Alex,
Thank you very much for this clarification. I have been using the
Eviews package where you can specify the range of values the model should use.
Perhaps the ability to do this within the TS Modeler, in addition to the
available options, would be a big improvement to the SPSS forecasting package(?)
Sincerely
Michael
From: SPSSX(r) Discussion
[mailto:[hidden email]] On Behalf Of Alex Reutter
Sent: Friday, June 18, 2010 9:10 AM
To: [hidden email]
Subject: Re: How to run a "within sample" forecast in SPSS
v17.0.3
The estimation
period is set outside the Time Series Modeler dialog:
Estimation and Forecast Periods
Estimation Period. The estimation period defines the set of cases used to
determine the model. By default, the estimation period includes all cases in
the active dataset. To set the estimation period, select Based on time or case
range in the Select
Cases dialog box. Depending on available data, the estimation period used
by the procedure may vary by dependent variable and thus differ from the
displayed value. For a given dependent variable, the true estimation period is
the period left after eliminating any contiguous missing values of the variable
occurring at the beginning or end of the specified estimation period.
Forecast Period. The forecast period begins at the first case after the
estimation period, and by default goes through to the last case in the active
dataset. You can set the end of the forecast period from the Options
tab.
Good luck,
Alex
Good Morning
List,
I am looking
for some help on running a within-sample forecast in SPSS v17.0.3. I am using
the PASW Forecasting package and have been trying to do some Time Series
analyses, but have so far been unable to do any within-sample tests of my
modeling. Has anyone done this in SPSS and how can I by pass the default
settings – these (estimation period) are defaulted to start= “first case” and
end = “last case.” I want to use about 70% to 75% of my available
observations for a within sample testing for my models and use the remaining
25% for model validation!
TIA
Mike
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