Hi Alex,
So what is the full scope of your time dimension (I assume you have defined a scope earlier in the script as you use *XDIM_ADDMEMBERSET)? When I first tried to replicate your issue, I had narrowed down the scope to only periods where year=2015, i.e.
*SELECT(%MY_TIME%,"[ID]","TIME","[YEAR]='2015' and [CALC]='N'")
*XDIM_MEMBERSET TIME = %MY_TIME%
*XDIM_ADDMEMBERSET TIME = PRIOR
At that point I couldn't replicate your issue, but when I removed the %MY_TIME% memberset I got the same result as you, can't see the connection. I also tried replacing PRIOR with 2015.SEP but that didn't seem to be the problem. But when I removed the *NO_SCAN instruction, I got the expected result. So I'm not really sure why you're having *NO_SCAN. Is it performance related?
/Cecilia