SPSS® 12.0 Command Syntax Reference

146 Syntax Reference
Operations
Limitations
Example
• Other subcommands can be specified more than once, but only the last specification of
each one is executed.
• AREG cannot forecast beyond the end of the regressor (independent) series (see PREDICT
in the SPSS Syntax Reference Guide).
• Method ML allows missing data anywhere in the series. Missing values at the beginning
and end are skipped and the analysis proceeds with the first nonmissing case using
Melard’s algorithm. If imbedded missing values are found, they are noted and the Kalman
filter is used for estimation.
• Methods PW and CO allow missing values at the beginning or end of the series but not
within the series. Missing values at the beginning or end of the series are skipped. If imbedded
missing values are found, a warning is issued suggesting the ML method be used
instead and the analysis terminates. (See RMV in the SPSS Syntax Reference Guide for information
on replacing missing values.)
• Series with missing cases may require extra processing time.
• Maximum 1 VARIABLES subcommand.
• Maximum 1 dependent series in the series list. There is no limit on the number of independent
series.
AREG VARY WITH VARX
/METHOD=ML.
• This command performs an exact maximum-likelihood (ML) regression using series
VARY as the dependent variable and series VARX as the independent variable.
VARIABLES Subcommand
METHOD Subcommand
VARIABLES specifies the series list and is the only required subcommand. The actual keyword
VARIABLES can be omitted.
• The dependent series is specified first, followed by the keyword WITH and one or more
independent series.
METHOD specifies the estimation technique. Three different estimation techniques are available.
• If METHOD is not specified, the Prais-Winsten method is used.