Udo, Thanks for this, really great help. I've just realised, I may have misinterpreted the INEVENT= and BYEVENT= functions and was wondering if you could help. Suppose I have two time series to forecast, I only want the events in the BYEVENT part to be diagnosed, however the HPFDIAGNOSE procedure appears to be using all events from the INEVENT dataset? For example Suppose Time Series X & Y, and INEVENT= is the below table _NAME_ ... A ... B .... C ... D .... E .... F .... G .... and BYEVENT= is the below table Times Series _EVENT_ _NAME_ X A SALES X B SALES X C SALES Y D SALES Y E SALES So essentially, for time series X, I only want events A,B,C to be considered and subsequently for time series Y, D & E to be considered. The way I have so far seems to be using all events for each "diagnose" loop for each "by" group. My questions are: 1) Have I structured something incorrectly? 2) Is this how HPFDIAGNOSE works, and I have misinterpreted the procedure? 3) If so, should I use a macro and call the events into the HPFDIAGNOSE procedure. Any help appreciated as always! Kind Regards.
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