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SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

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156 <strong>Syntax</strong> <strong>Reference</strong><br />

• After the seasonal model parameters, a positive integer can be specified to indicate the<br />

length of a seasonal period.<br />

• If the period length is not specified, the periodicity established on TSET PERIOD is in effect.<br />

If TSET PERIOD is not specified, the periodicity established on the DATE command<br />

is used. If periodicity was not established anywhere and a seasonal model is specified, the<br />

ARIMA procedure is not executed.<br />

The following optional keywords can be specified on MODEL:<br />

CONSTANT Include a constant in the model. This is the default unless the default setting<br />

on the TSET command is changed prior to the ARIMA procedure.<br />

NOCONSTANT Do not include a constant.<br />

NOLOG Do not log transform the series. This is the default.<br />

LG10 Log transform the series before estimation using the base 10 logarithm. The<br />

keyword LOG is an alias for LG10.<br />

LN Log transform the series before estimation using the natural logarithm<br />

(base e).<br />

• Keywords can be specified anywhere on the MODEL subcommand.<br />

• CONSTANT and NOCONSTANT are mutually exclusive. If both are specified, only the last<br />

one is executed.<br />

• LG10 (LOG), LN, and NOLOG are mutually exclusive. If more than one is specified, only<br />

the last one is executed.<br />

• CONSTANT and NOLOG are generally used as part of an APPLY subcommand to turn off<br />

previous NOCONSTANT, LG10, or LN specifications<br />

Example<br />

ARIMA SALES WITH INTERVEN<br />

/MODEL=(1,1,1)(1,1,1) 12 NOCONSTANT LN.<br />

• This example specifies a model with a first-order nonseasonal autoregressive parameter,<br />

one degree of nonseasonal differencing, a first-order nonseasonal moving average, a firstorder<br />

seasonal autoregressive parameter, one degree of seasonal differencing, and a firstorder<br />

seasonal moving average.<br />

• The 12 indicates that the length of the period for SALES is 12.<br />

• The keywords NOCONSTANT and LN indicate that a constant is not included in the model<br />

and that the series is log transformed using the natural logarithm before estimation.<br />

Parameter-Order Subcommands<br />

P, D, Q, SP, SD, and SQ can be used as additions or alternatives to the MODEL subcommand<br />

to specify particular lags in the model and degrees of differencing for fitting single or nonsequential<br />

parameters. These subcommands are also useful for specifying a constrained<br />

model. The subcommands represent the following parameters:<br />

P Autoregressive order.

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