Hi SAS Community,    I am working on a forecasting project and would really appreciate if someone could shed some light on model selection. I understand that SAS selects the best model based on the selection criteria. My selection criteria is MAPE and I noticed that when I create a custom model, my model's MAPE beats the "best" model that SAS selects. My question is, does SAS consider all model types before spitting out the "best" model or do they only consider the defaults (ARIMA and exponential smoothing)?    My current project has selected ARIMA as the best model. Are there other reasons why ARIMA could have been chosen aside from having the "best" MAPE?    Thank you,   Jessica   ... View more