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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