SAS Note 002382

From: tsdlist@UNX.SAS.COM
Date: Wed May 10 2000 - 10:25:10 EDT

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    SAS Note: 002382 ***ALERT NOTE*** Product: ETS

    Title:
    MODEL REFIT fails for Forecast Combination models

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

    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 Releases:
    +------------REPORTED------------+ +------FIXED-----+
    System Version Level Version Level

    AIX/R 7 P1
    AIX/R 8 1M0
    AIX/R 8 M0
    DigitUnx 7 P1
    DigitUnx 8 1M0
    DigitUnx 8 M0
    HP800 7 P1
    HP800 8 1M0
    HP800 8 M0
    IABI 8 1M0
    IABI 8 M0
    MIPS ABI 8 1M0
    MIPS ABI 8 M0
    OS/2 7 P1
    OS/2 8 1M0
    OS/2 8 M0
    Solaris 7 P1
    Solaris 8 1M0
    Solaris 8 M0
    VMS 8 M0
    VMS/AXP 7 P1
    VMS/AXP 8 1M0
    VMS/AXP 8 M0
    WIN/NT 7 P1
    WIN/NT 8 1M0
    WIN/NT 8 M0
    Win2000 8 1M0
    Win2000 8 M0
    Win95 7 P1
    Win95 8 1M0
    Win95 8 M0
    Win98 7 P1
    Win98 8 1M0
    Win98 8 M0



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