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