SEASFACT Subcommand (EXSMOOTH command)

SEASFACT specifies initial seasonal factor estimates for seasonal models.

  • The specification on SEASFACT is either a value list enclosed in parentheses or a variable name.
  • If a value list is specified, the number of values in the list must equal the periodicity. For example, if the periodicity is 12, then 12 initial values must be specified.
  • For multiplicative models, the sum of the values in the list should equal the periodicity. For additive models, the sum of the values should equal 0.
  • A variable specification on SEASFACT indicates the name of a variable in the active dataset containing the seasonal factor estimates (see SEASON).
  • If the model is seasonal and SEASFACT is not specified, EXSMOOTH calculates the initial seasonal factors.
  • The seasonal factor estimates of a SEASFACT subcommand are not used when the model is respecified using the APPLY subcommand.

Example

EXSMOOTH VAR2
  /MODEL=LA
  /PERIOD=8
  /SEASFACT=(-25.30 -3 -14.70 17 4 3 13 6).
  • This command uses the list of values specified on the SEASFACT subcommand as the initial seasonal factor estimates.
  • Eight values are specified, since the periodicity is 8.
  • The eight values sum to 0, since this is an additive seasonal model.

Example

EXSMOOTH VAR3
  /MODEL=LA
  /SEASFACT=SAF#1.
  • This command uses the initial seasonal factors contained in variable SAF#1, which was saved in the active dataset by a previous SEASON command.