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SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

SPSS® 12.0 Command Syntax Reference

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Example<br />

EXSMOOTH 541<br />

EXSMOOTH VAR2<br />

/MODEL=LA<br />

/PERIOD=8<br />

/SEASFACT=(-25.30 -3 -14.70 17 4 3 13 6).<br />

• This command uses the list of values specified on the SEASFACT subcommand as the initial<br />

seasonal factor estimates.<br />

• Eight values are specified, since the periodicity is 8.<br />

• The eight values sum to 0, since this is an additive seasonal model.<br />

Example<br />

EXSMOOTH VAR3<br />

/MODEL=LA<br />

/SEASFACT=SAF#1.<br />

• This command uses the initial seasonal factors contained in variable SAF#1, which was<br />

saved in the working data file by a previous SEASON command.<br />

Smoothing Parameter Subcommands<br />

ALPHA, GAMMA, DELTA, and PHI specify the values that are used for the smoothing parameters.<br />

• The specification on each subcommand is either a value within the valid range, or the keyword<br />

GRID followed by optional range values.<br />

• If GAMMA, DELTA, or PHI are not specified but are required for the model, the default values<br />

are used.<br />

• ALPHA is applied to all models. If it is not specified, the default value is used.<br />

ALPHA General smoothing parameter. This parameter is applied to all models. Alpha can<br />

be any value between and including 0 and 1. (For EM models, alpha must be greater<br />

than 0 and less than or equal to 1.) The default value is 0.1.<br />

GAMMA Trend smoothing parameter. Gamma is used only with models that have a trend<br />

component, excluding damped seasonal (DA, DM) models. It is ignored if it is specified<br />

with a damped seasonal or no-trend model. Gamma can be any value between<br />

and including 0 and 1. The default value is 0.1.<br />

DELTA Seasonal smoothing parameter. Delta is used only with models that have a seasonal<br />

component. It is ignored if it is specified with any of the nonseasonal models. Delta<br />

can be any value between and including 0 and 1. The default value is 0.1.<br />

PHI Trend modification parameter. Phi is used only with models that have a damped<br />

trend component. It is ignored if it is specified with models that do not have a<br />

damped trend. Phi can be any value greater than 0 and less than 1. The default value<br />

is 0.1.<br />

Table 2 summarizes the parameters that are used with each EXSMOOTH model. An X indicates<br />

that the parameter is used for the model.

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