Hello, I use SAS Forecast Studio 4.1. I have highly seasonal weekly time series, with a seasonal cycle of 52, covering 3 entire years. When I run a project, restricting the model choice to ESM, the clear seasonal pattern is rarely picked up. I then played with the Diagnostics settings, notably the Seasonality test. According the to help file, "a sensitivity value of 0 will imply always seasonality". I thus activate the test and set the value to 0, however, this does not work. I again obtain many non-seasonal ESM models. If I create myself the "Best Seasonal Model" then I get a good looking forecast, often with lower MAPEs. I then read on the HPF user guide that "a smaller value of the SIGLEVEL= options means that stronger evidence of a seasonal data is required before PROF HPFENGINE uses seasonal models". Isn't this a contradiction with the Forecast Studio help ? As I want to force seasonality, I thus should set the value to something close to 1. But this doesn't work neither. Does anybody has more detailed info and instructions to force the use of seasonal models (ESM, ARIMA, UCM) in SAS Forecast Studio ? Thanks ! Regards Marcel
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