Model Selection and Event Specification

The Model tab allows you to specify the types of models considered by the Expert Modeler and to specify event variables.

Model Type. The following options are available:

• All models. The Expert Modeler considers both ARIMA and exponential smoothing models.
• Exponential smoothing models only. The Expert Modeler only considers exponential smoothing models.
• ARIMA models only. The Expert Modeler only considers ARIMA models.

Expert Modeler considers seasonal models. This option is only enabled if a periodicity has been defined for the active dataset. When this option is selected (checked), the Expert Modeler considers both seasonal and nonseasonal models. If this option is not selected, the Expert Modeler only considers nonseasonal models.

Current Periodicity. Indicates the periodicity (if any) currently defined for the active dataset. The current periodicity is given as an integer--for example, 12 for annual periodicity, with each case representing a month. The value None is displayed if no periodicity has been set. Seasonal models require a periodicity. You can set the periodicity from the Define Dates dialog box.

Events. Select any independent variables that are to be treated as event variables. For event variables, cases with a value of 1 indicate times at which the dependent series are expected to be affected by the event. Values other than 1 indicate no effect.

To Specify Options for the Expert Modeler

This feature requires the Forecasting option.

1. From the menus choose:

   Analyze > Forecasting > Create Model...

2. On the Variables tab, select Expert Modeler for Method.
3. Click Criteria....
4. Select the model type and optionally select any independent variables that are to be treated as event variables.
5. Optionally, click the Outliers tab and specify the handling of outliers.