How can I see why a forecast has been rejected?

dekelas · Posted 11-10-2011 03:58 AM

Many times FS rejects models i my forecasts,

How can I know why the models have been rejected?

udo_sas · Posted 11-18-2011 04:34 PM

Hello -

The 'selection diagnostics' of SAS Forecast Sever analyzes each series for intermittency, trend, seasonality, and other properties based on a battery of statistical tests..

If a model's components do not match these properties, it is rejected.

For example, if a series is determined to be non-seasonal and the model contains seasonal components, it is rejected.

Rejection prevents over-parameterization; otherwise, seasonal models would always win in many cases.

Some additional information about why a model was rejected specifically can be found in the OUTSUM and OUTSTATSELECT data sets of HPFENGINE - see:

http://support.sas.com/documentation/cdl/en/hpfug/63959/HTML/default/viewer.htm#hpfug_eng_sect028.ht...

Thanks,

Udo