i realized that an intercept was included in one and not the other.... i would still be very interested to see technical documentation for events, especially pulse or temporary changes if anyone knows where i can find it! ... View more

Thank you Udo! That answers my question exactly and was a very lucid example. Thanks again! ... View more

Thanks for your response Udo. To clarify, I am using SAS forecast server exclusively. I do understand the difference between the 2 concepts - using the holdout sample affects the model generation process, while the out of sample process does not. When using only the holdout sample, the statistics reported are for the holdout sample and the entire sample. When using only out of sample process, the statistics reported are for the in-sample and out of sample. But, when you use both the holdout sample and out-of-sample for the same range, the statistics reported are for the holdout sample and out-of-sample  I'm not sure what this means - I would think the holdout sample and out-of-sample would be the same if they are defined for the same range, as they are in this case. But the value of the statistics is different, which leads me to believe that you cannot specify both the holdout sample and out-of-sample for the same range. However, I still do not understand why they cannot be defined over the same range in SAS forecast server. I really appreciate any clarification you can provide! Thanks, Bonnie ... View more