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SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

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Trends Options: Special Considerations 1735<br />

FIT Predicted values. When the predictions are for existing observations, the values<br />

are called “fitted” values. When the predicted values extend into the forecast<br />

period (see PREDICT in the SPSS <strong>Syntax</strong> <strong>Reference</strong> Guide), they are<br />

forecasts. Procedures AREG and ARIMA produce one FIT variable for each series<br />

list (equation); procedure EXSMOOTH produces one FIT variable for each<br />

series specified.<br />

ERR Residual or “error” values. For procedures AREG, ARIMA, and EXSMOOTH,<br />

these values are the observed value minus the predicted value. These procedures<br />

produce one ERR variable for each FIT variable. Since FIT variables are<br />

always reported in the original raw score metric and ERR might be reported in<br />

the natural log metric if such a transformation was part of the model, the reported<br />

ERR variable will not always equal the observed variable minus the FIT<br />

variable. (The discussion under each individual procedure will tell you if this<br />

is the case.) The ERR variable is assigned the system-missing value for any observations<br />

in the forecast period that extend beyond the original series.<br />

For procedure SEASON, the ERR values are what remain after the seasonal,<br />

trend, and cycle components have been removed from the series. This procedure<br />

produces one ERR variable for each series.<br />

LCL Lower confidence limits. These are the lowerbound values of an estimated confidence<br />

interval for the predictions. A 95% confidence interval is estimated unless<br />

another interval is specified on a subcommand or on a previous TSET CIN<br />

command. Procedures AREG and ARIMA produce confidence intervals.<br />

UCL Upper confidence limits. These are the upperbound values of an estimated confidence<br />

interval for the predictions. The interval is 95%, unless it is changed on<br />

a subcommand or on a previous TSET CIN command.<br />

SEP Standard errors of the predicted values. Procedures AREG and ARIMA produce<br />

one SEP variable for every FIT variable.<br />

SAS Seasonally adjusted series. These are the values obtained after removing the<br />

seasonal variation of a series. Procedure SEASON produces one SAS variable<br />

for each series specified.<br />

SAF Seasonal adjustment factors. These values indicate the effect of each period on<br />

the level of the series. Procedure SEASON produces one SAF variable for each<br />

series specified.<br />

STC Smoothed trend-cycle components. These values show the trend and cyclical<br />

behavior present in the series. Procedure SEASON produces one STC variable<br />

for each series specified.<br />

• If TSET NEWVAR=CURRENT (the default) is in effect, only variables from the current<br />

procedure are saved in the working data file, and the suffix #n is used to distinguish variables<br />

that are generated by different series on one procedure. For example, if two series

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