Problem using TS menu with AR(1)

[sue porter]

Hello:

Has anyone encountered this problem?

I am trying to fit an ARIMA model. I prefer to fit my own model and not
have the computer fit it for me.

I begin by testing just AR(1), nothing else.  I used the 'Create Models'
dialog box and could not get the code to run. So, I copied the code from
output and made a syntax file.  I looked in the Command Reference for ARIMA
and changed the order of the specificiations to match exactly what the
Command reference says.  The code ran correctly.

I ran the original code that was output from the 'Create Models' dialog box
as syntax and it will not run in a syntax file either.

Please note, both of these chunks of code are run on the exact same file.
Here is the syntax:

**This works:

 TSMODEL
    /MODELSUMMARY  PRINT=[MODELFIT]
    /MODELSTATISTICS  DISPLAY=YES MODELFIT=[ SRSQUARE]
    /SERIESPLOT OBSERVED FORECAST
    /OUTPUTFILTER DISPLAY=ALLMODELS
    /AUXILIARY  CILEVEL=95 MAXACFLAGS=24
    /MISSING USERMISSING=EXCLUDE
    /MODEL DEPENDENT=BASIC
       PREFIX='Model'
    /ARIMA AR=[1]  ARSEASONAL=[0]   MA=[0]  MASEASONAL=[0] DIFF=0
DIFFSEASONAL=0
       TRANSFORM=NONE  CONSTANT=YES
    /AUTOOUTLIER DETECT=OFF.

**This is the output from the 'Create Models' dialog box.  It does not
work.
 TSMODEL
    /MODELSUMMARY  PRINT=[MODELFIT]
    /MODELSTATISTICS  DISPLAY=YES MODELFIT=[ SRSQUARE]
    /SERIESPLOT OBSERVED FORECAST
    /OUTPUTFILTER DISPLAY=ALLMODELS
    /AUXILIARY  CILEVEL=95 MAXACFLAGS=24
    /MISSING USERMISSING=EXCLUDE
    /MODEL DEPENDENT=BASIC
       PREFIX='Model'
    /ARIMA AR=[1]  DIFF=0  MA=[0]  ARSEASONAL=[0]  DIFFSEASONAL=[0]
MASEASONAL=0
       TRANSFORM=NONE  CONSTANT=YES
    /AUTOOUTLIER DETECT=OFF.

*Here is the error message I get:

*Warnings
*MODEL block 1. Subcommand ARIMA: DIFFSEASONAL must specify a single
integer value.
*This command is not executed.

Any suggestions would be appreciated.

Thanks

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[ViAnn Beadle]

Looks like the dialog is generating the wrong syntax here. According to
HELP, arguments to DIFF and DIFFSEASONAL on the ARIMA subcommand don't use
brackets as delimiters. This is probably because they take just a single
argument. So, I'd suggest always using paste and if it doesn't work go to
syntax help. The quick way to get to it is to open the Command Syntax
Reference from the Help menu or go to TSMODEL (command) in the Index tab on
the Help Window.

-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of sue
porter
Sent: Thursday, January 24, 2008 1:16 PM
To: [hidden email]
Subject: Problem using TS menu with AR(1)

Hello:

Has anyone encountered this problem?

I am trying to fit an ARIMA model. I prefer to fit my own model and not
have the computer fit it for me.

I begin by testing just AR(1), nothing else.  I used the 'Create Models'
dialog box and could not get the code to run. So, I copied the code from
output and made a syntax file.  I looked in the Command Reference for ARIMA
and changed the order of the specificiations to match exactly what the
Command reference says.  The code ran correctly.

I ran the original code that was output from the 'Create Models' dialog box
as syntax and it will not run in a syntax file either.

Please note, both of these chunks of code are run on the exact same file.
Here is the syntax:

**This works:

 TSMODEL
    /MODELSUMMARY  PRINT=[MODELFIT]
    /MODELSTATISTICS  DISPLAY=YES MODELFIT=[ SRSQUARE]
    /SERIESPLOT OBSERVED FORECAST
    /OUTPUTFILTER DISPLAY=ALLMODELS
    /AUXILIARY  CILEVEL=95 MAXACFLAGS=24
    /MISSING USERMISSING=EXCLUDE
    /MODEL DEPENDENT=BASIC
       PREFIX='Model'
    /ARIMA AR=[1]  ARSEASONAL=[0]   MA=[0]  MASEASONAL=[0] DIFF=0
DIFFSEASONAL=0
       TRANSFORM=NONE  CONSTANT=YES
    /AUTOOUTLIER DETECT=OFF.

**This is the output from the 'Create Models' dialog box.  It does not
work.
 TSMODEL
    /MODELSUMMARY  PRINT=[MODELFIT]
    /MODELSTATISTICS  DISPLAY=YES MODELFIT=[ SRSQUARE]
    /SERIESPLOT OBSERVED FORECAST
    /OUTPUTFILTER DISPLAY=ALLMODELS
    /AUXILIARY  CILEVEL=95 MAXACFLAGS=24
    /MISSING USERMISSING=EXCLUDE
    /MODEL DEPENDENT=BASIC
       PREFIX='Model'
    /ARIMA AR=[1]  DIFF=0  MA=[0]  ARSEASONAL=[0]  DIFFSEASONAL=[0]
MASEASONAL=0
       TRANSFORM=NONE  CONSTANT=YES
    /AUTOOUTLIER DETECT=OFF.

*Here is the error message I get:

*Warnings
*MODEL block 1. Subcommand ARIMA: DIFFSEASONAL must specify a single
integer value.
*This command is not executed.

Any suggestions would be appreciated.

Thanks

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