Forecast Studio - Perfectly fine ARIMA model is rejected

[blakeoft]

Hello,

My group creates monthly forecasts using SAS Forecast Server (not sure how to tell what version), and does manual checks using the Java Web Launcher version of Forecast Studio (14.1). For one month in particular, we create a forecast at three different times in the year. For this month's forecasts, we like to keep all of our model selections and re-estimate the parameters using the "FIT" option for %fsrunprj()'s method from one checking period to the next:

%fslogin(user=user_name, password=pass_word, sasEnvironment=default);
%fsrunprj(projectname=project, method=FIT, importdata=yes, environment=environment);
%fslogout();

For other month-to-month occasions, we use the "DIAGNOSE" method at the start of each checking period after adding new historical data points, and I have never seen the issue below.

Occasionally, our selection from the previous month will be rejected after refitting. Personally, I've only ever seen this happen to an ARIMA model (not combined or ESM). Again, in my experience, there is no reason why this model should be rejected. In all of the cases that I've found, making a copy of the rejected model will fix the issue, and the parameters will be successfully evaluated for the original model.

Is there any reason why this is happening? Is there any way to avoid it other than the costly process of making the copy model?

Rejected model is highlighted. The model itself was a copy of a system generated ARIMA from a previous forecast:

Copy has been created (and removed for simplicity), which fixes the issue:

Thank you,

Blake

[ballardw]

This type of behavior that is not easily replicated sounds like it might be appropriate to contact tech support. They would be able to provide more diagnostics and perhaps replicate the issue on their systems. Which may lead to providing option settings or perhaps even a software fix.

Does the forecast studio have the option of creating program files from the items entered in the widgets?

Examining changed code might be another item if possible.

[blakeoft]

Thank you for the reply. I will likely reach out to tech support about this question.

Regarding your question about creating program files, I am only aware of it printing logs and various other code bits. In my time looking at either of these, I haven't found anything particularly enlightening about this topic.