APPLY Subcommand (ARIMA command)

APPLY allows you to use a previously defined ARIMA model without having to repeat the specifications.

  • The specifications on APPLY can include the name of a previous model in quotes and one of three keywords. All of these specifications are optional.
  • If a model name is not specified, the model specified on the previous ARIMA command is used.
  • To change one or more of the specifications of the model, specify the subcommands of only those portions you want to change after the subcommand APPLY.
  • If no series are specified on the ARIMA command, the series that were originally specified with the model being reapplied are used.
  • To change the series used with the model, enter new series names before or after the APPLY subcommand. If a series name is specified before APPLY, the slash before the subcommand is required.
  • APPLY with the keyword FIT sets MXITER to 0. If you apply a model that used FIT and want to obtain estimates, you will need to respecify MXITER.

The keywords available for APPLY with ARIMA are:

SPECIFICATIONS . Use only the specifications from the original model. ARIMA should create the initial values. This is the default.

INITIAL. Use the original model’s final estimates as initial values for estimation.

FIT. No estimation. Estimates from the original model should be applied directly.

Example

ARIMA VAR1
  /MODEL=(0,1,1)(0,1,1) 12 LOG NOCONSTANT.
ARIMA APPLY
  /MODEL=CONSTANT.
ARIMA VAR2
  /APPLY INITIAL.
ARIMA VAR2
  /APPLY FIT.
  • The first command specifies a model with one degree of differencing, one moving-average term, one degree of seasonal differencing, and one seasonal moving-average term. The length of the period is 12. A base 10 log of the series is taken before estimation and no constant is estimated. This model is assigned the name MOD_1.
  • The second command applies the same model to the same series, but this time estimates a constant term. Everything else stays the same. This model is assigned the name MOD_2.
  • The third command uses the same model as the previous command (MOD_2) but applies it to series VAR2. Keyword INITIAL specifies that the final estimates of MOD_2 are to be used as the initial values for estimation.
  • The last command uses the same model but this time specifies no estimation. Instead, the values from the previous model are applied directly.