AUXILIARY Subcommand (TSMODEL command)

The AUXILIARY subcommand is used to set the confidence interval level for forecasts, set the maximum number of lags for autocorrelation and partial autocorrelation plots and tables, and set the season length.

Example

TSMODEL
  /MODELDETAILS PLOT=[RESIDACF RESIDPACF]
  /AUXILIARY MAXACFLAGS=36 SEASONLENGTH=6
  /MODEL DEPENDENT=sku1 TO sku20.

CILEVEL Keyword

The CILEVEL keyword sets the confidence level.

  • Specify a positive number that is less than 100.
  • The default is 95.

MAXACFLAGS Keyword

The MAXACFLAGS keyword sets the maximum number of lags displayed in residual autocorrelation and partial autocorrelation tables and plots.

  • Specify a positive integer.
  • The default is 24.

SEASONLENGTH Keyword

The SEASONLENGTH keyword is used to specify the length of the seasonal period (the number of observations in one period or season).

  • The season length must be a positive integer.
  • If SEASONLENGTH is not specified, the periodicity that is specified by using the DATE command defines the season length.
  • If the Expert Modeler is used, a warning occurs and the season length is treated as 1 for any splits for which there are gaps in the data. If a custom model is specified, a warning is issued and the model is not estimated for any such splits.
  • For custom ARIMA or exponential smoothing models, SEASONLENGTH is ignored if the specified model has no seasonal component.