TSAPPLY

TSAPPLY is available in Forecasting and Decision Trees.

The TSAPPLY procedure loads existing time series models from an external file and applies them to data. Models are generated by using the TSMODEL procedure. You can use TSAPPLY to obtain forecasts for series for which new or revised data are available.

Note: Square brackets that are shown in the TSAPPLY syntax chart are not used to indicate optional elements. Where indicated, they are required parts of syntax when a list of values is specified, but they may be omitted when a single value is specified. Equals signs (=) that are used in the syntax chart are required elements. The MODEL subcommand is required. All other subcommands are optional.

TSAPPLY

Global subcommands:

/MODELSUMMARY  PRINT=[MODELFIT** RESIDACF RESIDPACF NONE]
               PLOT=[SRSQUARE RSQUARE RMSE MAPE MAE MAXAPE
                     MAXAE NORMBIC RESIDACF RESIDPACF]

/MODELSTATISTICS DISPLAY={YES**}
                         {NO   }
                 MODELFIT=[SRSQUARE** RSQUARE RMSE MAPE MAE
                           MAXAPE MAXAE NORMBIC]

/MODELDETAILS    PRINT=[PARAMETERS RESIDACF RESIDPACF FORECASTS]
                 PLOT=[RESIDACF RESIDPACF]

/SERIESPLOT      OBSERVED FORECAST FIT FORECASTCI FITCI

/OUTPUTFILTER DISPLAY={ALLMODELS**                                     }  
                      {[BESTFIT({N=integer  }) WORSTFIT({N=integer  })]}
                                {PCT=percent}           {PCT=percent}            
              MODELFIT={SRSQUARE**} 
                       {RSQUARE   }
                       {RMSE      }
                       {MAPE      }
                       {MAE       }
                       {MAXAPE    }
                       {MAXAE     }
                       {NORMBIC   }

/SAVE  PREDICTED(rootname)
       LCL(rootname)
       UCL(rootname)
       NRESIDUAL(rootname)

/AUXILIARY REESTIMATE={NO**}  CILEVEL={95**  }  MAXACFLAGS={24**   }
                      {YES }          {number}             {integer}
           SEASONLENGTH=integer

/MISSING USERMISSING={EXCLUDE**}
                     {INCLUDE  }

MODEL (local subcommand):

/MODEL  FILE=file   {DROP=['ModelID' 'ModelID' ...]}
                    {KEEP=['ModelID' 'ModelID' ...]}                
        OUTFILE=file
        OUTPMML=file

**Default if the subcommand or keyword is omitted.

This command reads the active dataset and causes execution of any pending commands. See the topic Command Order for more information.

Syntax for the TSAPPLY command can be generated from the Apply Time Series Models dialog.

Release History

Release 14.0

• Command introduced.

Example

PREDICT THRU YEAR 2006 MONTH 6.
TSAPPLY
  /MODELDETAILS PRINT=FORECASTS
  /MODEL FILE='/models/models.xml'.