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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