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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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FIT<br />

FIT [[ERRORS=] residual series names]<br />

[/OBS=observed series names]<br />

[/{DFE=error degrees of freedom }]<br />

{DFH=hypothesis degrees of freedom}<br />

Example<br />

FIT ERR_4 ERR_8.<br />

Overview<br />

Options<br />

FIT displays a variety of descriptive statistics computed from the residual series as an aid in<br />

evaluating the goodness of fit of one or more models.<br />

Statistical Output. You can produce statistics for a particular residual series by specifying the<br />

names of the series after FIT. You can also obtain percent error statistics for specified residual<br />

series by specifying observed series on the OBS subcommand.<br />

Degrees of Freedom. You can specify the degrees of freedom for the residual series using the<br />

DFE or DFH subcommands.<br />

Basic Specification<br />

The basic specification is simply the command keyword FIT. All other specifications are<br />

optional.<br />

• By default, FIT calculates the mean error, mean percent error, mean absolute error, mean<br />

absolute percent error, sum of squared errors, mean square error, root mean square error,<br />

and the Durbin-Watson statistic for the last ERR_n (residual) series generated and the<br />

corresponding observed series in the working data file.<br />

• If neither residual nor observed series are specified, percent error statistics for the default<br />

residual and observed series are included.<br />

586

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