PERIOD Subcommand (EXSMOOTH command)

PERIOD indicates the periodicity of the seasonal component for seasonal models.

  • The specification on PERIOD indicates how many observations are in one period or season and can be any positive integer.
  • PERIOD is ignored if it is specified with a nonseasonal model.
  • If PERIOD is not specified, the periodicity established on TSET PERIOD is in effect. If TSET PERIOD is not specified, the periodicity established on the DATE command is used. If periodicity was not established anywhere and a seasonal model is specified, EXSMOOTH will terminate.

Example

EXSMOOTH VAR1
  /MODEL=LA
  /PERIOD=12.
  • This example specifies a periodicity of 12 for the seasonal VAR1 series.