11-13-2014 01:48 PM
I'm using FS to forecast demand of energy. I've got a few questions... Can anybody help me?
Thank you very much
11-13-2014 04:22 PM
Are you saying you have a p-value greater than 2?! P-values should have a range of 0-1.
And for "high" p-value do you mean 0.8999 or 0.0001?
And "best" really should be considered in light of other items than just p-value. Suppose the cost of implementing model A with an associated p-value of 0.015 was half that of Model B with a p-value of 0.013. Model B may be "more significant" (not really and I don't want to get into that discussion again...) but in a decision making mode I suspect that Model A would often be the "better" model for practical purposes.
11-13-2014 06:51 PM
No¡, of course i know which is the p-value range... I refer to the possibility of controlling the maximum order of the AR ( p & P) and MA ( q &Q ) parameters in SAS Forecast studio .
In reference to the other issue I found ARIMA models, select FS as champions , with non-significant parameters ( ie> 0.05 ) AR / MA and input variables ... i need to select statistically valid models, this concerns me as I want to automate the forecast process
11-19-2014 08:54 AM
Thank you Udo ,
TBC, Sas FS does NOT allow :
Thanks in advance¡
11-21-2014 05:05 PM
This option controls the "SIGLEVEL" option of the ARIMA statement in the HPFDIAGNOSE procedure. It specifies the significance level to use as a cutoff value to decide the AR and MA orders. More details about this process can be found in SAS Forecast Server Procedures User’s Guide: check out the details section of chapter 5: the HPFDIAGNOSE procedure.