Forecasting was not performed...

[zjanuske]

Hi,

I'm running this code: 

proc arima data=prints2;
identify var=prints(364) scan;
estimate p=5 q=4;
forecast lead=60 out=forecastprints id=datenew interval=day;
run;

Which used to run fine, and today i'm getting an error. We add a new date each day we run it.

The error says: ERROR: Forecasting was not performed because estimation was not done.

Any ideas what could've gone wrong? 

Thanks

[manuellara]

Hi;

I think that your model has problem in the specification. The daily seasonality is 7, i think that you cannot develop a daily model whitn annual seasonality

[dw_sas · Accepted solution]

Hi,

When this error occurs, additional information is typically written to the output file generated by PROC ARIMA.  If you see the following message in the PROC ARIMA output: 

The estimation algorithm did not converge after 50 iterations.

then add the MAXITER= option to the ESTIMATE statement and increase the number of iterations from the default of 50 to a larger number, such as 250.  For example:

   estimate p=5 q=4 maxiter=250;

If the model failed to converge in fewer than 50 iterations, then you might need to try specifying:

•  a different estimation method, such as METHOD=ML,
•  different starting values for the model parameter estimates (See Details > Initial Values section of PROC ARIMA doc), or
•  a different model.

If this information does not allow you to correct the error, then please provide any additional messages written to the output file or the "ARIMA Estimation Optimization Summary" table, which should be displayed in the output. 

I hope this helps!

DW