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manuellara
Calcite | Level 5

i have a question about interpretations of errors in the forecast server. When its transfoms the response varible x, for example to log(x), the diagnosis of the errors is on the response variable x or on the transfomerd responde variable log(x)?

 

i have this question because i did an exercise in forecast server and ets sas, where  i obtained the same parameters but not the same diagnosis of errors

 

thanks

1 REPLY 1
mitrov
SAS Employee

Your intuition is correct. The errors in FS are after back-transforming the dependent variable. That is, for the original variable x.