SPSS® 12.0 Command Syntax Reference

T4253H Function
CREATE 315
T4253H produces new series by applying a compound data smoother to the original series.
The smoother starts with a running median of 4, which is centered by a running median of 2.
It then resmooths these values by applying a running median of 5, a running median of 3, and
hanning (running weighted averages). Residuals are computed by subtracting the smoothed
series from the original series. This whole process is then repeated on the computed residuals.
Finally, the smoothed residuals are added to the smoothed values obtained the first time
through the process (Velleman and Hoaglin, 1981).
• The only specification on T4253H is the name or names of the existing series in parentheses.
• The existing series cannot contain imbedded missing values.
• Endpoints are smoothed through extrapolation and are not system-missing.
Example
CREATE SMOOTHA = T4253H(VARA).
• The series SMOOTHA is a smoothed version of the series VARA.
References
Box, G. E. P., and G. M. Jenkins. 1976. Time series analysis: Forecasting and control. San Francisco:
Holden-Day.
Brigham, E. O. 1974. The fast Fourier transform. Englewood Cliffs, N.J.: Prentice-Hall.
Cryer, J. D. 1986. Time series analysis. Boston: Duxbury Press.
Makridakis, S., S. C. Wheelwright, and V. E. McGee. 1983. Forecasting: Methods and applications.
New York: John Wiley and Sons.
Monro, D. M. 1975. Algorithm AS 83: Complex discrete fast Fourier transform. Applied Statistics,
24: 153–160.
Monro, D. M., and J. L. Branch. 1977. Algorithm AS 117: The Chirp discrete Fourier transform
of general length. Applied Statistics, 26: 351–361.
Velleman, P. F., and D. C. Hoaglin. 1981. Applications, basics, and computing of exploratory data
analysis. Boston: Duxbury Press.