The HPF Procedure
Functional Summary
Table 1 summarizes the statements and options that control the HPF procedure.
Table 1: PROC HPF Functional Summary
| Description | Statement | Option |
|---|---|---|
| Statements | ||
| Specifies BY-group processing | BY | |
| Specifies variables to forecast | FORECAST | |
| Specifies the time ID variable | ID | |
| Specifies intermittent demand model | IDM | |
| Data Set Options | ||
| Specifies the input data set | PROC HPF | DATA= |
| Specifies to output forecasts only | PROC HPF | NOOUTALL |
| Specifies the output data set | PROC HPF | OUT= |
| Specifies the parameter output data set | PROC HPF | OUTEST= |
| Specifies the forecast output data set | PROC HPF | OUTFOR= |
| Specifies the forecast procedure information output data set | PROC HPF | OUTPROCINFO= |
| Specifies the output data set for seasonal statistics | PROC HPF | OUTSEASON= |
| Specifies the statistics output data set | PROC HPF | OUTSTAT= |
| Specifies the summary output data set | PROC HPF | OUTSUM= |
| Specifies trend statistics output data set | PROC HPF | OUTTREND= |
| Replaces actual values held back | FORECAST | REPLACEBACK |
| Replaces missing values | FORECAST | REPLACEMISSING |
| Specifies forecast value type to append for OUT= | FORECAST | USE= |
| Accumulation and Seasonality Options | ||
| Specifies the accumulation frequency | ID | INTERVAL= |
| Specifies the length of seasonal cycle | PROC HPF | SEASONALITY= |
| Specifies the interval alignment | ID | ALIGN= |
| Specifies that the time ID variable values are not sorted | ID | NOTSORTED |
| Specifies the starting time ID value | ID | START= |
| Specifies the ending time ID value | ID | END= |
| Specifies the accumulation statistic | ID, FORECAST | ACCUMULATE= |
| Specifies missing value interpretation | ID, FORECAST | SETMISSING= |
| Specifies zero value interpretation | ID, FORECAST | ZEROMISS= |
| Forecasting Horizon, Holdout, Holdback Options | ||
| Specifies data to hold back | PROC HPF | BACK= |
| Specifies the forecast holdout sample size | FORECAST | HOLDOUT= |
| Specifies the forecast holdout sample percent | FORECAST | HOLDOUTPCT= |
| Specifies the forecast horizon or lead | PROC HPF | LEAD= |
| Specifies the horizon to start summation | PROC HPF | STARTSUM= |
| Forecasting Model and Selection Options | ||
| Specifies the confidence limit width | FORECAST | ALPHA= |
| Specifies the model selection criterion | FORECAST | CRITERION= |
| Specifies intermittency threshold | FORECAST | INTERMITTENT= |
| Specifies the forecast model | FORECAST | MODEL= |
| Specifies to use median forecast | FORECAST | MEDIAN |
| Specifies backcast initialization | FORECAST | NBACKCAST= |
| Specifies the seasonality test threshold | FORECAST | SEASONTEST= |
| Specifies the model transformation | FORECAST | TRANSFORM= |
| Intermittent Demand Model Options | ||
| Specifies the model for average demand | IDM | AVERAGE= |
| Specifies the base value | IDM | BASE= |
| Specifies the model for demand intervals | IDM | INTERVAL= |
| Specifies the model for demand sizes | IDM | SIZE= |
| Printing and Plotting Control Options | ||
| Specifies the time ID format | ID | FORMAT= |
| Specifies types of graphical output | PROC HPF | PLOT= |
| Specifies types of printed output | PROC HPF | PRINT= |
| Requests detailed printed output | PROC HPF | PRINTDETAILS |
| Miscellaneous Options | ||
| Requests that analysis variables be processed in sorted order | PROC HPF | SORTNAMES |
| Limits error and warning messages | PROC HPF | MAXERROR= |
Last updated: March 05, 2026