SAS Note V6-FMS-G726

From: tsdlist@UNX.SAS.COM
Date: Wed May 10 2000 - 10:20:03 EDT

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    V6-FMS-G726 *** ALERT NOTE *** PRODUCT: ETS

    TITLE: Model Refit fails for Forecast Combination models

    KEYS: MODEL REFIT FAILS FORECAST COMBINATION INCORROUT INCORRSTAT TIME SERIES
           COMBINE EXISTING FORECASTING MENU FMS TSFS SYSTEM

        The Refit Model action and the Refit Existing Model action in the Time
        Series Forecasting System will not correctly refit a Forecast
        Combination model of multiple underlying models if the underlying models
        have been refit to modified data. As a consequence, forecasts and
        statistics of fit for the forecast combination model will be incorrect.

        To circumvent the problem, use the Edit Model action for the combination
        model instead of the Refit Model action. This will bring up the
        Forecast Combination Model Specification dialogue. In this dialogue,
        verify that the Forecast Combination is correct and click OK. The
        Forecast Combination model will now be refit correctly to the underlying
        models which had been refit to modified data.

    +------REPORTED------+ +---FIXED---+
    SYSTEM RELEASE LEVEL RELEASE LEVEL

    AIX/R 6.11 TS020
    HP800 6.11 TS020
    IABI 6.11 TS040
    MIPS ABI 6.11 TS040
    OSF/AXP 6.11 TS040
    OS/2 6.11 TS020
    Solaris 6.11 TS020
    Windows 6.11 TS020
    WIN/NT 6.11 TS040
    Win95 6.11 TS040
    AIX/R 6.12 TS020
    DigitUnx 6.12 TS040
    HP800 6.12 TS020
    Macintosh 6.12 TS040
    OS/2 6.12 TS020
    Solaris 6.12 TS020
    VMS/AXP 6.12 TS020
    Windows 6.12 TS020
    WIN/NT 6.12 TS020
    Win95 6.12 TS020



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