Hello - If using Forecast Studio all you have to do is to append the new history to the data set which you used to build the models. Then, when you open your project you will be prompted what you would like to do. One of the options if to reuse existing models and existing parameter: "Forecast: refresh the current forecast model, using the same parameter values" That should do the trick. You can accomplish the same by using HPFENGINE of course. Thanks, Udo ... View more

Hello Andreas - Which version of SAS Forecast Server are you using? I just tested this with our current development version and could not replicate. It might be worthwhile to open a ticket with Technical Support. Thanks, Udo ... View more

Hello - When using the automatic combine statement of HPFDIAG only the automatically generated models will be considered. In order to combine all models you will need to create our own repository and use the combine statement of the HPFSELECT procedure. See Example 15.8: Using a Combined Forecast of documentation. Thanks, Udo ... View more

Hello - In my opinion you should be using holdout samples and select the best model based on the holdout statistic. You may want to use out-of-sample data to assess performance of your winning model. With regards to significance tests you may want to check out this paper by J. Scott Armstrong: "Significance tests harm progress in forecasting" (ScienceDirect). Thanks, Udo ... View more

Hello - We will present a paper on rolling simulations at SAS Global Forum 2014 - the paper will be available in the conference proceedings. Thanks, Udo ... View more

PS: by the way, if you like to run HPFDIAG first, and then append the automatic model repository with your own models, things look a bit different. You will need to "manage" your selection list (in HPFSELECT) yourself; in my first example HPFDIAG will do this for you. Here is an example - note that I had to turn off the seasonality test in order to allow the MA model to be considered in HPFENGINE. proc hpfdiagnose data=sashelp.air outest=work.myest modelrepository=work.models; forecast air; id date interval=MONTH acc=total; arimax; esm; run; Proc HPFARIMASPEC MODELREPOSITORY = work.models  SPECNAME=MA_3  SPECLABEL="Moving Average 3 Periods" ;     FORECAST TRANSFORM = NONE  NOINT   P = ( 1 2 3 )  AR = ( 0.3333333333333333 0.3333333333333333 0.3333333333333333 ) ;     ESTIMATE NOEST NOSTABLE; run; proc hpfselect modelrep=work.models selectname=my_model;    spec MA_3 diag0 diag1;    diagnose seasontest=none; run; proc hpfengine data=sashelp.air modelrepository=work.models globalselection=my_model out=_null_ outfor=forecast print=select; forecast air; id date interval=MONTH acc=total; run; ... View more

Hello - Correct. Thanks, Udo ... View more

Ania - Please contact me directly by dropping me an email and we can discuss your request offline. https://communities.sas.com/people/udo%40sas Thanks, Udo ... View more