Overview (SEASON command)
SEASON
estimates
multiplicative or additive seasonal factors for time series by using
any specified periodicity. SEASON
is an implementation of the Census Method I, otherwise known as
the ratio-to-moving-average method. See 1 and 2.
Options
Model Specification. You can specify
either a multiplicative or additive model on the MODEL
subcommand. You can specify the periodicity of
the series on the PERIOD
subcommand.
Computation Method. Two methods of computing moving averages are available on the MA
subcommand for handling series with even
periodicities.
Statistical Output. Specify TSET PRINT=BRIEF
to display only the initial seasonal
factor estimates. TSET PRINT=DETAILED
produces the same output as the default.
New Variables. To evaluate
the displayed averages, ratios, factors, adjusted series, trend-cycle,
and error components without creating new variables, specify TSET NEWVAR=NONE
prior to SEASON
. This can result in faster processing
time. To add new variables without erasing the values of previous
Forecasting-generated variables, specify TSET NEWVAR=ALL
. This saves all new variables that are
generated during the current session to the active dataset and may
require extra processing time. When the default (TSET NEWVAR=CURRENT
) is in effect, only variables from
the current procedure are saved to the active dataset, and the suffix
#n is used to distinguish variables that are generated by different
series. TSET MXNEWVAR
specifies
the maximum number of new variables that can be generated by a procedure.
The default is 60. The order in which new variables are added to the
active dataset's dictionary is ERR, SAS, SAF, and STC.
Basic Specification
The basic specification is one or more series names.
- By
default,
SEASON
uses a multiplicative model to compute and display moving averages, ratios, seasonal factors, the seasonally adjusted series, the smoothed trend-cycle components, and the irregular (error) component for each specified series (variable). The default periodicity is the periodicity that is established withTSET PERIOD
orDATE
. - Unless the default on
TSET NEWVAR
is changed prior to the procedure,SEASON
creates four new variables, with the following prefixes, for each specified series (these variables are automatically named, labeled, and added to the active dataset):SAF. Seasonal adjustment factors. These values indicate the effect of each period on the level of the series.
SAS. Seasonally adjusted series. These values are the values that are obtained after removing the seasonal variation of a series.
STC. Smoothed trend-cycle components. These values show the trend and cyclical behavior that are present in the series.
ERR. Residual or "error" values. These values are the values that remain after the seasonal, trend, and cycle components have been removed from the series.
Subcommand Order
- Subcommands can be specified in any order.
Syntax Rules
-
VARIABLES
can be specified only once. - Other subcommands can be specified more than once, but only the last specification of each one is executed.
Operations
- The endpoints of the moving averages and ratios are displayed as system-missing in the output.
- Missing values are not allowed
anywhere in the series. (You can use the
RMV
command to replace missing values, useTSET MISSING=INCLUDE
to include user-missing values, and useUSE
to ignore missing observations at the beginning or end of a series. SeeRMV
andUSE
for more information.)
If SPLIT
FILE
processing is on, SEASON
ignores USE
settings.
Limitations
- A maximum of
one
VARIABLES
subcommand is allowed. There is no limit on the number of series that are named on the list.