04-12-2016 06:12 AM
I try to replicate the example 6.2 in Montgomery, Jennings and Kulahci's textbook. The dynamic regression model is: the error AR(1), transfer function w/1-delta1B-delta2B^2 and lag=3. After specifying
Y = P=( 1 ) NOINT + x : LAG=3 DEN=( 1 2 )
in the SubsetARIMA model.
The results cannot be shown. It reads "The results of the current transformation cannot be shown in this type of plot".
Could anyone help?
04-12-2016 02:44 PM
After creating this model using the Subset ARIMA dialog - do you see any messages in the LOG file?
The reason for failing to show plot is usually data dependent, so you might be better of contacting Technical Support.
04-17-2016 09:09 PM
04-18-2016 09:26 AM
Yes, there are ERROR: messages at line 1861 (there may be more). Please contact Technical Support for additional help.
With regards to your second question: you will find details of how SAS Forecast Studio creates dynamic regression models automatically in SAS Forecast Server Procedures 14.1: User's Guide (check out details section of HPFDIAGNOSE procedure, covers prewhitening too).
04-18-2016 10:51 AM
I am not sure if the ID statement is specified correctly
id time interval=DTMINUTE format=TIMEAMPM11. acc=total notsorted horizonstart=&HPF_HORIZON_START start=&HPF_START;
Are you trying to forecast a series in the minutes interval? The input data contains 100 observations but the output appears to be 8 millions+ observations.
ERROR: Unable to allocate requested memory for time series meta-model _LEAF_3 for variable y.
WARNING: No model was chosen from the selection list for variable y. Now attempting to forecast using exponential smoothing.
WARNING: Unable to forecast the variable y. Forecast values set to missing.
NOTE: Number of series processed: 1
NOTE: Number of forecasts requested: 1
NOTE: Number of forecasts failed: 1
NOTE: There were 100 observations read from the data set _LEAF.DATA.
NOTE: The data set WORK.OUT has 8726411 observations and 2 variables.
NOTE: The data set WORK.OUTFOR has 8726411 observations and 8 variables.
07-11-2016 04:55 AM
I am using SAS Forecast Studio 13.1 for Desktop. So I cannot code and use any procedures? And, I cannot automatically get the dynamic regression model specifications and forecasting, right?
07-11-2016 08:16 AM
"I am using SAS Forecast Studio 13.1 for Desktop. So I cannot code and use any procedures?"
"" And, I cannot automatically get the dynamic regression model specifications and forecasting, right?
You should see the automatic dynamic regression model specifications in model view.