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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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588 FIT<br />

• If more than one residual series was calculated from a single observed series, the observed<br />

series is specified once for each residual series that is based on it.<br />

Example<br />

FIT ERRORS=ERR#1 ERR#2<br />

/OBS=VAR1 VAR1.<br />

• This command requests FIT statistics for two residual series, ERR#1 and ERR#2, which<br />

were computed from the same observed series, VAR1.<br />

DFE and DFH Subcommands<br />

DFE and DFH specify the degrees of freedom for each residual series. With DFE, error degrees<br />

of freedom are entered directly. DFH specifies hypothesis degrees of freedom so FIT can compute<br />

the DFE.<br />

• Only one DFE or DFH subcommand should be specified. If both are specified, only the<br />

last one is in effect.<br />

• The specification on DFE or DFH is a list of numeric values. The order of these values<br />

should correspond to the order of the residual series list.<br />

• The error degrees of freedom specified on DFE are used to compute the mean square error<br />

(MSE) and root mean square (RMS).<br />

• The value specified for DFH should equal the number of parameters in the model (including<br />

the constant if it is present). Differencing is not considered in calculating DFH, since<br />

any observations lost due to differencing are system-missing.<br />

• If neither DFE or DFH are specified, FIT sets DFE equal to the number of observations.<br />

Example<br />

FIT ERR#1 ERR#2<br />

/OBS=VAR1 VAR2<br />

/DFE=47 46.<br />

• In this example, the error degrees of freedom for the first residual series, ERR#1, is 47.<br />

The error degrees of freedom for the second residual series, ERR#2, is 46.<br />

Output Considerations for SSE<br />

The sum of squared errors (SSE) reported by FIT may not be the same as the SSE reported<br />

by the estimation procedure. The SSE from the procedure is an estimate of sigma squared for<br />

that model. The SSE from FIT is simply the sum of the squared residuals.<br />

<strong>Reference</strong>s<br />

Makridakis, S., S. C. Wheelwright, and V. E. McGee. 1983. Forecasting: Methods and applications.<br />

New York: John Wiley and Sons.<br />

McLaughlin, R. L. 1984. Forecasting techniques for decision making. Rockville, Md.: Control<br />

Data Management Institute.

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