TSMODEL Command Additional Features

You can customize your time series modeling if you paste your selections into a syntax window and edit the resulting TSMODEL command syntax. The command syntax language allows you to:

• Specify the seasonal period of the data (with the SEASONLENGTH keyword on the AUXILIARY subcommand). This overrides the current periodicity (if any) for the active dataset.
• Specify nonconsecutive lags for custom ARIMA and transfer function components (with the ARIMA and TRANSFERFUNCTION subcommands). For example, you can specify a custom ARIMA model with autoregressive lags of orders 1, 3, and 6; or a transfer function with numerator lags of orders 2, 5, and 8.
• Provide more than one set of modeling specifications (for example, modeling method, ARIMA orders, independent variables, and so on) for a single run of the Time Series Modeler procedure (with the MODEL subcommand).