Overview (TCM APPLY command)

The TCM APPLY procedure loads a model system file that was created by the TCM MODEL procedure and applies the models to the active dataset. You can use this procedure to obtain forecasts for series for which more current data is available, without rebuilding your models. You can also generate any of the output that is available with the TCM MODEL procedure.

Assumptions

  • The structure of the data in the active dataset, either column-based or multidimensional, must be the same structure that was used when the model system was built. For multidimensional data, the dimension fields must be the same as used to build the model system. Also, the dimension values that were used to build the model system must exist in the active dataset.
  • Models are applied to fields in the active dataset with the same names as the fields specified in the model system.
  • The field, or fields, that defined the observations when the model system was built must exist in the active dataset. The time interval between observations is assumed to be the same as when the models were built. If the observations were defined by a date specification, then the same date specification must exist in the active dataset. Date specifications are created from the Define Dates dialog or the DATE command.
  • The time interval of the analysis and any settings for aggregation, distribution, and missing values are the same as when the models were built.

Basic Specification

The basic specification is the MODELSYSTEM subcommand that specifies the model system file. This specification generates the Overall Model System visualization for the 10 best-fitting models, a histogram of model fit for all models, and a table of any transformations that were applied to the series in the model system. Also, forecasts are produced for the 10 best-fitting models, for one time interval beyond the end of the original estimation period. The forecasts are saved as new variables.

Syntax Rules

  • Multiple SERIESFILTER subcommands are allowed.
  • Multiple FILTEREDOUTPUT subcommands are allowed. If the same value of the INCLUDE keyword appears on multiple FILTEREDOUTPUT subcommands, then the specifications for only the last such subcommand are honored.
  • Each keyword can be specified only once within a subcommand.
  • Empty subcommands are not allowed.
  • Parentheses, equals signs, and slashes that are shown in the syntax chart are required.
  • The command name, subcommand names, and keywords must be spelled in full.

Operations

  • The procedure honors the USE command but it also has settings for specifying the estimation period. Settings on the ESTIMATIONPERIOD keyword are applied after any case selection that is specified with the USE command.
  • The procedure does not honor the PREDICT command. The TCM APPLY procedure provides an option to specify the forecast period.
  • The procedure does not honor the TSET command.
  • The procedure does not honor the following commands: MODEL NAME or SAVE MODEL. The TCM APPLY procedure provides the option to save the model system when model parameters are reestimated.
  • The TDISPLAY command does not display model systems that are saved from TCM APPLY.

Limitations

  • The SPLIT FILE setting is ignored by this procedure.
  • Case weighting is ignored by this procedure.