The old ARIMA and AREG syntax is still available, but in the new Time Series > Create Models dialog, there is a more general model framework that still supports the traditional ARIMA specification, including plain AR models.
When you open the dialog, you see a "Method" dropdown list. By default it uses the Expert Modeler to determine the model, but you can change this to ARIMA or Exponential Smoothing. At that point, you can specify an AR(1) or other form of Autoregression using the Criteria button, or you can let the procedure pick the best one. You can also set detailed transfer function parameters in the syntax well beyond what could be done with the old AREG procedure.
I believe old Trends dialogs are available if you previously used them, but the new model builder is much more capable.
HTH,
Jon Peck
-----Original Message-----
From: SPSSX(r) Discussion [mailto:
[hidden email]] On Behalf Of Patrick MCINTIRE
Sent: Monday, January 22, 2007 10:18 AM
To:
[hidden email]
Subject: [SPSSX-L] Autoregression in SPSS 15.0
Greetings....
SPSS 15.0 doesn't seem to have a stand-alone autoregression procedure
like previous versions. I do have the Trends package. Is
"autoregression" somehow incorporated into the Time Series Modeler?
Thanks in advance.
Patrick McIntire, Ph.D.
Office of Forecasting, Research, and Analysis
Dept of Human Services
500 Summer St NE, E23
Salem, OR 97301-1067
503 945-5667
Fax: 503 378-2897
[hidden email]
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