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From: SAS Technical Support (LISTSERV@VM.SAS.COM)
Date: Fri Mar 23 2001 - 09:58:40 EST

  • Next message: SAS Technical Support: "SAS Institute Alert Note SN-004462"

    SN-004381 OUTSTANDING PROBLEM

    STATIONARITY, MINIC, ESACF and SCAN results are incorrect when used with
    CROSSCORR= option

    Product: SAS/ETS
    Component: ARIMA procedure
    Priority: ALERT

      If the CROSSCORR= option is specified on the IDENTIFY statement, then
      the results of the STATIONARITY, MINIC, ESACF and/or SCAN options are
      incorrect.

      To circumvent the problem, include two IDENTIFY statements in the PROC
      ARIMA step: one with the CROSSCORR= option, and the other with the
      STATIONARITY, MINIC, ESACF and/or SCAN options.

    Keywords:
      stationarity minic esacf scan crosscorr identify test incorrstat
      incorrout crosscor cross augmented dickey-fuller transfer function input
      variable
      stationarity, minic, esacf and scan results are incorrect when used with
      crosscorr= option
      004381 4381

    SAS Note Revised On: Mon, 26 Feb 2001

    System Version Reported Version Fixed

    AIX/6000 8 TSM0 9 TSM0
    VM/ESA (CMS) 8 TSM0 9 TSM0
    Compaq Tru64 UNIX 8 TSM0 9 TSM0
    HP-UX Operating Systems 8 TSM0 9 TSM0
    Intel ABI 8 TSM0 9 TSM0
    MIPS ABI 8 TSM0 9 TSM0
    OS/390 (MVS) 8 TSM0 9 TSM0
    IBM OS/2 8 TSM0 9 TSM0
    Solaris 8 TSM0 9 TSM0
    OpenVMS VAX 8 TSM0 9 TSM0
    OpenVMS Alpha 8 TSM0 9 TSM0
    Windows NT 8 TSM0 9 TSM0
    Windows 2000 Datacenter Server 8 TSM0 9 TSM0
    Windows 2000 Professional 8 TSM0 9 TSM0
    Windows 2000 Server and Advanced Server 8 TSM0 9 TSM0
    Windows 95 8 TSM0 9 TSM0
    Windows 98 8 TSM0 9 TSM0

    No Fixes Available

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