SPSS® 12.0 Command Syntax Reference

152 Syntax Reference
ARIMA
Overview
ARIMA is available in the Trends option.
ARIMA [VARIABLES=] dependent series name [WITH independent series names]
[/MODEL =[(p,d,q)[(sp,sd,sq)[period]]]
[{CONSTANT† }] [{NOLOG† }]]
{NOCONSTANT} {LG10 or LOG}
{LN }
[/P={value }] [/D=value] [/Q={value }]
{(value list)} {(value list)}
[/SP={value }] [/SD=value] [/SQ={value }]
{(value list)} {(value list)}
[/AR=value list] [/MA=value list]
[/SAR=value list] [/SMA=value list]
[/REG=value list] [/CON=value]
[/MXITER={10** }] [/MXLAMB={1.0E9**}]
{value} {value }
[/SSQPCT={0.001**}] [/PAREPS={0.001†}]
{value } {value }
[/CINPCT={95† }]
{value}
[/APPLY [='model name'] [{SPECIFICATIONS}]]
{INITIAL }
{FIT }
[/FORECAST=[{EXACT }]]
{CLS }
{AUTOINIT}
**Default if the subcommand is omitted.
†Default if the subcommand or keyword is omitted and there is no corresponding specification on the TSET
command.
Example:
ARIMA SALES WITH INTERVEN
/MODEL=(0,1,1)(0,1,1).
ARIMA estimates nonseasonal and seasonal univariate ARIMA models with or without fixed
regressor variables. The procedure uses a subroutine library written by Craig Ansley that produces
maximum-likelihood estimates and can process time series with missing observations.