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I cannot select seasonal soothing, Winter method (both additive and multiplicative) why??

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I cannot select seasonal soothing, Winter method (both additive and multiplicative) why??

I was trying to compare the perfomance of different smoothing methods in the time series forecasting system (TSFS). However, I could not select the Seasonal soothing, Winter method-additive, and Winter method-multiplicative for the series I was investigating. These three methods were all grey out, I could only select the other methods. When I tried fit models from list, I got the following notice: "error: model fitting failed. this model is not allowed for this series."

I knew that all the observations in the series should be strictly positive if I want to fit a seasonal smoothing model, and they are all positive. I am wondering what could be the reason for this problem.

Anyone can help?? thanks in advance

Bich

SAS Employee
Posts: 416

I cannot select seasonal soothing, Winter method (both additive and multiplicative) why??

Hello -

Usually this kind of behavior is caused by the data which is used.

Maybe it is a matter of having too few observations permiting estimation of the seasonal model?

Best would be to contact Technical Support, so that they can help you identifying the issue.

Thanks!

Udo

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