Saving Model Predictions and Model Specifications

The Save tab allows you to save model predictions as new variables in the active dataset and save model specifications to an external file in XML format.

Save Variables. You can save model predictions, confidence intervals, and residuals as new variables in the active dataset. Each dependent series gives rise to its own set of new variables, and each new variable contains values for both the estimation and forecast periods. New cases are added if the forecast period extends beyond the length of the dependent variable series. Choose to save new variables by selecting the associated Save check box for each. By default, no new variables are saved.

  • Predicted Values. The model predicted values.
  • Lower Confidence Limits. Lower confidence limits for the predicted values.
  • Upper Confidence Limits. Upper confidence limits for the predicted values.
  • Noise Residuals. The model residuals. When transformations of the dependent variable are performed (for example, natural log), these are the residuals for the transformed series.
  • Variable Name Prefix. Specify prefixes to be used for new variable names, or leave the default prefixes. Variable names consist of the prefix, the name of the associated dependent variable, and a model identifier. The variable name is extended if necessary to avoid variable naming conflicts. The prefix must conform to the rules for valid variable names.

Export Model File. Model specifications for all estimated models are exported to the specified file in XML format. Saved models can be used to obtain updated forecasts, based on more current data, using the Apply Time Series Models procedure.

  • XML File. Model specifications are saved in an XML file that can be used with IBM® SPSS® applications.
  • PMML File. Model specifications are saved in a PMML-compliant XML file that can be used with PMML-compliant applications, including IBM SPSS applications.

To Save Variables or Export a Model File

This feature requires the Forecasting option.

  1. From the menus choose:

    Analyze > Forecasting > Create Model...

  2. Click the Save tab.