SPSS® 12.0 Command Syntax Reference

158 Syntax Reference
• The last command specifies the same model as the previous command. Even though the
MODEL command specifies no nonseasonal or seasonal moving-average parameters,
these parameters are estimated at lags 2 and 4 because of the Q and SQ specifications.
Initial Value Subcommands
AR, MA, SAR, SMA, REG, and CON specify initial values for parameters. These subcommands
refer to the following parameters:
AR Autoregressive parameter values.
MA Moving-average parameter values.
SAR Seasonal autoregressive parameter values.
SMA Seasonal moving-average parameter values.
REG Fixed regressor parameter values.
CON Constant value.
• Each subcommand specifies a value or value list indicating the initial values to be used
in estimating the parameters.
• CON can be specified only as a single value, not a value list.
• Values are matched to parameters in sequential order. That is, the first value is used as the
initial value for the first parameter of that type, the second value is used as the initial value
for the second parameter of that type, and so on.
• Specify only the subcommands for which you can supply a complete list of initial values
(one for every lag to be fit for that parameter type).
• If you specify an inappropriate initial value for AR, MA, SAR, or SMA, ARIMA will reset
the value and issue a message.
• If MXITER=0, these subcommands specify final parameter values to use for forecasting.
Example
ARIMA VARY
/MODEL (1,0,2)
/AR=0.5
/MA=0.8, -0.3.
ARIMA VARY
/MODEL (1,0,2)
/AR=0.5.
• The first command specifies initial estimation values for the autoregressive term and for
the two moving-average terms.
• The second command specifies the initial estimation value for the autoregressive term
only. The moving-average initial values are estimated by ARIMA.