I was wondering if anyone can help!?
This HPFDIAGNOSE procedure is taking far too long and sometimes freezing completely. Have I coded something incorrectly? CPU and storage space are of no issue and all other operations run fine.
I have four datasets; essentially all to be passed through the HPFDIAGNOSE procedure.
1. The time series dataset has various products, all with about 1000 observations of sales (some missing, some present)
2. The Auxillary Dataset has Date (to be matched against the time series dataset) and trading hours as a continuous variable
3. The Event dataset contains about 300 events
4. The Event by dataset contains approx 20 events, by "PRODUCT_NUMBER"
These take the format of:
1. (Time Series Dataset) XXXX.TIME_SERIES
|PRODUCT_NUMBER (8.0)||DATE (DATE9.)||SALES (10.2)|
2. (Trading Hours Dataset) XXXXX.TRADING_HOURS
3.(Event Dataset) XXXXXX.EVENT_DATASET (AS PER HPF EVENTS)
4.(Event BY Dataset) XXXXXX.EVENT_DATASET_BY_PRODUCT
I've placed into the following:
ID DATE INTERVAL=DAY;
INPUT TRADING_HOURS /REQUIRED=MAYBE;
Any help would be greatly appreciated!?
Thanks for this, really great help.
I've just realised, I may have misinterpreted the INEVENT= and BYEVENT= functions and was wondering if you could help.
Suppose I have two time series to forecast, I only want the events in the BYEVENT part to be diagnosed, however the HPFDIAGNOSE procedure appears to be using all events from the INEVENT dataset?
Suppose Time Series X & Y,
and INEVENT= is the below table
and BYEVENT= is the below table
So essentially, for time series X, I only want events A,B,C to be considered and subsequently for time series Y, D & E to be considered.
The way I have so far seems to be using all events for each "diagnose" loop for each "by" group.
My questions are:
1) Have I structured something incorrectly?
2) Is this how HPFDIAGNOSE works, and I have misinterpreted the procedure?
3) If so, should I use a macro and call the events into the HPFDIAGNOSE procedure.
Any help appreciated as always!
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