Forecasting Expert Modeler Stationary R-Squared

[Michael Stobernack-3]

Dear all,

I'm looking for a formula for the stationary R-squared, which is printed in
the output for the analyze/forecasting/create models/expert modeler in SPSS
21. How ist that stationary R-squared calculated?

Thank you very much for any hint

Michael

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[Jon K Peck]

You can find the formula in the Algorithms doc on the Help menu.  See TSMODEL > Stationary R-Squared


Jon Peck (no "h") aka Kim
Senior Software Engineer, IBM
[hidden email]
phone: [phone]




From:        Michael Stobernack <[hidden email]>
To:        [hidden email],
Date:        05/15/2014 09:52 AM
Subject:        [SPSSX-L] Forecasting Expert Modeler Stationary R-Squared
Sent by:        "SPSSX(r) Discussion" <[hidden email]>

---

Dear all,

I'm looking for a formula for the stationary R-squared, which is printed in
the output for the analyze/forecasting/create models/expert modeler in SPSS
21. How ist that stationary R-squared calculated?

Thank you very much for any hint

Michael

=====================
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