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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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994 MIXED<br />

ARMA1 Autoregressive moving average (1,1). The constraints ϕ ≤ 1 and ρ<br />

imposed for stationarity.<br />

≤ 1 are<br />

Example matrix:<br />

σ 2<br />

CS Compound symmetry. This structure has constant variance and constant<br />

covariance.<br />

Example matrix:<br />

CSH Heterogenous compound symmetry. This structure has non-constant<br />

variance and constant correlation.<br />

Example matrix:<br />

CSR Compound symmetry with correlation parameterization. This structure has<br />

constant variance and constant covariance.<br />

Example matrix:<br />

1 ϕ ϕρ ϕρ2 ϕ 1 ϕ ϕρ<br />

ϕρ ϕ 1 ϕ<br />

ρ2 ϕρ ϕ 1<br />

σ2 + σ2 1 σ1 σ1 σ1 σ 1 σ 2 σ 1 2<br />

+ σ 1 σ 1<br />

σ 1 σ 1 σ 2 σ 1 2<br />

+ σ 1<br />

σ1 σ1 σ1 σ2 + σ2 1<br />

2<br />

σ1 σ2σ1 ρσ3σ1ρσ4σ1ρ σ2σ1 ρ<br />

2<br />

σ2 σ3σ2 ρσ4σ2ρ σ3σ1 ρσ3σ2ρ 2<br />

σ3 σ4σ3 ρ<br />

σ4σ1 ρσ4σ2ρσ4σ3ρ 2<br />

σ4 σ 2<br />

1 ρρρ<br />

ρ 1 ρρ<br />

ρρ1 ρ<br />

ρρρ1

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