INITIAL Subcommand (EXSMOOTH command)
INITIAL
specifies
the initial start and trend values used in the models.
- The specification on
INITIAL
is the start and trend values enclosed in parentheses. You must specify both values. - The values specified on
INITIAL
are saved as part of the model and can be reapplied with theAPPLY
subcommand. - If
INITIAL
is not specified, the initial start and trend values are calculated byEXSMOOTH
. These calculated initial values are not saved as part of the model. - To turn off the values specified on
INITIAL
when the model is used on anAPPLY
subcommand, specifyINITIAL=CALCULATE
. New initial values will then be calculated byEXSMOOTH
.
Example
EXSMOOTH VAR2
/MODEL=LA
/PERIOD=4
/SEASFACT=(23 -14.4 7 -15.6)
/ALPHA=0.20
/GAMMA=0.20
/DELTA=0.30
/INITIAL=(112,17).
- In this example, an initial start value of 112 and trend value of 17 is specified for series VAR2.