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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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INITIAL Subcommand<br />

EXSMOOTH 543<br />

• The parameters and values are alpha = 0.10, gamma = 0.20, and delta = 0.20. Alpha is not<br />

specified but is always used by default.<br />

• This command generates one FIT variable and one ERR variable to contain the forecasts<br />

and residuals generated by this one set of parameters.<br />

Example<br />

EXSMOOTH VAR2<br />

/MODEL=EA<br />

/ALPHA=GRID<br />

/DELTA=GRID(0.2,0.6,0.2).<br />

• This example specifies a model with an exponential trend component and an additive seasonal<br />

component.<br />

• The default start, end, and increment values (0, 1, and 0.1) are used for the grid search of<br />

alpha. Thus, the values used for alpha are 0, 0.1, 0.2, 0.3, ..., 0.9, and 1.<br />

• The grid specification for delta indicates a start value of 0.2, an end value of 0.6, and an<br />

increment of 0.2. Thus, the values used for delta are 0.2, 0.4, and 0.6.<br />

• Since this is an exponential trend model, the parameter gamma will be supplied by<br />

EXSMOOTH with the default value of 0.1, even though it is not specified on the command.<br />

• Two variables (FIT and ERR) will be generated for the parameters resulting in the bestfitting<br />

model.<br />

INITIAL specifies the initial start and trend values used in the models.<br />

• The specification on INITIAL is the start and trend values enclosed in parentheses. You<br />

must specify both values.<br />

• The values specified on INITIAL are saved as part of the model and can be reapplied with<br />

the APPLY subcommand (see the APPLY subcommand on p. 544).<br />

• If INITIAL is not specified, the initial start and trend values are calculated by EXSMOOTH.<br />

These calculated initial values are not saved as part of the model.<br />

• To turn off the values specified on INITIAL when the model is used on an APPLY subcommand,<br />

specify INITIAL=CALCULATE. New initial values will then be calculated by<br />

EXSMOOTH (see the APPLY subcommand on p. 544).<br />

Example<br />

EXSMOOTH VAR2<br />

/MODEL=LA<br />

/PERIOD=4<br />

/SEASFACT=(23 -14.4 7 -15.6)<br />

/ALPHA=0.20<br />

/GAMMA=0.20<br />

/DELTA=0.30<br />

/INITIAL=(112,17).<br />

• In this example, an initial start value of 112 and trend value of 17 is specified for series<br />

VAR2.

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