PI09661: TSMODEL PRODUCES INCORRECT FORECAST CONFIDENCE INTERVALS

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APAR status

  • Closed as program error.

Error description

  • You're producing forecasts and confidence intervals for the
    forecasts with the TSMODEL procedure in SPSS Statistics. For
    some of the forecasts the confidence interval bounds do not
    contain the forecast values or the upper and lower bounds appear
    reversed, with lower bounds greater than forecasts or upper
    bounds.
    

Local fix

  • An Interim Fix has been created for this problem. The problem
    occurs when the square root transformation is specified and
    predictions and/or confidence bounds are negative in the square
    root metric. Since the square root transformation is only
    appropriate for non-negative variables, this indicates that the
    model fitted with the square root transformation, is probably
    not appropriate for the series in question. You can confirm that
    this is the issue by computing a square-root transformed series,
    fitting the same model to it with no transformation in the
    procedure and examining the predictions and confidence bounds.
    

Problem summary

  • ****************************************************************
    * USERS AFFECTED:                                              *
    * see APAR text                                                *
    ****************************************************************
    * PROBLEM DESCRIPTION:                                         *
    * see APAR text                                                *
    ****************************************************************
    * RECOMMENDATION:                                              *
    * This issue has been addressed in IBM SPSS Statistics 22 Fix  *
    * Pack 1, please upgrade to this patch level.                  *
    ****************************************************************
    

Problem conclusion

  • This issue has been addressed in IBM SPSS Statistics 22 Fix Pack
    1, please upgrade to this patch level.
    

Temporary fix

Comments

APAR Information

  • APAR number

    PI09661

  • Reported component name

    SPSS STATISTICS

  • Reported component ID

    5725A54ST

  • Reported release

    M00

  • Status

    CLOSED PER

  • PE

    NoPE

  • HIPER

    NoHIPER

  • Special Attention

    NoSpecatt

  • Submitted date

    2014-01-15

  • Closed date

    2014-03-28

  • Last modified date

    2014-03-28

  • APAR is sysrouted FROM one or more of the following:

  • APAR is sysrouted TO one or more of the following:

Fix information

  • Fixed component name

    SPSS STATISTICS

  • Fixed component ID

    5725A54ST

Applicable component levels

  • RM00 PSN

       UP

  • RM00 PSY

       UP



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Document information


More support for:

SPSS Statistics
Statistics Desktop

Software version:

22.0

Reference #:

PI09661

Modified date:

2014-03-28

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