ARIMA (p,d,q)(sp,sd,sq)

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ARIMA (p,d,q)(sp,sd,sq)

Basil LOH
Hi there,

I am trying to model dengue, an infectious disease, using SARIMA, that is
ARIMA (p,d,q)(P,D,Q) or ARIMA (p,d,q)(sp,sd,sq).

My data is in a weekly format, which means that the periodicity is 52. I
have a date variable in the ww yyyy format.

But since SPSS do not have "Years, yeek" or "Weeks, year" options in their
"Define Dates" dialog box, I used the following syntax: TSET PERIOD = 52.

However, when I put in some numbers in the ARIMA sp, sd, and sq fields and
clicked on OK to run the model, I got the this error message:

"Warnings. Subcommand MODEL 1, ARIMA: Keyword ARSEASONAL specifies a
nonzero value but season length is not greater than 1.
This command is not executed."

What should I do?

Thank you in advance.

Basil

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Re: ARIMA (p,d,q)(sp,sd,sq)

Zetu, Dan
Could it be because your seasonality is annual and yet you specified
only one year as test period?

I don't know how SPSS time series works, but couldn't you express your
date variable in weeks only and define it as such?

-------------------------------
Dan Zetu
Analytical Consultant
R. L. Polk & Co.
248-728-7278
[hidden email]

-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of
Basil LOH
Sent: Thursday, April 10, 2008 5:35 AM
To: [hidden email]
Subject: ARIMA (p,d,q)(sp,sd,sq)

Hi there,

I am trying to model dengue, an infectious disease, using SARIMA, that
is
ARIMA (p,d,q)(P,D,Q) or ARIMA (p,d,q)(sp,sd,sq).

My data is in a weekly format, which means that the periodicity is 52. I
have a date variable in the ww yyyy format.

But since SPSS do not have "Years, yeek" or "Weeks, year" options in
their
"Define Dates" dialog box, I used the following syntax: TSET PERIOD =
52.

However, when I put in some numbers in the ARIMA sp, sd, and sq fields
and
clicked on OK to run the model, I got the this error message:

"Warnings. Subcommand MODEL 1, ARIMA: Keyword ARSEASONAL specifies a
nonzero value but season length is not greater than 1.
This command is not executed."

What should I do?

Thank you in advance.

Basil

=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
INFO REFCARD

=====================
To manage your subscription to SPSSX-L, send a message to
[hidden email] (not to SPSSX-L), with no body text except the
command. To leave the list, send the command
SIGNOFF SPSSX-L
For a list of commands to manage subscriptions, send the command
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