spss trends

[Johnny Amora]

Hi Listers,

I am using spss trends to estimate ARIMA model, speficically AR(6).  However, SPSS trends computes and provides the coefficients for AR(1) to AR(6). What I want is that the model should have no AR(1) to AR(5) terms; that is, the coefficients should be for AR(6) only. Do you know the syntax?

Thank you.
Johnny


      ____________________________________________________________________________________
Looking for last minute shopping deals?
Find them fast with Yahoo! Search.  http://tools.search.yahoo.com/newsearch/category.php?category=shopping

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

[Marks, Jim]

 John:

You can use P D Q SP SD SQ as subcommands. From the command syntax help:

ARIMA SALES
  /P=2
  /D=1.
ARIMA INCOME
  /MODEL=LOG NOCONSTANT
  /P=(2).
ARIMA VAR01
  /MODEL=(1,1,4)(1,1,4)
  /Q=(2,4)
  /SQ=(2,4).
ARIMA VAR02
  /MODEL=(1,1,0)(1,1,0)
  /Q=(2,4)
  /SQ=(2,4).

* The first command fits a model with autoregressive parameters at lags
1 and 2 (P=2) and one degree of differencing (D=1) for the series SALES.
This command is equivalent to:

ARIMA SALES
  /MODEL=(2,1,0).
* In the second command, the series INCOME is log transformed and no
constant term is estimated. There is one autoregressive parameter at lag
2, as indicated by P=(2).

* The third command specifies a model with one autoregressive parameter,
one degree of differencing, moving-average parameters at lags 2 and 4,
one seasonal autoregressive parameter, one degree of seasonal
differencing, and seasonal moving-average parameters at lags 2 and 4.
The 4's in the MODEL subcommand for moving average and seasonal moving
average are ignored because of the Q and SQ subcommands.

* The last command specifies the same model as the previous command.
Even though the MODEL command specifies no nonseasonal or seasonal
moving-average parameters, these parameters are estimated at lags 2 and
4 because of the Q and SQ specifications.



Jim Marks
Senior Manager, Market Analysis
x 1616

-----Original Message-----
From: SPSSX(r) Discussion [mailto:[hidden email]] On Behalf Of
John Amora
Sent: Tuesday, March 18, 2008 2:32 AM
To: [hidden email]
Subject: spss trends

Hi Listers,

I am using spss trends to estimate ARIMA model, speficically AR(6).
However, SPSS trends computes and provides the coefficients for AR(1) to
AR(6). What I want is that the model should have no AR(1) to AR(5)
terms; that is, the coefficients should be for AR(6) only. Do you know
the syntax?

Thank you.
Johnny



________________________________________________________________________
____________
Looking for last minute shopping deals?
Find them fast with Yahoo! Search.
http://tools.search.yahoo.com/newsearch/category.php?category=shopping

=====================
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
INFO REFCARD