SPSS® 12.0 Command Syntax Reference

1734 Appendix A
Missing Values
Since time series observations occur at equally spaced intervals and are thus sequentially
related in the data file, missing values in a series can present unique problems.
There are several ways missing values are handled in Trends.
• In procedures AREG (method ML) and ARIMA, missing values are allowed anywhere
in the series and present no problems in estimating parameters but do require extra
processing time. AREG methods CO and PW can handle series that have missing values
at the beginning or end of the series by dropping those observations but cannot handle
series with imbedded missing values.
• Procedures EXSMOOTH, SEASON, and SPECTRA cannot handle missing values
anywhere in the series. To use one of these procedures when you have missing data,
you must first specify either TSET MISSING=INCLUDE to include user-missing values,
the RMV procedure to replace missing values, or the USE command to specify a range
of nonmissing observations.
• The TSET MISSING command allows you to include or exclude user-missing values in
Trends procedures. EXCLUDE is the default.
• RMV allows you to replace user-missing and system-missing values with estimates
computed from existing values in the series using one of several methods.
Statistical Output
For some Trends procedures, the amount of output displayed can be controlled by the
TSET PRINT setting. TSET PRINT can be set to BRIEF, DEFAULT, or DETAILED. The
following are some general guidelines used by procedures with multiple iterations.
• For TSET PRINT=BRIEF, no iteration history is shown. Only the final statistics and the
number of iterations required are reported.
• For TSET PRINT=DEFAULT, a one-line statistical summary at each iteration plus the
final statistics are reported.
• For TSET PRINT=DETAILED, a complete statistical summary at each iteration plus the
final statistics are reported.
For details, refer to the individual procedures.
New Variables
Trends procedures AREG, ARIMA, EXSMOOTH, and SEASON automatically create,
name, and label new variables each time the procedure is executed. These new variables
are added to the working data file and can be used or saved like any other variable. The
names of these variables consist of the following prefixes, followed by an identifying
numeric extension: