SN-009409 ***Alert Note***
Prediction error covariance output incorrect when model includes
exogenous variable
Product: SAS/ETS
Component: VARMAX procedure
Priority: ALERT
The output generated by the COVPE option on the MODEL statement in PROC
VARMAX is incorrect if an exogenous variable is specified on the
right-hand-side of the MODEL statement equation and an OUTPUT statement
is not specified. The output generated by the DECOMPOSE option is
incorrect if an exogenous variable is specified on the right-hand-side
of the MODEL statement equation, regardless of whether the OUTPUT
statement is specified.
Note that if exogenous variables are specified only via the TREND=
or NSEASON= option, the output from COVPE and DECOMPOSE is correct.
To obtain the correct COVPE output for a model which includes an
exogenous variable on the right-hand-side of the MODEL statement
equation, make sure an OUTPUT statement is also specified.
There is no circumvention to obtain the correct output for the DECOMPOSE
option.
Keywords:
covpe decompose exogenous variable incorrout incorrstat
decompcovprederror proportiondecomp covprederror table proportion
prediction error covariance matrices decomposition
prediction error covariance output incorrect when model includes
exogenous variable
009409 9409
SAS Note Revised On: Thu, 6 Mar 2003
System Version Reported Version Fixed
AIX 64 bit 8.2 TS2M0 9 TSM0
AIX/6000 8.1 TS1M0
AIX/6000 8.2 TS2M0
VM/ESA (CMS) 8.1 TS1M0
VM/ESA (CMS) 8.2 TS2M0
Compaq Tru64 UNIX 8.1 TS1M0 9 TSM0
Compaq Tru64 UNIX 8.2 TS2M0 9 TSM0
HP-UX Operating Systems 8.1 TS1M0
HP-UX Operating Systems 8.2 TS2M0
HP-UX 64 bit 8.2 TS2M0 9 TSM0
Intel ABI 8.1 TS1M0
Intel ABI 8.2 TS2M0
Linux 8.2 TS2M0 9 TSM0
MIPS ABI 8.1 TS1M0
MIPS ABI 8.2 TS2M0
OS/390 (MVS) 8.1 TS1M0 9 TSM0
OS/390 (MVS) 8.2 TS2M0 9 TSM0
IBM OS/2 8.1 TS1M0
IBM OS/2 8.2 TS2M0
Solaris 8.1 TS1M0
Solaris 8.2 TS2M0
Solaris 64 bit 8.2 TS2M0 9 TSM0
OpenVMS VAX 8.1 TS1M0
OpenVMS VAX 8.2 TS2M0
OpenVMS Alpha 8.1 TS1M0 9 TSM0
OpenVMS Alpha 8.2 TS2M0 9 TSM0
Windows NT 8.1 TS1M0 9 TSM0
Windows NT 8.2 TS2M0 9 TSM0
Windows 2000 Datacenter Server 8.1 TS1M0 9 TSM0
Windows 2000 Datacenter Server 8.2 TS2M0 9 TSM0
Windows 2000 Professional 8.1 TS1M0 9 TSM0
Windows 2000 Professional 8.2 TS2M0 9 TSM0
Windows 2000 Server and Advanced Server 8.1 TS1M0 9 TSM0
Windows 2000 Server and Advanced Server 8.2 TS2M0 9 TSM0
Windows 95 8.1 TS1M0
Windows 95 8.2 TS2M0
Windows 98 8.1 TS1M0
Windows 98 8.2 TS2M0
Windows ME 8.2 TS2M0
Windows XP 8.2 TS2M0 9 TSM0
No Fixes Available
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