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SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

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150 <strong>Syntax</strong> <strong>Reference</strong><br />

<strong>Reference</strong>s<br />

Example<br />

AREG VARY WITH VARX<br />

/METHOD=CO<br />

/RHO=0.25<br />

/MXITER=15.<br />

AREG VARY WITH VARX<br />

/METHOD=ML.<br />

AREG VARY WITH VAR01<br />

/APPLY.<br />

AREG VARY WITH VAR01<br />

/APPLY=’MOD_1’<br />

/MXITER=10.<br />

AREG VARY WITH VAR02<br />

/APPLY FIT.<br />

• The first command estimates a regression model for VARY and VARX using the Cochrane-<br />

Orcutt method, an initial rho value of 0.25, and a maximum of 15 iterations. This model<br />

is assigned the name MOD_1.<br />

• The second command estimates a regression model for VARY and VARX using the ML<br />

method. This model is assigned the name MOD_2.<br />

• The third command displays the regression statistics for the series VARY and VAR01 using<br />

the same method, ML, as in the second command. This model is assigned the name<br />

MOD_3.<br />

• The fourth command applies the same method and rho value as in the first command but<br />

changes the maximum number of iterations to 10. This new model is named MOD_4.<br />

• The last command applies the last model, MOD_4, using the series VARY and VAR02. The<br />

FIT specification means the final estimates of MOD_4 should be applied directly to the<br />

new series with no new estimation.<br />

Akaike, H. 1974. A new look at the statistical model identification. IEEE Transaction on Automatic<br />

Control AC–19: 716–723.<br />

Harvey, A. C. 1981. The econometric analysis of time series. Oxford: Philip Allan.<br />

Johnston, J. 1984. Econometric methods. New York: McGraw-Hill.<br />

Kohn, R., and C. Ansley. 1986. Estimation, prediction, and interpolation for ARIMA models with<br />

missing data. Journal of the American Statistical Association 81: 751–761.<br />

Schwartz, G. 1978. Estimating the dimensions of a model. Annals of Statistics 6: 461–464.

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