Hello - The 'selection diagnostics' of SAS Forecast Sever analyzes each series for intermittency, trend, seasonality, and other properties based on a battery of statistical tests.. If a model's components do not match these properties, it is rejected. For example, if a series is determined to be non-seasonal and the model contains seasonal components, it is rejected. Rejection prevents over-parameterization; otherwise, seasonal models would always win in many cases. Some additional information about why a model was rejected specifically can be found in the OUTSUM and OUTSTATSELECT data sets of HPFENGINE - see: http://support.sas.com/documentation/cdl/en/hpfug/63959/HTML/default/viewer.htm#hpfug_eng_sect028.htm http://support.sas.com/documentation/cdl/en/hpfug/63959/HTML/default/viewer.htm#hpfug_eng_sect028.htm#hpfug.eng.hpfenginestatus Thanks, Udo
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