using EG to fit regressions models - you are probably running the REG procedure. Note that since this is not a time-domain based procedure it is not supported as a custom model in SAS Forecast Studio.

Having said this, there are ways to fit multiple regression models in SAS Forecast Studio. What it does, though, is running an ARIMA model - leaving out all "ARIMA specfic components" like p,d,q and P,D,Q.
For example:
PROC HPFARIMASPEC
/* Label: Y = CONST + price*/
MODELREPOSITORY = work.temp
SPECNAME=MULTIPLEREGRESSION1
;
FORECAST TRANSFORM = NONE ;
INPUT SYMBOL = price
TRANSFORM = NONE ;
ESTIMATE
METHOD=CLS
CONVERGE=0.0010
MAXITER=50
DELTA=0.0010
SINGULAR=1.0E-7 ;
run;

Hope that helps - you might consider contacting Technical Support of course.

Regards,
Udo

[kdp]

Thanks for your suggestions Udo!

I followed your example and created the following spec and even this one fails:
***************************************
Proc HPFARIMASPEC
MODELREPOSITORY = ldp.kdp_rep
SPECNAME=FS_BASEARIMA
SPECLABEL=""
SPECTYPE=ARIMASPEC
SPECSOURCE=FSUI
;

FORECAST SYMBOL = value TRANSFORM = NONE;

INPUT SYMBOL = FS_Arr TRANSFORM = NONE;
INPUT SYMBOL = WH_Arr TRANSFORM = NONE;
INPUT SYMBOL = FSWH_Arr TRANSFORM = NONE;

ESTIMATE
METHOD=CLS
CONVERGE=0.0010
MAXITER=50
DELTA=0.0010
SINGULAR=1.0E-7 ;
run;
***************************************
Note: My dependent variable is called "value" and "FS_Arr", "WH_Arr", and "FSWH_Arr" are three of my independent variables in the dataset.

It's hard to know why this model fails as well since there are no errors reported in the log.

Thanks,
kdp

[kdp]

Just figured out why it was failing.

The "FS_Arr" value had zeroes throughout...taking it out of the spec fixed the problem.

However, not sure why this is causing an issue? Shouldn't it just come back with a coefficient of 0?

[udo_sas]

Hello -
Frankly speaking I don't know what this is causing the problem. At this stage I would recommend considering to open a track with Technical Support.
Thanks,
Udo

[kdp]

Thanks Udo! Will look into it.
kdp