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SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

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Termination Criteria Subcommands<br />

CINPCT Subcommand<br />

APPLY Subcommand<br />

ARIMA 159<br />

ARIMA will continue to iterate until one of four termination criteria is met. The values of these<br />

criteria can be changed using any of the following subcommands followed by the new value:<br />

MXITER Maximum number of iterations. The value specified can be any integer equal to or<br />

greater than 0. If MXITER equals 0, initial parameter values become final estimates<br />

to be used in forecasting. The default value is 10.<br />

PAREPS Parameter change tolerance. The value specified can be any real number greater<br />

than 0. A change in all of the parameters by less than this amount causes termination.<br />

The default is the value set on TSET CNVERGE. If TSET CNVERGE is not specified,<br />

the default is 0.001. A value specified on PAREPS overrides the value set on<br />

TSET CNVERGE.<br />

SSQPCT Sum of squares percentage. The value specified can be a real number greater than<br />

0 and less than or equal to 100. A relative change in the adjusted sum of squares by<br />

less than this amount causes termination. The default value is 0.001%.<br />

MXLAMB Maximum lambda. The value specified can be any integer. If the Marquardt constant<br />

exceeds this value, estimation is terminated. The default value is<br />

1,000,000,000 (10 9 ).<br />

CINPCT controls the size of the confidence interval.<br />

• The specification on CINPCT can be any real number greater than 0 and less than 100.<br />

• The default is the value specified on TSET CIN. If TSET CIN is not specified, the default is 95.<br />

• CINPCT overrides the value set on the TSET CIN command.<br />

APPLY allows you to use a previously defined ARIMA model without having to repeat the<br />

specifications. For general rules on APPLY, see the APPLY subcommand on p. 1737.<br />

• The specifications on APPLY can include the name of a previous model in quotes and one<br />

of three keywords. All of these specifications are optional.<br />

• If a model name is not specified, the model specified on the previous ARIMA command is<br />

used.<br />

• To change one or more of the specifications of the model, specify the subcommands of<br />

only those portions you want to change after the subcommand APPLY.<br />

• If no series are specified on the ARIMA command, the series that were originally specified<br />

with the model being reapplied are used.<br />

• To change the series used with the model, enter new series names before or after the<br />

APPLY subcommand. If a series name is specified before APPLY, the slash before the subcommand<br />

is required.

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