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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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<strong>Syntax</strong> Rules<br />

FIT 587<br />

• If OBS is specified, the ERRORS subcommand naming the residual series is required.<br />

Operations<br />

• Observed series and degrees of freedom are matched with residual series according to the<br />

order in which they are specified.<br />

• If residual series are explicitly specified but observed series are not, percent error statistics<br />

are not included in the output. If neither residual nor observed series are specified,<br />

percent error statistics for the default residual and observed series are included.<br />

• If subcommand DFH is specified, FIT calculates the DFE (error degrees of freedom) by<br />

subtracting the DFH (hypothesis degrees of freedom) from the number of valid cases in<br />

the series.<br />

• If a PREDICT period (validation period) starts before the end of the observed series, statistics<br />

are reported separately for the USE period (historical period) and the PREDICT<br />

period.<br />

Limitations<br />

Example<br />

• There is no limit on the number of residual series specified. However, the number of observed<br />

series must equal the number of residual series.<br />

FIT ERR_4 ERR_5 ERR_6.<br />

• This command requests goodness-of-fit statistics for the residual series ERR_4, ERR_5,<br />

and ERR_6, which were generated by previous procedures. Percent error statistics are not<br />

included in the output, since only residual series are named.<br />

ERRORS Subcommand<br />

ERRORS specifies the residual (error) series.<br />

• The actual keyword ERRORS can be omitted. VARIABLES is an alias for ERRORS.<br />

• The minimum specification on ERRORS is a residual series name.<br />

• The ERRORS subcommand is required if the OBS subcommand is specified.<br />

OBS Subcommand<br />

OBS specifies the observed series to use for calculating the mean percentage error and mean<br />

absolute percentage error.<br />

• OBS can be used only when the residual series are explicitly specified.<br />

• The number and order of observed series must be the same as that of the residual series.

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