I am predicting the orders for several products using ARIMAX. The only regressors I have used are the monthly dummies. I have specified seasonality of 52 weeks in the model. Many of the products have predict = F after running proc hpfengine. However, some products do have a forecast.
Investigating further I increased the order of AR (from 1 to 2) for the products that did not have forecast. I see that the products have a forecast with higher AR terms. Further, I removed the monthly dummies and again ran the hpfengine with AR=1. I was able to get forecasts again. I am not sure what's causing the issue. Here's a snippet of the code
Registration is open! SAS is returning to Vegas for an AI and analytics experience like no other! Whether you're an executive, manager, end user or SAS partner, SAS Innovate is designed for everyone on your team. Register for just $495 by 12/31/2023.
If you are interested in speaking, there is still time to submit a session idea. More details are posted on the website.