TCM APPLY

TCM APPLY is available in SPSS® Statistics Professional Edition or the Forecasting option.

TCM APPLY
     /MODELSYSTEM FILE=file
                       
    [/OPTIONS
        [REESTIMATE = {NO**} ]
                      {YES }

        [ESTIMATIONPERIOD = {MODEL**
                            {ALL
                            {TIMES(START={datetime   } END={datetime   } FORMAT={VARIABLE})
                                         {integerList}     {integerList}        {ISO8601 }
                            {OBSERVATIONS(TYPE={NEWEST} [OFFSET={0**    }] [NUMBER = {1000** }])
                                               {OLDEST}         {integer}            {integer}  

        [FORECASTPERIODS = {integer}]
                           {1**    }

        [CILEVEL = {95**  }]  
                   {number}

        [OUTLIERTHRESH={95** }
                       {value}                                                                     
                             

    [/TARGETFILTER
        DISPLAY = {BESTFIT([{N=10** | integer }] [FITSTAT = {RSQUARE**}]) }
                            {PCT=percent      }             {RMSPE    }
                                                            {RMSE     }
                                                            {BIC      }
                                                            {AIC      } 
                  {ALLTARGETS                                             }           
                  {TARGETSNOINPUTS                                        }    

    [/SERIESFILTER
        FIELDS = fieldList
        [DIMVALUES = dimField({INCLUDE}=dimValueList) dimField({INCLUDE}=dimValueList) ...]
                              {EXCLUDE}                        {EXCLUDE}
      
    [/FILTEREDOUTPUT
        [INCLUDE = {TARGETS | SERIES | BOTH**} ]

        [NETWORKGRAPH = {YES**}([SIGLEVEL = {0.05**}])
                        {NO   }             {value }


        [PRINT = [MODELFIT] [OUTLIERS] [MODELEFFECTS] [PARAMETERS] [FORECASTS] ]

        [PLOT = [SERIESPLOT] [TOPINPUTS] [NRESIDUAL] 

        [IMPACTDIAGRAMS = CAUSES[({3**    })] EFFECTS[({3**    })] ]
                                  {integer}            {integer}

        [OUTLIER_ROOTCAUSES = {NO**}
                              {YES }([LEVELS = {3**    }] [DISPLAY = {INTERACTIVE**}])
                                               {integer}             {TABLE        }
                                                                     {BOTH         }

    [/SYSTEMOUTPUT
        [MODELFIT = [RSQUARE**] [RMSPE] [RMSE] [BIC] [AIC] [NONE] ]

        [TRANSFORMATIONS = {NO   } ]
                           {YES**}

        [OUTLIERPLOT = {NO**} ]
                       {YES }

    [/SAVE
       [TARGETS({FILTERED**})
                {All       }
       [PREDICTED[(rootname)]]
       [CL[(LCLROOT=rootname UCLROOT=rootname)]]
       [NRESIDUAL[(rootname)]]
       [FORECASTFLAG[(name)]]

    [/OUTFILE
        [MODELSYSTEM = 'filespec']
        [DATA = {'filespec' | dataset}]

    [/PASSPROTECT     
        [PASSWORD={'password'|NONE**}]
        [ENCRYPTEDPW={NO**|YES}]

**Default if keyword omitted.

This command reads the active dataset and causes execution of any pending commands. See the topic Command Order for more information.

Syntax for the TCM APPLY command can be generated from the Temporal Causal Model Forecasting dialog.

Release History

Release 23.0

  • Command introduced.

Example

TCM APPLY
   /MODELSYSTEM FILE='/models/mymodel.zip'
   /OPTIONS REESTIMATE = YES FORECASTPERIODS = 3
   /SAVE TARGETS(ALL)