SPSS® 12.0 Command Syntax Reference

536 Syntax Reference
Overview
Options
Basic Specification
EXSMOOTH produces fit/forecast values and residuals for one or more time series. A variety
of models differing in trend (none, linear, or exponential) and seasonality (none, additive, or
multiplicative) are available (see Gardner, 1985).
Model Specification. You can specify a model with any combination of trend and seasonality
components using the MODEL subcommand. For seasonal models, you can specify the periodicity
using the PERIOD subcommand.
Parameter Specification. You can specify values for the smoothing parameters using the
ALPHA, GAMMA, DELTA, and PHI subcommands. You can also specify initial values using the
subcommand INITIAL and seasonal factor estimates using the subcommand SEASFACT.
Statistical Output. To get a list of all the SSE’s and parameters instead of just the 10 smallest,
specify TSET PRINT=DETAILED prior to EXSMOOTH.
New Variables. Because of the number of parameter and value combinations available,
EXSMOOTH can create many new variables (up to the maximum specified on the TSET
MXNEWVARS command). To evaluate the sum of squared errors without creating and saving
new variables in the working data file, use TSET NEWVAR=NONE prior to EXSMOOTH. To
add new variables without erasing the values of previous Trends-generated variables, specify
TSET NEWVAR=ALL. This saves all new variables generated during the current session in the
working data file.
Forecasting. When used with the PREDICT command, EXSMOOTH can produce forecasts beyond
the end of the series (see PREDICT in the SPSS Syntax Reference Guide).
The basic specification is one or more series names.
• If a model is not specified, the NN (no trend and nonseasonal) model is used. The default
value for each of the smoothing parameters is 0.1.
• Unless the default on the TSET NEWVAR is changed prior to the EXSMOOTH procedure,
for each combination of smoothing parameters and series specified, EXSMOOTH creates
two variables: FIT#n to contain the predicted values and ERR#n to contain residuals.
These variables are automatically labeled and added to the working data file. (For variable
naming and labeling conventions, see “New Variables” on p. 1734.)
• The output displays the initial values used in the analysis (see Ledolter & Abraham,
1984), the error degrees of freedom (DFE), and an ascending list of the smallest sum of
squared errors (SSE) next to the associated set of smoothing parameters, up to a maximum
of 10. For seasonal series, initial seasonal factor estimates are also displayed.