OPTIONS subcommand (TCM APPLY command)
- REESTIMATE
- Specifies whether model parameters are
reestimated. The default is
NO
, which specifies that the parameters from the model system file are used to generate forecasts. - ESTIMATIONPERIOD
- Specifies the estimation period that defines
the set of observations that are used for the
analysis.
- MODEL
- Specifies to use the estimation period that was used for building the model system. This setting is the default.
- ALL
- Specifies that all observations are used. When
ALL
is specified, the estimation period starts at the time of the earliest observation and ends at the time of the latest observation across all series. - TIMES
- Specifies a range of observations by start and
end time.
- If
START
is specified withoutEND
, then all observations fromSTART
to the last observation are used. IfEND
is specified withoutSTART
, then the first observation throughEND
is used. - For observations that are defined by a date,
datetime, time, or string field, the
FORMAT
keyword is required (and ignored otherwise). It specifies the format of the values forSTART
andEND
. Values forSTART
andEND
must be quoted in this case.- VARIABLE
- Specifies to use the variable format for the variable that defines the observations; for example, mm/dd/yyyy. This option only applies when observations are defined by a date, datetime, or time field.
- ISO8601
- Specifies that values for
START
andEND
are in the general form of yyyy-mm-dd hh:mm:ss.FORMAT=ISO8601
must be specified when the observations are defined by a string field.- Dates are specified in the form yyyy-mm-dd. Datetimes are specified in the form yyyy-mm-dd hh:mm:ss. Times are specified in the form hh:mm:ss.
- Two digits are not required for month, day, hours, minutes or seconds specifications. For example, 2014-1-1 is interpreted as 2014-01-01 and 3:2:1 is interpreted as 03:02:01.
- Values can be specified with reduced precision. For example, 2014-10 is interpreted as 2014-10-01 and 03:02 is interpreted as 03:02:00.
- For observations that are defined by cyclic
period fields,
START
andEND
are lists of integers, consisting of one value for each of the cyclic period fields. The first value is the value for the highest level cycle field, followed by the next highest cycle field, and so on.For example, the following syntax specifies the start and end time when there are two cycle levels, in addition to a period field:
The start of the estimation period is defined by a value of 3 for the second-level cycle, a value of 6 for the first-level cycle, and a value of 2 for the period field. The end of the estimation period is defined by a value of 5 for the second- level cycle, a value of 1 for the first-level cycle, and a value of 4 for the period field.START = 3 6 2 END = 5 1 4
- For observations that are defined by record
number,
START
andEND
consist of a single value that specifies the starting record number and the ending record number. For example, the following syntax specifies an estimation period that starts at record 1 and ends at record 60:START = 1 END = 60
- For observations that are defined by a date
specification (
DATE
command), thenSTART
andEND
are lists of integers that consist of one value for each of the components of the date specification. For example, if the date specification is YEAR and MONTH, then the lists consist of two items, one for the year and one for the month. The order of the values is from the highest level component to the lowest level component. For example, the following syntax specifies start and end time for a date specification that is defined by YEAR and MONTH:
The start of the estimation period is defined by a value of 2008 for the year and 1 for the month. The end of the estimation period is defined by a value of 2013 for the year and 12 for the month.START = 2008 1 END = 2013 12
- If
- OBSERVATIONS
- Defines the estimation period as a specified
number of time intervals that start at the
earliest time interval or end at the latest time
interval in the data, with an optional offset. In
this context, the time interval refers to the
interval at which the data were modeled. For
example, if the observations are daily but the
data are aggregated to months, then the time
interval that is associated with
OBSERVATIONS
is months.- TYPE
TYPE=NEWEST
specifies to use the most recent time intervals.TYPE=OLDEST
specifies to use the earliest time intervals.- OFFSET
- Specifies an offset from the earliest time
interval (when
TYPE=OLDEST
) or the most recent time interval (whenTYPE=NEWEST
). The value ofOFFSET
must be an integer greater than or equal to 0. The default is 0 and specifies to start at the earliest time interval or end at the most recent time interval. - NUMBER
- Specifies the number of time intervals to include. The value must be an integer that is greater than or equal to 2. The default is 1000. If the specified value exceeds the number of time intervals in the data, then all time intervals, starting from the optional offset, are included.
- FORECASTPERIODS
- Specifies the number of time intervals to
forecast beyond the end of the estimation period.
The default value is 1. In this context, the time
interval refers to the interval at which the data
were modeled. For example, if the observations are
daily but the data are aggregated to months, then
specifying 3 for
FORECASTPERIODS
means 3 months. - CILEVEL
- Specifies the confidence level for computing confidence intervals for forecasts and parameter estimates. The value must be positive number that is greater than 0 and less than 100. The default is 95.
- OUTLIERTHRESH
- An observation is flagged as an outlier if the probability, as calculated from the model, that it is an outlier exceeds this threshold. You can specify a value in the range 50 - 100. The default value is 95.