SPSS® 12.0 Command Syntax Reference

540 Syntax Reference
Example
EXSMOOTH VAR1.
PERIOD Subcommand
SEASFACT Subcommand
• This example uses the default model NN for series VAR1.
Example
EXSMOOTH VAR2
/MODEL=LN.
• This example uses model LN (linear trend with no seasonality) for series VAR2.
PERIOD indicates the periodicity of the seasonal component for seasonal models.
• The specification on PERIOD indicates how many observations are in one period or season
and can be any positive integer.
• PERIOD is ignored if it is specified with a nonseasonal model.
• If PERIOD is not specified, the periodicity established on TSET PERIOD is in effect. If
TSET PERIOD is not specified, the periodicity established on the DATE command is used.
If periodicity was not established anywhere and a seasonal model is specified,
EXSMOOTH will terminate.
Example
EXSMOOTH VAR1
/MODEL=LA
/PERIOD=12.
• This example specifies a periodicity of 12 for the seasonal VAR1 series.
SEASFACT specifies initial seasonal factor estimates for seasonal models.
• The specification on SEASFACT is either a value list enclosed in parentheses or a variable
name.
• If a value list is specified, the number of values in the list must equal the periodicity. For
example, if the periodicity is 12, then 12 initial values must be specified.
• For multiplicative models, the sum of the values in the list should equal the periodicity.
For additive models, the sum of the values should equal 0.
• A variable specification on SEASFACT indicates the name of a variable in the working
data file containing the seasonal factor estimates (see SEASON).
• If the model is seasonal and SEASFACT is not specified, EXSMOOTH calculates the initial
seasonal factors.
• The seasonal factor estimates of a SEASFACT subcommand are not used when the model
is respecified using the APPLY subcommand (see the APPLY subcommand on p. 544).