DFE and DFH Subcommands (FIT command)

DFE and DFH specify the degrees of freedom for each residual series. With DFE, error degrees of freedom are entered directly. DFH specifies hypothesis degrees of freedom so FIT can compute the DFE.

  • Only one DFE or DFH subcommand should be specified. If both are specified, only the last one is in effect.
  • The specification on DFE or DFH is a list of numeric values. The order of these values should correspond to the order of the residual series list.
  • The error degrees of freedom specified on DFE are used to compute the mean square error (MSE) and root mean square (RMS).
  • The value specified for DFH should equal the number of parameters in the model (including the constant if it is present). Differencing is not considered in calculating DFH, since any observations lost due to differencing are system-missing.
  • If neither DFE or DFH are specified, FIT sets DFE equal to the number of observations.

Example

FIT ERR#1 ERR#2
  /OBS=VAR1 VAR2
  /DFE=47 46.
  • In this example, the error degrees of freedom for the first residual series, ERR#1, is 47. The error degrees of freedom for the second residual series, ERR#2, is 46.