06-04-2015 03:40 PM
I am running following data set:
PROC arima data= actuals_1c;
identify var=wrty_ut_sum nlag=8;
estimate P=1 Q=1; RUN;
Forecast out= forecast_ARIMA(rename=(forecast=forecast_arima))
lead=78 id=date interval=week.7 ; run;
Then the estimation is not done and I get the ERROR: Forecasting was not performed because estimation was not done.
I am pretty sure is due to the BY statement on the PROC Arima, however I have tried different ways to fix it but I am not successful. I need the BY due to after this I am working with groups.
Any help or idea would be great :smileygrin:
06-04-2015 04:30 PM
I think it is because for some of your by groups the estimation of the model failed.
Does each by group contain enough observations?
What else do you have in the log window?