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Date:         Thu, 24 Jan 2008 15:15:50 -0500
Reply-To:     sue porter <sue.porter@STATE.OR.US>
Sender:       "SPSSX(r) Discussion" <SPSSX-L@LISTSERV.UGA.EDU>
From:         sue porter <sue.porter@STATE.OR.US>
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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