Examples (TSAPPLY command)

This section provides simple examples that are designed to get you started with the TSAPPLY procedure. Further examples that are specific to each subcommand are provided in the subcommand topics.

Forecasting

PREDICT THRU YEAR 2006 MONTH 6.
TSAPPLY
  /MODELDETAILS PRINT=FORECASTS
  /MODEL FILE='/models/models.xml'.
  • The PREDICT command is used to specify the forecast period for the TSAPPLY procedure.
  • The MODELDETAILS subcommand specifies that the output includes a table containing the forecasts.
  • The MODEL subcommand specifies that all models in the file /models/models.xml will be applied to the active dataset. Models are applied to variables in the active dataset with the same names as the variables that are specified in the model.
  • Forecasts are created by using the model parameters from models.xml, without reestimating any of those parameters. This behavior is the default behavior.

Forecasting with Reestimated Model Parameters

PREDICT THRU YEAR 2006 MONTH 6.
TSAPPLY
  /MODELDETAILS PRINT=FORECASTS
  /AUXILIARY REESTIMATE=YES
  /MODEL FILE='/models/models.xml'
         OUTFILE='/models/models_updated.xml'.
  • The AUXILIARY subcommand specifies that model parameters for all models in /models/models.xml will be reestimated prior to forecasting. Model parameters are reestimated by using the data in the active dataset.
  • Reestimation of model parameters has no effect on the model structure. For example, an ARIMA(1,0,1) model will remain so, but the autoregressive and moving-average parameters will be reestimated.
  • The OUTFILE keyword specifies that the reestimated models will be saved to the file /models/models_updated.xml.

Applying a Selected Subset of Models

PREDICT THRU YEAR 2006 MONTH 6.
TSAPPLY
  /MODELDETAILS PRINT=FORECASTS
  /MODEL FILE='/models/models.xml' KEEP=['CustomArima_1'].
  • The KEEP keyword specifies that only the model named CustomArima_1 will be applied to the active dataset. All other models in /models/models.xml will be excluded. 
    PREDICT THRU YEAR 2006 MONTH 6.
TSAPPLY
  /MODELDETAILS PRINT=FORECASTS
  /MODEL FILE='/models/models.xml' DROP=['Expert_1' 'Expert_2'].
  • The DROP keyword specifies that the models named Expert_1 and Expert_2 will be excluded. All other models in /models/models.xml will be applied to the active dataset.