Curve Estimation Save

Save Variables. For each selected model, you can save predicted values, residuals (observed value of the dependent variable minus the model predicted value), and prediction intervals (upper and lower bounds). The new variable names and descriptive labels are displayed in a table in the output window.

Predict Cases. In the active dataset, if you select Time instead of a variable as the independent variable, you can specify a forecast period beyond the end of the time series. You can choose one of the following alternatives:

  • Predict from estimation period through last case. Predicts values for all cases in the file, based on the cases in the estimation period. The estimation period, displayed at the bottom of the dialog box, is defined with the Range subdialog box of the Select Cases option on the Data menu. If no estimation period has been defined, all cases are used to predict values.
  • Predict through. Predicts values through the specified date, time, or observation number, based on the cases in the estimation period. This feature can be used to forecast values beyond the last case in the time series. The currently defined date variables determine what text boxes are available for specifying the end of the prediction period. If there are no defined date variables, you can specify the ending observation (case) number.

Use the Define Dates option on the Data menu to create date variables.

Saving Predicted Values and Residuals

  1. From the menus choose:

    Analyze > Regression > Curve Estimation...

  2. In the Curve Estimation dialog box, click Save.