TSMODEL

TSMODEL is available in the Forecasting option.

The TSMODEL procedure estimates exponential smoothing, univariate Autoregressive Integrated Moving Average (ARIMA), and multivariate ARIMA (or transfer function models) models for time series, and the procedure produces forecasts.

Note: Square brackets that are shown in the TSMODEL syntax chart are not used to indicate optional elements. Where indicated, they are required parts of syntax when a list of values is specified, but they may be omitted when a single value is specified. Equals signs (=) that are used in the syntax chart are required elements. The MODEL subcommand is required. All other subcommands are optional.

TSMODEL

Global subcommands:

/MODELSUMMARY  PRINT=[MODELFIT** RESIDACF RESIDPACF NONE]
               PLOT=[SRSQUARE RSQUARE RMSE MAPE MAE MAXAPE
                     MAXAE NORMBIC RESIDACF RESIDPACF]

/MODELSTATISTICS DISPLAY={YES**}
                         {NO   }
                 MODELFIT=[SRSQUARE** RSQUARE RMSE MAPE MAE
                           MAXAPE MAXAE NORMBIC]

/MODELDETAILS    PRINT=[PARAMETERS RESIDACF RESIDPACF FORECASTS]
                 PLOT=[RESIDACF RESIDPACF]

/SERIESPLOT      OBSERVED FORECAST FIT FORECASTCI FITCI

/OUTPUTFILTER DISPLAY={ALLMODELS**                                     }  
                      {[BESTFIT({N=integer  }) WORSTFIT({N=integer  })]}
                                {PCT=percent}           {PCT=percent}            
              MODELFIT={SRSQUARE**} 
                       {RSQUARE   }
                       {RMSE      }
                       {MAPE      }
                       {MAE       }
                       {MAXAPE    }
                       {MAXAE     }
                       {NORMBIC   }

/SAVE  PREDICTED(rootname)
       LCL(rootname)
       UCL(rootname)
       NRESIDUAL(rootname)

/AUXILIARY CILEVEL={95**  }  MAXACFLAGS={24**   }  SEASONLENGTH=integer
                   {number}             {integer}

/MISSING USERMISSING={EXCLUDE**}
                     {INCLUDE  }

Model block subcommands:

/MODEL  DEPENDENT=varlist
        INDEPENDENT=varspec list 
        OUTFILE=model file
        OUTPMML=model file
        PREFIX=’prefix’ 

 {   /EXPERTMODELER TYPE=[ARIMA** EXSMOOTH**]   }
                    TRYSEASONAL={YES**}
                                {NO   }

 {   /EXSMOOTH TYPE={SIMPLE               }     }
                    {SIMPLESEASONAL       }
                    {HOLT                 }
                    {BROWN                }
                    {DAMPEDTREND          }
                    {WINTERSADDITIVE      }
                    {WINTERSMULTIPLICATIVE}
               TRANSFORM={NONE**}
                         {SQRT  }
                         {LN    }

 {   /ARIMA   AR={[integer integer...]}         }
              ARSEASONAL={[0**]               }
                         {[integer integer...]}
              MA={[integer integer...]}
              MASEASONAL={[0**]               }
                         {[integer integer...]}
              DIFF={0**    }
                   {integer}
              DIFFSEASONAL={0**    }
                           {integer}
              CONSTANT={YES**}
                       {NO   }
              TRANSFORM={NONE**}
                        {SQRT  }
                        {LN    }
              
 /TRANSFERFUNCTION VARIABLES={ALL**  }
                             {varlist} 
           NUM={[0**]               }
               {[integer integer...]}
           NUMSEASONAL={[0**]               }
                       {[integer integer...]}
           DENOM={[0**]               }
                 {[integer integer...]}
           DENOMSEASONAL={[0**]               }
                         {[integer integer...]}
           DIFF={0**    }
                {integer}
           DIFFSEASONAL={0**    }
                        {integer}
           DELAY={0**    }
                 {integer}
           TRANSFORM={NONE**}
                     {SQRT  }
                     {LN    }

/AUTOOUTLIER   DETECT={OFF**}
                      {ON   }
               TYPE=[ADDITIVE** LEVELSHIFT** INNOVATIONAL TRANSIENT
                     SEASONALADDITIVE LOCALTREND ADDITIVEPATCH]

/OUTLIER LOCATION=[date specification] TYPE={ADDITIVE        }
                                            {LEVELSHIFT      }
                                            {INNOVATIONAL    }
                                            {TRANSIENT       }
                                            {SEASONALADDITIVE}
                                            {LOCALTREND      }

**Default if the subcommand or keyword is omitted.

This command reads the active dataset and causes execution of any pending commands. See the topic Command Order for more information.

Syntax for the TSMODEL command can be generated from the Time Series Modeler dialog.

Release History

Release 14.0

• Command introduced.

Example

TSMODEL
  /MODEL DEPENDENT=sku1 TO sku10.