EXPERTMODELER Subcommand (TSMODEL command)

The EXPERTMODELER subcommand controls options for automatic model identification that is performed by the Expert Modeler.

Example

TSMODEL
  /MODEL DEPENDENT=store1 TO store100
         INDEPENDENT=adspending
  /EXPERTMODELER TYPE=[ARIMA].
  • The keyword ARIMA specifies that the Expert Modeler is to limit the model search to the best-fitting ARIMA model.

TYPE Keyword

The TYPE keyword is required and is used to specify the model types that are evaluated: ARIMA, exponential smoothing, or both.

  • By default, both ARIMA and exponential smoothing models are considered.
  • Either ARIMA, EXSMOOTH, or both must be specified in square brackets.
  • An error occurs if you specify the EXSMOOTH keyword by itself and the model contains independent variables.

The keyword is followed by an equals sign (=) and one or both of the following options enclosed in square brackets:

ARIMA. ARIMA models are considered.

EXSMOOTH. Exponential smoothing models are considered.

TRYSEASONAL Keyword

The TRYSEASONAL keyword specifies whether seasonal models are considered by the Expert Modeler.

  • TRYSEASONAL is ignored if the data are nonperiodic (that is, season length is 1).

YES. The Expert Modeler considers seasonal models. This setting is the default.

NO. The Expert Modeler does not consider seasonal models. Only nonseasonal models are considered.