MODEL Subcommand (TSAPPLY command)

The MODEL subcommand is required and specifies an external file, referred to as a model file, containing models that are developed by using TSMODEL. A model file specifies lag structure, parameters, outliers, and variables for each model.

  • TSAPPLY assumes that the variables that are specified in the model file exist in the active dataset.
  • You can use multiple MODEL subcommands to apply two or more sets of models to your data. Each MODEL subcommand is used to load models from a different model file. For example, one model file might contain models for series that represent unit sales, and another model file might contain models for series that represent revenue.

FILE Keyword

The FILE keyword is used to specify an external file containing models, and the keyword is required.

  • A warning is issued if a model variable that is specified in the file does not exist in the active dataset or is not numeric. Models that refer to the variable are ignored.
  • A warning is issued if a model specifies a variable transformation (square root or natural log) and one or more model variables to be transformed contain values that are invalid for the specified transformation--for example, negative values. Any such models will not be applied.
  • An error occurs if the date interval or cycle length that is specified in the file is inconsistent with the date specification for the active dataset. The SEASONLENGTH keyword on the AUXILIARY subcommand can be used to override the date specification for the active dataset.
  • An error occurs if the file cannot be read or is invalid.
  • An error occurs if two or more MODEL subcommands specify the same file.
  • When multiple MODEL subcommands are used, a warning occurs if the same model ID occurs in more than one model file. The first model with that ID is loaded. The check for duplicate model IDs takes place after DROP and KEEP are applied to each model file.
  • A warning is issued, and forecasts are not available for a model, if REESTIMATE=NO and the model's forecast period is inconsistent with the current USE or PREDICT interval. Specifically, forecasts are not available if model forecasts would start before the beginning of the USE period or after the end of the PREDICT interval.

DROP Keyword

The DROP keyword is used to exclude models.

  • Specify one or more quoted model identifiers, enclosed in square brackets—for example, [’Model_1’ ’Model_2’]. All other models in the file are loaded and applied to the data.
  • Redundant items in the DROP list are ignored.
  • An error occurs if all models are dropped.
  • Model identifiers that do not exist in the file are ignored.

KEEP Keyword

The KEEP keyword specifies models to be applied.

  • Specify one or more quoted model identifiers, enclosed in square brackets—for example, [’Model_1’ ’Model_2’]. All other models in the file are excluded.
  • Redundant items in the KEEP list are ignored.
  • Model identifiers that do not exist in the file are ignored.
  • DROP and KEEP are mutually exclusive. An error occurs if both are specified.

OUTFILE and OUTPMML Keywords

The OUTFILE and OUTPMML keywords are used to save updated models

  • OUTFILE saves an XML file that can be used with other IBM® SPSS® applications.
  • OUTPMML saves a PMML-compliant XML file that can be used with PMML-compliant applications, including IBM SPSS applications.
  • Models are written to an XML file. Each model is assigned a unique name and a description that includes the name of the dependent variable and the model type.
  • The filename must be specified in full. No extension is supplied.
  • If two or more MODEL subcommands (within a single invocation of TSMODEL) specify the same external file, all models that are created by those MODEL subcommands are saved to that file.
  • OUTFILE and OUTPMML are ignored with a warning if SPLIT FILE is in effect.