User manual SPSS TRENDS 14.0

[. . . ] SPSS Trends 14. 0 TM For more information about SPSS® software products, please visit our Web site at http://www. spss. com or contact SPSS Inc. 233 South Wacker Drive, 11th Floor Chicago, IL 60606-6412 Tel: (312) 651-3000 Fax: (312) 651-3668 SPSS is a registered trademark and the other product names are the trademarks of SPSS Inc. No material describing such software may be produced or distributed without the written permission of the owners of the trademark and license rights in the software and the copyrights in the published materials. Use, duplication, or disclosure by the Government is subject to restrictions as set forth in subdivision (c) (1) (ii) of The Rights in Technical Data and Computer Software clause at 52. 227-7013. [. . . ] Selecting this option does not preclude also selecting the poorest-fitting models. In that case, the output will consist of the poorest-fitting models as well as the best-fitting ones. Fixed number of models. Specifies that results are displayed for the n best-fitting models. If the number exceeds the total number of models, all models are displayed. Percentage of total number of models. Specifies that results are displayed for models with goodness-of-fit values in the top n percent across all models. Poorest-fitting models. Select (check) this option to include the poorest-fitting models in the output. Select a goodness-of-fit measure and specify the number of models to include. Selecting this option does not preclude also selecting the best-fitting models. In that case, the output will consist of the best-fitting models as well as the poorest-fitting ones. Specifies that results are displayed for the n poorest-fitting models. If the number exceeds the total number of models, all models are displayed. Percentage of total number of models. Specifies that results are displayed for models with goodness-of-fit values in the bottom n percent across all models. Goodness of Fit Measure. Select the goodness-of-fit measure to use for filtering models. The default is stationary R-square. 45 Apply Time Series Models Saving Model Predictions and Model Specifications Figure 3-5 Apply Time Series Models, Save tab The Save tab allows you to save model predictions as new variables in the active dataset and save model specifications to an external file in XML format. Save Variables. You can save model predictions, confidence intervals, and residuals as new variables in the active dataset. New cases are added if the forecast period extends beyond the length of the dependent variable series associated with the model. Unless model parameters are reestimated (Reestimate from data on the Models tab), predicted values and confidence 46 Chapter 3 limits are only created for the forecast period. Choose to save new variables by selecting the associated Save check box for each. When transformations of the dependent variable are performed (for example, natural log), these are the residuals for the transformed series. This choice is only available if model parameters are reestimated (Reestimate from data on the Models tab). Variable Name Prefix. Specify prefixes to be used for new variable names or leave the default prefixes. Variable names consist of the prefix, the name of the associated dependent variable, and a model identifier. The variable name is extended if necessary to avoid variable naming conflicts. [. . . ] An outlier that shifts all observations by a constant, starting at a particular series point. An outlier that acts as an addition to the noise term at a particular series point. For stationary series, an innovational outlier affects several observations. For nonstationary series, it may affect every observation starting at a particular series point. Transient. [. . . ]