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 the APPLY subcommand.
  • If INITIAL is not specified, the initial start and trend values are calculated by EXSMOOTH. 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 an APPLY subcommand, specify INITIAL=CALCULATE. New initial values will then be calculated by EXSMOOTH.

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.