The Options tab allows you to specify the handling of missing values, set the confidence interval width, and set the number of lags shown for autocorrelations.

User-Missing Values. These options control the handling of user-missing values.

  • Treat as invalid. User-missing values are treated like system-missing values.
  • Treat as valid. User-missing values are treated as valid data.

Missing Value Policy. The following rules apply to the treatment of missing values (includes system-missing values and user-missing values treated as invalid):

  • Cases with missing values of a dependent variable that occur within the estimation period are included in the model. The specific handling of the missing value depends on the estimation method.
  • For ARIMA models, a warning is issued if a predictor has any missing values within the estimation period. Any models involving the predictor are not reestimated.
  • If any independent variable has missing values within the forecast period, the procedure issues a warning and forecasts as far as it can.

Confidence Interval Width (%). Confidence intervals are computed for the model predictions and residual autocorrelations. You can specify any positive value less than 100. By default, a 95% confidence interval is used.

Maximum Number of Lags Shown in ACF and PACF Output. You can set the maximum number of lags shown in tables and plots of autocorrelations and partial autocorrelations. This option is only available if model parameters are reestimated (Reestimate from data on the Models tab).

To Set Options

This feature requires the Forecasting option.

  1. From the menus choose:

    Analyze > Forecasting > Apply Models...

  2. Click the Options tab.